Struct CachedOrderBookLevel 

pub struct CachedOrderBookLevel {
    pub price: f64,
    pub volume: i64,
    pub order_count: i32,
    pub detail_list: Vec<CachedOrderBookDetail>,
    pub hp_volume: Option<f64>,
}

摆盘单层

Fields

price: f64

volume: i64

order_count: i32

detail_list: Vec<CachedOrderBookDetail>

v1.4.106 codex 1140 F7 (P2 audit Finding 7): SF 行情订单明细列表. backend OrderBookItem.orders (重复 OrderInfo: order_id + order_size). 仅 HK SF 行情 + prob=BIT_PROB_ORDER_BOOK_ALL_WITH_ID 时 backend 才返; 普通行情 → 空 vec. 下游 ftapi Qot_Common.OrderBook.detailList 透传.

hp_volume: Option<f64>

v1.4.110 codex audit Round4 R4-4: 高精度委托数量 (crypto 适用).

crypto 盘口的 volume 是放大整数 (size × 10^order_size_precision), i64 无法表示小数量; hp_volume = volume / 10^precision 是真实小数量. 普通行情 volume 已是精确整数 → None (对齐 C++ has_hpvolume()==false 时 fallback volume). 下游 emit 到 ftapi Qot_Common.OrderBook.hpVolume.

对齐 C++ QotRealTimeData.cpp pOrderBookItem->set_hpvolume(...) + merge gear.dVolume += has_hpvolume() ? hpvolume() : volume() —— merge 累加的是 de-scale 后的真实量, 故按 level 存 (不同交易所 precision 可能不同).

Trait Implementations

impl Clone for CachedOrderBookLevel

fn clone(&self) -> CachedOrderBookLevel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CachedOrderBookLevel

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

Formats the value using the given formatter.