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order_book

brokapi::alor::map::market

Function order_book 

pub fn order_book(
    book: &OrderBook,
    instrument: &InstrumentId,
    now: Instant,
) -> OrderBook
Expand description

An order book, from the REST answer or a stream message: always a whole snapshot (the broker sends the whole book, to the depth asked, in every message). The volume is as the broker reports it.