Module manager 

Provides a OrderBookL2Manager for maintaining a set of local L2 OrderBooks.

Structs

OrderBookL2Manager

Maintains a set of local L2 OrderBooks by applying streamed OrderBookEvents to the associated OrderBook in the OrderBookMap.

Functions

init_multi_order_book_l2_manager

Initialise a OrderBookL2Manager using the provided batches of OrderBooksL2 Subscriptions.