Struct Level1Quote 

pub struct Level1Quote {
    pub ts: DateTime<Utc>,
    pub symbol: String,
    pub bid: f64,
    pub bid_size: f64,
    pub ask: f64,
    pub ask_size: f64,
}

Level 1 quote – best bid and ask (top-of-book).

A Level 1 quote captures the current best bid and ask prices and their sizes. It is the most common form of real-time market data, sufficient for spread calculations and basic order-book imbalance metrics.

use egui_charts::model::Level1Quote;
use chrono::Utc;

let quote = Level1Quote {
    ts: Utc::now(),
    symbol: "BTCUSDT".into(),
    bid: 50_000.0, bid_size: 1.5,
    ask: 50_010.0, ask_size: 2.0,
};
assert_eq!(quote.spread(), 10.0);

Fields

ts: DateTime<Utc>

Ts of the quote

symbol: String

Symbol

bid: f64

Best bid price

bid_size: f64

Best bid size

ask: f64

Best ask price

ask_size: f64

Best ask size

Implementations

impl Level1Quote

pub fn spread(&self) -> f64

Calculate bid-ask spread in price

pub fn spread_bps(&self) -> f64

Calculate the bid-ask spread in basis points (1 bp = 0.01%).

pub fn mid_price(&self) -> f64

Calculate mid price

pub fn total_size(&self) -> f64

Total quoted volume (bid + ask)

Trait Implementations

impl Clone for Level1Quote

fn clone(&self) -> Level1Quote

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Level1Quote

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Level1Quote

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for Level1Quote

fn eq(&self, other: &Level1Quote) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for Level1Quote

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for Level1Quote