Module orderbook

Expand description

Local orderbook helpers (Go orderbook package parity).

Structs§

Subscription: Managed orderbook stream with snapshot prefetch and sequence-checked deltas.

apply_delta: Apply a delta; returns (new_seq, needs_refresh).
apply_side_delta
bucket_side: Aggregate levels into executable-side-safe price buckets.
build_orderbook_data: Render the current in-memory book as OrderbookData.
levels_from_orderbook_side: Build a book side from decoded OrderbookLevel rows.
levels_from_pairs: Build a book side from (price_ticks, qty_scaled) pairs (zero qty skipped).
parse_bucket_ticks: Parse a bucket string into a positive tick size. Empty means no bucketing.