Module orderbook

Order book data structures and parsers Order book message types for Binance Spot WebSocket API

This module provides optimized data structures for processing order book messages from Binance Spot WebSocket streams.

Structs

OrderbookMessage

Depth update message from Binance Spot WebSocket (partial or diff)

OrderbookSnapshot

Orderbook snapshot message from Binance Spot REST API

ParsedOrderbookData

Parsed orderbook data with Decimal values

ParsedOrderbookSnapshot

Parsed orderbook snapshot with Decimal values