nautilus_architect_ax::websocket::messages

Struct AxMdBookL3

pub struct AxMdBookL3 {
    pub t: String,
    pub ts: i64,
    pub tn: i64,
    pub s: Ustr,
    pub b: Vec<AxBookLevelL3>,
    pub a: Vec<AxBookLevelL3>,
}

Expand description

Level 3 order book update (individual order quantities).

§References

https://docs.sandbox.x.architect.co/api-reference/marketdata/md-ws

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§t: String

Message type (always “3”).

§ts: i64

Timestamp (Unix epoch seconds).

§tn: i64

Transaction number.

§s: Ustr

Instrument symbol.

§b: Vec<AxBookLevelL3>

Bid levels with order breakdown.

§a: Vec<AxBookLevelL3>

Ask levels with order breakdown.

Trait Implementations§

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impl Clone for AxMdBookL3

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fn clone(&self) -> AxMdBookL3

Returns a duplicate of the value. Read more

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

Performs copy-assignment from source. Read more

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impl Debug for AxMdBookL3

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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 AxMdBookL3

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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 AxMdBookL3

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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

Auto Trait Implementations§

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impl UnwindSafe for AxMdBookL3

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for 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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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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