Struct BookStreamChecker 

pub struct BookStreamChecker { /* private fields */ }

Checks adapter order book output against the book stream contract.

Implementations

impl BookStreamChecker

pub fn new(book_type: BookType, sequenced: bool) -> Self

Creates a checker; sequenced requires each incremental event group’s sequence to exceed the previous one.

Emitted deltas do not carry a venue’s linkage fields, so the adapter’s tracker validates linkage. Pass false for a venue whose sequence can reset within an episode, such as OKX, and rely on Self::verify against venue truth.

pub fn open(&mut self, instrument_id: InstrumentId)

Accepts output for a subscribed book; its next batch must be a snapshot.

pub fn close(&mut self, instrument_id: InstrumentId)

Rejects later output for a book after a settled unsubscribe or client stop.

pub fn apply( &mut self, deltas: &OrderBookDeltas, ) -> Result<(), BookContractViolation>

Applies one emitted batch.

Errors

Returns an error if the batch violates the book contract. The error reports the first violation.

pub fn verify( &mut self, instrument_id: InstrumentId, depth: usize, bids: &BTreeMap<Decimal, Decimal>, asks: &BTreeMap<Decimal, Decimal>, ) -> Result<(), BookContractViolation>

Compares the top depth levels with venue truth, counting the current episode verified.

Errors

Returns an error if either side differs or no snapshot has arrived since the book opened.

pub fn book(&self, instrument_id: InstrumentId) -> Option<&OrderBook>

Returns the maintained book.

pub fn coverage(&self) -> (u64, u64)

Returns snapshot episodes and verified episodes across all books.

Trait Implementations

impl Debug for BookStreamChecker

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

Formats the value using the given formatter.