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DeriveOrderbookData

nautilus_derive::websocket::messages

Struct DeriveOrderbookData 

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pub struct DeriveOrderbookData {
    pub instrument_name: Ustr,
    pub timestamp: i64,
    pub bids: Vec<DeriveOrderbookLevel>,
    pub asks: Vec<DeriveOrderbookLevel>,
}
Expand description

Order book snapshot pushed on orderbook.{instrument_name}.{group}.{depth}.

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§instrument_name: Ustr

Instrument name on the Derive venue.

§timestamp: i64

Snapshot timestamp in UNIX milliseconds.

§bids: Vec<DeriveOrderbookLevel>

Bid price levels, best first.

§asks: Vec<DeriveOrderbookLevel>

Ask price levels, best first.

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impl DeriveOrderbookData

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pub fn instrument_id(&self) -> InstrumentId

Returns the Nautilus instrument ID for this Derive symbol.

Trait Implementations§

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impl Clone for DeriveOrderbookData

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fn clone(&self) -> DeriveOrderbookData

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for DeriveOrderbookData

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for DeriveOrderbookData

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Eq for DeriveOrderbookData

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impl PartialEq for DeriveOrderbookData

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

Tests for self and other values to be equal, and is used by ==.
1.0.0 (const: unstable) · Source§

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl StructuralPartialEq for DeriveOrderbookData

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Gets the TypeId of self. Read more
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🔬This is a nightly-only experimental API. (clone_to_uninit)
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