pub struct BookSnapshot {
    pub name: String,
    pub sequence: usize,
    pub book: Book,
}
Expand description

Orderbook snapshot message

An orderbook snapshot is a representation of the order book at a given time. It can be used as the starting point of an in-memory order book.

Fields

name: String

gateway name

sequence: usize

sequence number (use this to discard deltas with sequence prior to this)

book: Book

the order book snapshot

Trait Implementations

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