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get_levels_for_price

Function get_levels_for_price 

Source
pub fn get_levels_for_price(
    price: Price,
    order_side: OrderSideSpecified,
    levels: &BTreeMap<BookPrice, BookLevel>,
    size_precision: u8,
) -> Vec<(Price, Quantity)>
Expand description

Returns all price levels that would be crossed by an order at the given price.

Unlike get_quantity_for_price which returns just the total, this returns each individual level as (price, size). Used when liquidity consumption tracking needs visibility into all available levels.