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build_orderbook_data

Function build_orderbook_data 

Source
pub fn build_orderbook_data(
    symbol: &str,
    depth: u32,
    book_seq: u64,
    bids: &BookSide,
    asks: &BookSide,
    bucket_ticks: i64,
    quantity_scale: u32,
) -> Result<OrderbookData>
Expand description

Render the current in-memory book as OrderbookData.