Function order_book_microstructure_batch 

pub fn order_book_microstructure_batch(
    bid_p: &[f64],
    ask_p: &[f64],
    bid_vol: &[f64],
    ask_vol: &[f64],
    out_obi: &mut [f64],
    out_vwm_p: &mut [f64],
    out_vwm_x: &mut [f64],
    out_pressure: &mut [f64],
)