Struct BookLevel_API

#[repr(C)]
pub struct BookLevel_API(/* private fields */);

C compatible Foreign Function Interface (FFI) for an underlying order book[Level].

This struct wraps Level in a way that makes it compatible with C function calls, enabling interaction with Level in a C environment.

It implements the Deref trait, allowing instances of Level_API to be dereferenced to Level, providing access to Level’s methods without having to manually acce wss the underlying Level instance.

Implementations

impl BookLevel_API

pub fn new(level: BookLevel) -> Self

Creates a new BookLevel_API instance.

Methods from Deref<Target = BookLevel>

pub fn len(&self) -> usize

Returns the number of orders at this price level.

pub fn is_empty(&self) -> bool

Returns true if this price level has no orders.

pub fn first(&self) -> Option<&BookOrder>

Returns a reference to the first order at this price level in FIFO order.

pub fn get_orders(&self) -> Vec<BookOrder>

Returns all orders at this price level in FIFO insertion order.

pub fn size(&self) -> f64

Returns the total size of all orders at this price level as a float.

pub fn size_raw(&self) -> u64

Returns the total size of all orders at this price level as raw integer units.

pub fn size_decimal(&self) -> Decimal

Returns the total size of all orders at this price level as a decimal.

pub fn exposure(&self) -> f64

Returns the total exposure (price * size) of all orders at this price level as a float.

pub fn exposure_raw(&self) -> u64

Returns the total exposure (price * size) of all orders at this price level as raw integer units.

pub fn add_bulk(&mut self, orders: Vec<BookOrder>)

Adds multiple orders to this price level in FIFO order. Orders must match the level’s price.

pub fn add(&mut self, order: BookOrder)

Adds an order to this price level. Order must match the level’s price.

pub fn update(&mut self, order: BookOrder)

Updates an existing order at this price level. Updated order must match the level’s price. Removes the order if size becomes zero.

pub fn delete(&mut self, order: &BookOrder)

Deletes an order from this price level.

pub fn remove_by_id( &mut self, order_id: OrderId, sequence: u64, ts_event: UnixNanos, )

Removes an order by its ID. Panics if the order doesn’t exist.

Trait Implementations

impl Clone for BookLevel_API

fn clone(&self) -> BookLevel_API

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Deref for BookLevel_API

type Target = BookLevel

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefMut for BookLevel_API

fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.