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Import

import { Orderbook } from '@krono/core'

Usage

Computes and returns the current orderbook state based on asksMap and bidsMap.
const data = orderbook.currentData;
console.log(`Spread: ${data.spread}`);

Type

interface OrderbookData {
  timestamp: number;
  asks: { price: number; volume: number; total: number }[];
  bids: { price: number; volume: number; total: number }[];
  spread: number;
  spreadPct: number;
  maxAskTotal: number;
  maxBidTotal: number;
  maxTotal: number;
}