Struct BookSnapshotMsg 

pub struct BookSnapshotMsg {
    pub symbol: Ustr,
    pub exchange: TardisExchange,
    pub name: String,
    pub depth: u32,
    pub interval: u32,
    pub bids: Vec<BookLevel>,
    pub asks: Vec<BookLevel>,
    pub timestamp: DateTime<Utc>,
    pub local_timestamp: DateTime<Utc>,
}

Represents a Tardis WebSocket message for book snapshots.

Fields

symbol: Ustr

The symbol as provided by the exchange.

exchange: TardisExchange

The exchange ID.

name: String

The name of the snapshot, e.g., book_snapshot_{depth}_{interval}{time_unit}.

depth: u32

The requested number of levels (top bids/asks).

interval: u32

The requested snapshot interval in milliseconds.

bids: Vec<BookLevel>

The top bids price-amount levels.

asks: Vec<BookLevel>

The top asks price-amount levels.

timestamp: DateTime<Utc>

The snapshot timestamp based on the last book change message processed timestamp.

local_timestamp: DateTime<Utc>

The local timestamp when the message was received.

Trait Implementations

impl Clone for BookSnapshotMsg

fn clone(&self) -> BookSnapshotMsg

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BookSnapshotMsg

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BookSnapshotMsg

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for BookSnapshotMsg

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

where __S: Serializer,

Serialize this value into the given Serde serializer.