import { Level2Snapshot } from "../Level2Snapshots"; import { Level2Update } from "../Level2Update"; import { L2Point } from "./L2Point"; export declare class DeribitOrderBook { sequenceId: number; asks: L2Point[]; bids: L2Point[]; constructor(snapshot: Level2Snapshot); update(update: Level2Update): void; protected _updatePoint(bid: boolean, price: number, size: number, timestamp: number): void; /** * Captures a simple snapshot of best asks and bids up to the * requested depth. */ snapshot(depth: number): { sequenceId: number; asks: L2Point[]; bids: L2Point[]; }; }