Struct OrderBookLevel 

pub struct OrderBookLevel {
    pub price: f64,
    pub size: f64,
    pub order_cnt: Option<u32>,
}

A single price level in a Level 2 order book.

Represents the aggregate size (and optionally order count) resting at one price level on either the bid or ask side.

Fields

price: f64

Price level

size: f64

Size at this level

order_cnt: Option<u32>

Number of orders at this level (if available)

Trait Implementations

impl Clone for OrderBookLevel

fn clone(&self) -> OrderBookLevel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderBookLevel

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderBookLevel

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for OrderBookLevel

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for OrderBookLevel

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 OrderBookLevel