BookSnapshotter

nautilus_data::engine::book

Struct BookSnapshotter 

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pub struct BookSnapshotter {
    pub id: Ustr,
    pub timer_name: Ustr,
    pub snap_info: BookSnapshotInfo,
    pub cache: Rc<RefCell<Cache>>,
}
Expand description

Creates periodic snapshots of order books at configured intervals.

The BookSnapshotter generates order book snapshots on timer events, publishing them as market data. This is useful for providing periodic full order book state updates in addition to incremental delta updates.

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§id: Ustr§timer_name: Ustr§snap_info: BookSnapshotInfo§cache: Rc<RefCell<Cache>>

Implementations§

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impl BookSnapshotter

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pub fn new(snap_info: BookSnapshotInfo, cache: Rc<RefCell<Cache>>) -> Self

Creates a new BookSnapshotter instance.

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pub fn snapshot(&self, _event: TimeEvent)

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impl Debug for BookSnapshotter

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

Formats the value using the given formatter. Read more

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