ZenQuant.OrderBook (zen_quant v0.2.0)

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Shared order-book level contract for ZenQuant consumers.

A readable level is either an exact two-element [price, size] list or a map with numeric :price and :size, :amount, or :quantity fields. String keys are accepted. Consumers return {:error, {:invalid_orderbook_level, offending_level}} for any other shape.

Summary

Types

Numeric price and size read from an order-book level

Error returned when an order-book level cannot be read

Types

level()

@type level() :: {number(), number()}

Numeric price and size read from an order-book level

level_error()

@type level_error() :: {:error, {:invalid_orderbook_level, term()}}

Error returned when an order-book level cannot be read