A single price level inside an aggregated order book. count > 0 — the level exists (amount > 0 is a bid, < 0 is an ask). count = 0 — remove the level.
count > 0
amount > 0
< 0
count = 0
A single price level inside an aggregated order book.
count > 0— the level exists (amount > 0is a bid,< 0is an ask).count = 0— remove the level.