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A composable, real time, market data and trade execution toolkit
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lib/tai/markets/quote.ex
defmodule Tai.Markets.Quote do
@moduledoc """
Represents a bid & ask price level row in the order book
"""
alias Tai.Markets
@type price_level :: Markets.PriceLevel.t()
@type t :: %Markets.Quote{
venue_id: atom,
product_symbol: atom,
bid: price_level,
ask: price_level
}
@enforce_keys [
:venue_id,
:product_symbol,
:bid,
:ask
]
defstruct [
:venue_id,
:product_symbol,
:bid,
:ask
]
end