Expand description
Order book data structures and parsers
Structs§
- Level2
Snapshot - Coinbase WebSocket Level2 snapshot message
- Level2
Update - Coinbase WebSocket Level2 update message
- Parsed
Level2 Snapshot - Parsed Level2 snapshot for efficient processing
- Parsed
Level2 Update - Parsed Level2 update for efficient processing
Type Aliases§
- Level2
Change - Level2 change entry - [side, price, size]