Struct Ladder

pub struct Ladder {
    pub side: OrderSide,
    pub levels: BTreeMap<BookPrice, Level>,
    pub cache: HashMap<u64, BookPrice>,
}

Represents a ladder of price levels for one side of an order book.

Fields

side: OrderSide

levels: BTreeMap<BookPrice, Level>

cache: HashMap<u64, BookPrice>

Implementations

impl Ladder

pub fn new(side: OrderSide) -> Self

Creates a new Ladder instance.

pub fn len(&self) -> usize

pub fn is_empty(&self) -> bool

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

pub fn clear(&mut self)

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

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

pub fn delete(&mut self, order: BookOrder, sequence: u64, ts_event: UnixNanos)

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

pub fn sizes(&self) -> f64

pub fn exposures(&self) -> f64

pub fn top(&self) -> Option<&Level>

pub fn simulate_fills(&self, order: &BookOrder) -> Vec<(Price, Quantity)>

Trait Implementations

impl Clone for Ladder

fn clone(&self) -> Ladder

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Ladder

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

Formats the value using the given formatter.