Struct common::L2

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pub struct L2 { /* private fields */ }

Expand description

One side of a Level 2 Order book

Implementations

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impl L2

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pub fn len(&self) -> usize

Returns the depth levels

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pub fn is_empty(&self) -> bool

Returns true if this orderbook side is empty

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pub fn set(&mut self, price: Decimal, volume: Decimal)

Set a new price/volume into the book side

Arguments

price - the price level
volume - volume fro the price, if 0 the price level will be removed

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pub fn set_str(&mut self, price: &str, volume: &str)

Set a new price/volume into the book side

Arguments

price - the price level
volume - volume fro the price, if 0 the price level will be removed

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pub fn update(&mut self, price_volume: &[(String, String )])

Update the order side with a vector of price/volume tuples

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pub fn best(&self) -> Option<(&Decimal, &Decimal)>

Returns the (price, volume) tuple at the best price if available

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pub fn best_price(&self) -> Option<Decimal>

Best price in the l2 side

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pub fn best_of(&self, price: Option<Decimal>) -> Option<Decimal>

Best of price

This function returns the best price between the price provided and the current best price in the l2 side

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pub fn iter(&self) -> L2Iterator<'_>ⓘNotable traits for L2Iterator<'a>`impl<'a> Iterator for L2Iterator<'a> type Item = (&'a Decimal, &'a Decimal);`

(price, volume) tuple Iterator

Trait Implementations

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impl Clone for L2

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fn clone(&self) -> L2

Returns a copy of the value. Read more

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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

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impl Debug for L2

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

Auto Trait Implementations

impl RefUnwindSafe for L2

impl Send for L2

impl Sync for L2

impl Unpin for L2

impl UnwindSafe for L2

Blanket Implementations

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impl<T> Any for T where
T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T where
T: ?Sized,

const: unstable · source

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T where
T: ?Sized,

const: unstable · source

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> From<T> for T

const: unstable · source

fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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impl<T, U> Into for T where
U: From<T>,

const: unstable · source

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Same<T> for T

type Output = T

Should always be Self

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impl<T> ToOwned for T where
T: Clone,

type Owned = T

The resulting type after obtaining ownership.

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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

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fn clone_into(&self, target: &mut T)

🔬 This is a nightly-only experimental API. (toowned_clone_into)

Uses borrowed data to replace owned data, usually by cloning. Read more

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impl<T, U> TryFrom for T where
U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

const: unstable · source

fn try_from(value: U) -> Result<T, <T as TryFrom>::Error>

Performs the conversion.

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impl<T, U> TryInto for T where
U: TryFrom<T>,

type Error = >::Error

The type returned in the event of a conversion error.

const: unstable · source

fn try_into(self) -> Result<U, >::Error>

Performs the conversion.

impl<V, T> VZip<V> for T where
V: MultiLane<T>,

fn vzip(self) -> V

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impl<T> WithSubscriber for T

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fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where
S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

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fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more

Struct common::L2

Implementations

impl L2

pub fn len(&self) -> usize

pub fn is_empty(&self) -> bool

pub fn set(&mut self, price: Decimal, volume: Decimal)

pub fn set_str(&mut self, price: &str, volume: &str)

pub fn update(&mut self, price_volume: &[(String, String)])

pub fn best(&self) -> Option<(&Decimal, &Decimal)>

pub fn best_price(&self) -> Option<Decimal>

pub fn best_of(&self, price: Option<Decimal>) -> Option<Decimal>

pub fn iter(&self) -> L2Iterator<'_>ⓘNotable traits for L2Iterator<'a>impl<'a> Iterator for L2Iterator<'a> type Item = (&'a Decimal, &'a Decimal);

Trait Implementations

impl Clone for L2

fn clone(&self) -> L2

fn clone_from(&mut self, source: &Self)

impl Debug for L2

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Auto Trait Implementations

impl RefUnwindSafe for L2

impl Send for L2

impl Sync for L2

impl Unpin for L2

impl UnwindSafe for L2

Blanket Implementations

impl<T> Any for T where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for T where T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for T where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

impl<T, U> Into<U> for T where U: From<T>,

fn into(self) -> U

impl<T> Same<T> for T

type Output = T

impl<T> ToOwned for T where T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for T where U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for T where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<V, T> VZip<V> for T where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where S: Into<Dispatch>,

fn with_current_subscriber(self) -> WithDispatch<Self>

impl<T> SendSyncUnwindSafe for T where T: Send + Sync + UnwindSafe + ?Sized,

pub fn update(&mut self, price_volume: &[(String, String )])

pub fn iter(&self) -> L2Iterator<'_>ⓘNotable traits for L2Iterator<'a>`impl<'a> Iterator for L2Iterator<'a> type Item = (&'a Decimal, &'a Decimal);`

impl<T> Any for T where
T: 'static + ?Sized,

impl<T> Borrow<T> for T where
T: ?Sized,

impl<T> BorrowMut<T> for T where
T: ?Sized,

impl<T, U> Into<U> for T where
U: From<T>,

impl<T> ToOwned for T where
T: Clone,

impl<T, U> TryFrom<U> for T where
U: Into<T>,

impl<T, U> TryInto<U> for T where
U: TryFrom<T>,

impl<V, T> VZip<V> for T where
V: MultiLane<T>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where
S: Into<Dispatch>,

impl<T> SendSyncUnwindSafe for T where
T: Send + Sync + UnwindSafe + ?Sized,