tai v0.0.3 Tai.ExchangeAdapters.Binance.DepthUpdate

Normalize the data received from a depthUpdate event

Link to this section Summary

Functions

Convert the list of price & sizes to a map of price levels

Link to this section Functions

Link to this function normalize(raw_price_levels, processed_at, server_changed_at)

Convert the list of price & sizes to a map of price levels