tai v0.0.75

Tai.Markets.OrderBook.ChangeSet (tai v0.0.75)

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Types

change()
delete()
price()
product_symbol()
side()
size()
t()
upsert()
venue_id()

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change()

Specs

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

Specs

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

Specs

price() :: number()
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product_symbol()

Specs

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

Specs

side() :: :bid | :ask
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size()

Specs

size() :: number()
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t()

Specs

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

Specs

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

Specs

venue_id() :: Tai.Venue.id()