Order book for the FIN protocol.
Struct, construction, and queries. Use Rujira.Fin as the public API.
Summary
Types
@type t() :: %Rujira.Fin.Book{ asks: [Rujira.Fin.Book.Price.t()], bids: [Rujira.Fin.Book.Price.t()], center: Decimal.t(), id: String.t(), spread: Decimal.t() }
Functions
@spec depth(t(), :bid | :ask, number()) :: non_neg_integer()
@spec load(Rujira.Fin.Pair.t(), integer()) :: {:ok, Rujira.Fin.Pair.t()} | {:error, term()}