Optional options: OrderBookOptionsGet the current orderbook store for a symbol. Automatically initialised (empty), if none exists yet.
created for symbol if not already tracked
Update existing orderbook state in-memory
array with levels to delete
array with levels to update
array with levels to insert
store instance that handled this event
Store/replace existing orderbook state in-memory
current orderbook snapshot represented as array, where each child element is a level in the orderbook
store instance that handled this event
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Store for multi-symbol orderbooks, grouped into one book (OrderBook) per symbol
ExtraStateTypeis optional extra state you may want to store with each orderbook level, completely optional. Inject a union type if desired.