pub struct DeribitBookMsg<'a> {
pub msg_type: DeribitBookMsgType,
pub instrument_name: Ustr,
pub timestamp: u64,
pub change_id: u64,
pub prev_change_id: Option<u64>,
pub bids: Vec<Vec<&'a RawValue>>,
pub asks: Vec<Vec<&'a RawValue>>,
}Expand description
Order book data from book.{instrument}.{interval} or book.{instrument}.{group}.{depth}.{interval} channels.
Note: The grouped book channel (book.{instrument}.{group}.{depth}.{interval}) does not include
a type field since it always sends complete snapshots. We default to Snapshot when not present.
Fields§
§msg_type: DeribitBookMsgTypeMessage type (snapshot or change). Defaults to Snapshot for grouped channels.
instrument_name: UstrInstrument name.
timestamp: u64Timestamp in milliseconds.
change_id: u64Change ID for sequence tracking.
prev_change_id: Option<u64>Previous change ID (for delta validation).
bids: Vec<Vec<&'a RawValue>>Bid levels: [action, price, amount] where action is “new” for snapshot, “new”/“change”/“delete” for change.
asks: Vec<Vec<&'a RawValue>>Ask levels: [action, price, amount] where action is “new” for snapshot, “new”/“change”/“delete” for change.
Trait Implementations§
Source§impl<'a> Clone for DeribitBookMsg<'a>
impl<'a> Clone for DeribitBookMsg<'a>
Source§impl<'a> Debug for DeribitBookMsg<'a>
impl<'a> Debug for DeribitBookMsg<'a>
Source§impl<'de: 'a, 'a> Deserialize<'de> for DeribitBookMsg<'a>
impl<'de: 'a, 'a> Deserialize<'de> for DeribitBookMsg<'a>
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
Auto Trait Implementations§
impl<'a> Freeze for DeribitBookMsg<'a>
impl<'a> RefUnwindSafe for DeribitBookMsg<'a>
impl<'a> Send for DeribitBookMsg<'a>
impl<'a> Sync for DeribitBookMsg<'a>
impl<'a> Unpin for DeribitBookMsg<'a>
impl<'a> UnsafeUnpin for DeribitBookMsg<'a>
impl<'a> UnwindSafe for DeribitBookMsg<'a>
Blanket Implementations§
impl<T> Allocation for T
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> DeserializeOwned for Twhere
T: for<'de> Deserialize<'de>,
§impl<T> Instrument for T
impl<T> Instrument for T
§fn instrument(self, span: Span) -> Instrumented<Self> ⓘ
fn instrument(self, span: Span) -> Instrumented<Self> ⓘ
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more