OKXBookMsg

nautilus_okx::websocket::messages

Struct OKXBookMsg 

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pub struct OKXBookMsg {
    pub asks: Vec<OrderBookEntry>,
    pub bids: Vec<OrderBookEntry>,
    pub checksum: Option<i64>,
    pub prev_seq_id: Option<i64>,
    pub seq_id: u64,
    pub ts: u64,
}
Expand description

Order book data for an instrument.

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§asks: Vec<OrderBookEntry>

Order book asks [price, size, liquidated orders count, orders count].

§bids: Vec<OrderBookEntry>

Order book bids [price, size, liquidated orders count, orders count].

§checksum: Option<i64>

Checksum value.

§prev_seq_id: Option<i64>

Sequence ID of the last sent message. Only applicable to books, books-l2-tbt, books50-l2-tbt.

§seq_id: u64

Sequence ID of the current message, implementation details below.

§ts: u64

Order book generation time, Unix timestamp format in milliseconds, e.g. 1597026383085.

Trait Implementations§

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impl Debug for OKXBookMsg

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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 OKXBookMsg

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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 OKXBookMsg

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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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fn from(t: T) -> T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more
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