Struct L2Update 

pub struct L2Update {
    pub venue_id: VenueId,
    pub instrument_id: InstrumentId,
    pub bids: Vec<(Price, Qty)>,
    pub asks: Vec<(Price, Qty)>,
    pub venue_seq: Option<u64>,
}

A level-2 order book update (delta or snapshot).

Whether this is a delta or snapshot is determined by the enclosing MarketData variant (L2Delta vs L2Snapshot), not by a field on this struct.

Fields

venue_id: VenueId

instrument_id: InstrumentId

bids: Vec<(Price, Qty)>

asks: Vec<(Price, Qty)>

venue_seq: Option<u64>

Trait Implementations

impl Clone for L2Update

fn clone(&self) -> L2Update

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for L2Update

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for L2Update

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for L2Update

fn eq(&self, other: &L2Update) -> bool

Tests for self and other values to be equal, and is used by ==.

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

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

impl Serialize for L2Update

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Eq for L2Update

impl StructuralPartialEq for L2Update