BitmexOrderBookMsg

nautilus_bitmex::websocket::messages

Struct BitmexOrderBookMsg 

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pub struct BitmexOrderBookMsg {
    pub symbol: Ustr,
    pub id: u64,
    pub side: BitmexSide,
    pub size: Option<u64>,
    pub price: f64,
    pub timestamp: DateTime<Utc>,
    pub transact_time: DateTime<Utc>,
}
Expand description

Represents a single order book entry in the BitMEX order book.

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§symbol: Ustr

The instrument symbol (e.g., “XBTUSD”).

§id: u64

Unique order ID.

§side: BitmexSide

Side of the order (“Buy” or “Sell”).

§size: Option<u64>

Size of the order, can be None for deletes.

§price: f64

Price level of the order.

§timestamp: DateTime<Utc>

Timestamp of the update.

§transact_time: DateTime<Utc>

Timestamp of the transaction.

Trait Implementations§

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impl Clone for BitmexOrderBookMsg

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fn clone(&self) -> BitmexOrderBookMsg

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for BitmexOrderBookMsg

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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 BitmexOrderBookMsg

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