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order_book

brokapi::bybit::map::market

Function order_book 

pub fn order_book(
    bids: &[(Decimal, Decimal)],
    asks: &[(Decimal, Decimal)],
    ts_ms: i64,
    instrument: &InstrumentId,
    now: Instant,
) -> OrderBook
Expand description

A snapshot of the book from the REST answer.