Module deltas 

Functions

orderbook_deltas_clone

orderbook_deltas_drop

orderbook_deltas_flags

orderbook_deltas_instrument_id

orderbook_deltas_is_snapshot

Returns 1 if the first delta is a Clear action (snapshot), 0 otherwise.

orderbook_deltas_new

Creates a new OrderBookDeltas_API instance from a CVec of OrderBookDelta.

orderbook_deltas_sequence

orderbook_deltas_ts_event

orderbook_deltas_ts_init

orderbook_deltas_vec_deltas

orderbook_deltas_vec_drop

Drops a CVec of OrderBookDelta values.