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OKXRpiBookMsg

nautilus_okx::websocket::messages

Struct OKXRpiBookMsg 

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pub struct OKXRpiBookMsg {
    pub asks: Vec<OKXRpiBookLevel>,
    pub bids: Vec<OKXRpiBookLevel>,
    pub prev_seq_id: i64,
    pub seq_id: u64,
    pub ts: u64,
}
Expand description

Retail Price Improvement order book data for an instrument.

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§asks: Vec<OKXRpiBookLevel>

Ask levels [price, total quantity, non-RPI quantity, order count].

§bids: Vec<OKXRpiBookLevel>

Bid levels [price, total quantity, non-RPI quantity, order count].

§prev_seq_id: i64

Sequence ID of the previous message.

§seq_id: u64

Sequence ID of the current message.

§ts: u64

Order book generation time, Unix timestamp in milliseconds.

Trait Implementations§

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impl Debug for OKXRpiBookMsg

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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 OKXRpiBookMsg

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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 Serialize for OKXRpiBookMsg

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

Serialize this value into the given Serde serializer. Read more

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