Skip to main content

orderbook_get_quantity_at_level

nautilus_model::ffi::orderbook::book

Function orderbook_get_quantity_at_level 

Source 
#[unsafe(no_mangle)]
pub extern "C" fn orderbook_get_quantity_at_level(
    book: &OrderBook,
    price: Price,
    order_side: OrderSideOptional,
    size_precision: u8,
) -> Quantity
Expand description

ยงPanics

Panics if order_side is NoOrderSide.