tai v0.0.6 Tai.ExchangeAdapters.Binance.DepthUpdate
Normalize the data received from a depthUpdate event
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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