tai v0.0.44 Tai.Markets.OrderBook.ChangeSet

Link to this section Summary

Types

change()

delete()

price()

product_symbol()

side()

size()

t()

upsert()

venue_id()

Link to this section Types

change()

change() :: upsert() | delete()

delete()

delete() :: {:delete, side(), price()}

price()

price() :: number()

product_symbol()

product_symbol() :: Tai.Venues.Product.symbol()

side()

side() :: :bid | :ask

size()

size() :: number()

t()

t() :: %Tai.Markets.OrderBook.ChangeSet{
  changes: [change()],
  last_received_at: DateTime.t(),
  last_venue_timestamp: DateTime.t() | nil,
  symbol: product_symbol(),
  venue: venue_id()
}

upsert()

upsert() :: {:upsert, side(), price(), size()}

venue_id()

venue_id() :: Tai.Venues.Adapter.venue_id()