tai v0.0.9 Tai.VenueAdapters.Gdax.OrderBookFeed.L2Update

Link to this section Summary

Link to this section Types

Link to this type change()
change() :: [...]
Link to this type order_book()
order_book() :: Tai.Markets.OrderBook.t()

Link to this section Functions

Link to this function normalize(changes, processed_at, server_changed_at)
normalize(
  changes :: [[change()]],
  processed_at :: DateTime.t(),
  server_changed_at :: DateTime.t()
) :: order_book()