Struct OwnBookLevel

pub struct OwnBookLevel {
    pub price: BookPrice,
    pub orders: IndexMap<ClientOrderId, OwnBookOrder>,
}

Fields

price: BookPrice

orders: IndexMap<ClientOrderId, OwnBookOrder>

Implementations

impl OwnBookLevel

pub fn new(price: BookPrice) -> Self

Creates a new OwnBookLevel instance.

pub fn from_order(order: OwnBookOrder) -> Self

Creates a new OwnBookLevel from an order, using the order’s price and side.

pub fn len(&self) -> usize

Returns the number of orders at this price level.

pub fn is_empty(&self) -> bool

Returns true if this price level has no orders.

pub fn first(&self) -> Option<&OwnBookOrder>

Returns a reference to the first order at this price level in FIFO order.

pub fn iter(&self) -> impl Iterator<Item = &OwnBookOrder>

Returns an iterator over the orders at this price level in FIFO order.

pub fn get_orders(&self) -> Vec<OwnBookOrder>

Returns all orders at this price level in FIFO insertion order.

pub fn size(&self) -> f64

Returns the total size of all orders at this price level as a float.

pub fn size_decimal(&self) -> Decimal

Returns the total size of all orders at this price level as a decimal.

pub fn exposure(&self) -> f64

Returns the total exposure (price * size) of all orders at this price level as a float.

pub fn add_bulk(&mut self, orders: Vec<OwnBookOrder>)

Adds multiple orders to this price level in FIFO order. Orders must match the level’s price.

pub fn add(&mut self, order: OwnBookOrder)

Adds an order to this price level. Order must match the level’s price.

pub fn update(&mut self, order: OwnBookOrder)

Updates an existing order at this price level. Updated order must match the level’s price. Removes the order if size becomes zero.

pub fn delete(&mut self, client_order_id: &ClientOrderId) -> Result<()>

Deletes an order from this price level.

Trait Implementations

impl Clone for OwnBookLevel

fn clone(&self) -> OwnBookLevel

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for OwnBookLevel

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

Formats the value using the given formatter.

impl Ord for OwnBookLevel

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for OwnBookLevel

fn eq(&self, other: &Self) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PartialOrd for OwnBookLevel

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Eq for OwnBookLevel