Struct OrderQueue 

pub struct OrderQueue { /* private fields */ }

The per-order book, including queue order. Snapshot and event methods on Sink maintain it; Chart::order_queue reads it. At most 10,000 orders per side, with bounded resync buffering.

Implementations

impl OrderQueue

pub fn new(tick_size: Option<f64>) -> Self

An empty book, keying prices by the instrument’s positive finite tick size when known.

pub fn sequence(&self) -> Option<u64>

Last applied sequence, or None until a usable snapshot or after a gap.

pub fn orders(&self) -> impl Iterator<Item = &RestingOrder>

All held orders, in queue priority order. A lost book contains none.

pub fn queue( &self, side: OrderSide, price: f64, ) -> impl Iterator<Item = &RestingOrder>

Orders at price, first in queue first. Prices share the aggregated book’s tick rounding.

pub fn largest_order( &self, side: OrderSide, price: f64, ) -> Option<&RestingOrder>

Largest resting order at a price, if any. Ties keep the earliest queue priority.

pub fn take_executions(&mut self) -> Vec<Tick>

Trades produced by accepted executions, drained once. Each fill names its resting order. At most 10,000 pending fills; the oldest make room if the host does not drain them.

pub fn aggregate( &self, symbol: impl Into<String>, minimum_size: f64, ) -> OrderBook

Aggregated levels for ladders and heatmaps, counting only orders at least minimum_size. Invalid thresholds return an empty book. Counts and totals refer to the selected orders.

pub fn filtered( &self, symbol: impl Into<String>, filter: &OrderFilter, ) -> Result<OrderBook, OrderFilterUnavailable>

The levels of the orders filter accepts, as the book stood at its last update: what a ladder, heatmap and book size study built on the same filter show. Fails when the held orders carry none of the metadata a filter field needs, rather than showing the unfiltered book as if it were filtered. An empty book is never unavailable.

pub fn largest_orders(&self, filter: &OrderFilter) -> Vec<&RestingOrder>

The largest order filter accepts at each price of each side, bids from the highest price down and then asks from the lowest up. Ties keep the earliest queue priority.

pub fn snapshot( &mut self, sequence: u64, time: DateTime<Utc>, orders: Vec<RestingOrder>, ) -> Result<(), FeedError>

Replaces all orders, then applies buffered events above sequence. A malformed snapshot clears the book. Errors leave it empty and ready for a replacement snapshot.

pub fn apply( &mut self, sequence: u64, time: DateTime<Utc>, event: OrderEvent, ) -> Result<(), FeedError>

Applies exactly the next sequence. Repeated sequences are ignored. A gap clears the book and buffers at most 10,000 following events for the next snapshot.

Trait Implementations

impl Clone for OrderQueue

fn clone(&self) -> OrderQueue

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderQueue

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

Formats the value using the given formatter.