Module depth 

An OrderBookDepth aggregated order book snapshot with runtime depth.

Structs

OrderBookDepth

Represents one aggregated order book snapshot with any number of levels per side.

Constants

DEPTH10_LEN

Number of levels in a standard depth-10 snapshot.

DEPTH_INLINE_LEN

Number of levels stored inline before a depth side spills to the heap.

Functions

is_depth_level_present

Returns whether an order represents a populated depth level.