import { ItemListUpdate } from ".."; /** A row on the order book. */ export interface OrderBookRow { /** The order's price. */ price: number; /** The order's size. */ size: number; /** * The market maker if there are multiple market makers (e.g on ISLAND / NASDAQ ECN), * or undefined if its the exchange (no market makers, such as on ARCA). */ marketMaker?: string; /** * A flag indicating if this is smart depth response * (aggregate data from multiple exchanges, v974+). */ isSmartDepth: boolean; } /** A row position index on the order book. */ export type OrderBookRowPosition = number; /** Rows on the order-book (either ask or bid side) */ export type OrderBookRows = ReadonlyMap; /** * The order book. */ export interface OrderBook { /** Rows on the bid-side. */ bids: OrderBookRows; /** Rows on the ask-side. */ asks: OrderBookRows; } /** An update on the order book. */ export type OrderBookUpdate = ItemListUpdate;