Struct L2Book 

pub struct L2Book { /* private fields */ }

Implementations

impl L2Book

pub fn new() -> L2Book

pub fn clear(&mut self)

pub fn apply_snapshot( &mut self, bids: &[(Decimal, Decimal)], asks: &[(Decimal, Decimal)], )

pub fn apply_delta( &mut self, bids: &[(Decimal, Decimal)], asks: &[(Decimal, Decimal)], )

pub fn best_bid(&self) -> Option<Decimal>

pub fn best_ask(&self) -> Option<Decimal>

pub fn mid_price(&self) -> Option<Decimal>

pub fn bid_levels(&self) -> usize

pub fn ask_levels(&self) -> usize

pub fn fill_against_book( &mut self, side: Side, limit_price: Option<Decimal>, max_qty: Decimal, ) -> Option<FillResult>

Trait Implementations

impl Clone for L2Book

fn clone(&self) -> L2Book

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

impl Debug for L2Book

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

impl Default for L2Book

fn default() -> L2Book