@@ -35,9 +35,9 @@ use num_bigint::BigInt;
3535/// int192 mid;
3636/// uint64 last_seen_timestamp_ns;
3737/// int192 bid;
38- /// uint64 bid_volume;
38+ /// int192 bid_volume;
3939/// int192 ask;
40- /// uint64 ask_volume;
40+ /// int192 ask_volume;
4141/// int192 last_traded_price;
4242/// uint32 market_status;
4343/// }
@@ -53,9 +53,9 @@ pub struct ReportDataV11 {
5353 pub mid : BigInt ,
5454 pub last_seen_timestamp_ns : u64 ,
5555 pub bid : BigInt ,
56- pub bid_volume : u64 ,
56+ pub bid_volume : BigInt ,
5757 pub ask : BigInt ,
58- pub ask_volume : u64 ,
58+ pub ask_volume : BigInt ,
5959 pub last_traded_price : BigInt ,
6060 pub market_status : u32 ,
6161}
@@ -91,9 +91,9 @@ impl ReportDataV11 {
9191 let mid = ReportBase :: read_int192 ( data, 6 * ReportBase :: WORD_SIZE ) ?;
9292 let last_seen_timestamp_ns = ReportBase :: read_uint64 ( data, 7 * ReportBase :: WORD_SIZE ) ?;
9393 let bid = ReportBase :: read_int192 ( data, 8 * ReportBase :: WORD_SIZE ) ?;
94- let bid_volume = ReportBase :: read_uint64 ( data, 9 * ReportBase :: WORD_SIZE ) ?;
94+ let bid_volume = ReportBase :: read_int192 ( data, 9 * ReportBase :: WORD_SIZE ) ?;
9595 let ask = ReportBase :: read_int192 ( data, 10 * ReportBase :: WORD_SIZE ) ?;
96- let ask_volume = ReportBase :: read_uint64 ( data, 11 * ReportBase :: WORD_SIZE ) ?;
96+ let ask_volume = ReportBase :: read_int192 ( data, 11 * ReportBase :: WORD_SIZE ) ?;
9797 let last_traded_price = ReportBase :: read_int192 ( data, 12 * ReportBase :: WORD_SIZE ) ?;
9898 let market_status = ReportBase :: read_uint32 ( data, 13 * ReportBase :: WORD_SIZE ) ?;
9999
@@ -136,9 +136,9 @@ impl ReportDataV11 {
136136 buffer. extend_from_slice ( & ReportBase :: encode_int192 ( & self . mid ) ?) ;
137137 buffer. extend_from_slice ( & ReportBase :: encode_uint64 ( self . last_seen_timestamp_ns ) ?) ;
138138 buffer. extend_from_slice ( & ReportBase :: encode_int192 ( & self . bid ) ?) ;
139- buffer. extend_from_slice ( & ReportBase :: encode_uint64 ( self . bid_volume ) ?) ;
139+ buffer. extend_from_slice ( & ReportBase :: encode_int192 ( & self . bid_volume ) ?) ;
140140 buffer. extend_from_slice ( & ReportBase :: encode_int192 ( & self . ask ) ?) ;
141- buffer. extend_from_slice ( & ReportBase :: encode_uint64 ( self . ask_volume ) ?) ;
141+ buffer. extend_from_slice ( & ReportBase :: encode_int192 ( & self . ask_volume ) ?) ;
142142 buffer. extend_from_slice ( & ReportBase :: encode_int192 ( & self . last_traded_price ) ?) ;
143143 buffer. extend_from_slice ( & ReportBase :: encode_uint32 ( self . market_status ) ?) ;
144144
@@ -173,9 +173,9 @@ mod tests {
173173 let expected_mid = BigInt :: from ( MOCK_MID ) . checked_mul ( & multiplier) . unwrap ( ) ;
174174 let expected_last_seen_timestamp_ns: u64 = MOCK_LAST_SEEN_TIMESTAMP_NS ;
175175 let expected_bid = BigInt :: from ( MOCK_BID ) . checked_mul ( & multiplier) . unwrap ( ) ;
176- let expected_bid_volume: u64 = MOCK_BID_VOLUME ;
176+ let expected_bid_volume = BigInt :: from ( MOCK_BID_VOLUME ) . checked_mul ( & multiplier ) . unwrap ( ) ;
177177 let expected_ask = BigInt :: from ( MOCK_ASK ) . checked_mul ( & multiplier) . unwrap ( ) ;
178- let expected_ask_volume: u64 = MOCK_ASK_VOLUME ;
178+ let expected_ask_volume = BigInt :: from ( MOCK_ASK_VOLUME ) . checked_mul ( & multiplier ) . unwrap ( ) ;
179179 let expected_last_traded_price = BigInt :: from ( MOCK_LAST_TRADED_PRICE )
180180 . checked_mul ( & multiplier)
181181 . unwrap ( ) ;
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