tai v0.0.42 Tai.Markets.OrderBook.ChangeSet

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change()

change() :: upsert() | delete()
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delete()

delete() :: {:delete, side(), price()}
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price()

price() :: number()
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product_symbol()

product_symbol() :: Tai.Venues.Product.symbol()
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side()

side() :: :bid | :ask
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size()

size() :: number()
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t()

t() :: %Tai.Markets.OrderBook.ChangeSet{
  changes: [change()],
  last_received_at: DateTime.t(),
  last_venue_timestamp: DateTime.t() | nil,
  symbol: product_symbol(),
  venue: venue_id()
}
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upsert()

upsert() :: {:upsert, side(), price(), size()}