Order books

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OrderBook

L2 order book.

const book = new flox.OrderBook(tickSize);
book.applySnapshot(bidPrices, bidQtys, askPrices, askQtys);

Method	Returns	Description
applySnapshot(bp, bq, ap, aq)	void	Full snapshot (Float64Arrays)
applyDelta(bp, bq, ap, aq)	void	Incremental update
bestBid()	number \| null	Best bid price
bestAsk()	number \| null	Best ask price
mid()	number \| null	Mid price
spread()	number \| null	Bid-ask spread
getBids(n)	[price, qty][]	Top N bid levels
getAsks(n)	[price, qty][]	Top N ask levels
isCrossed()	boolean	True if book is crossed
clear()	void	Clear all levels

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L3Book

Order-level book with individual order tracking.

const book = new flox.L3Book();
book.addOrder(orderId, price, qty, 'buy');

Method	Returns	Description
addOrder(orderId, price, qty, side)	number	0 on success
removeOrder(orderId)	number	0 on success
modifyOrder(orderId, newQty)	number	0 on success
bestBid()	number \| null	Best bid price
bestAsk()	number \| null	Best ask price
bidAtPrice(price)	number	Total bid quantity at price
askAtPrice(price)	number	Total ask quantity at price

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CompositeBookMatrix

Aggregates books across multiple exchanges per symbol.

const matrix = new flox.CompositeBookMatrix();

Method	Returns	Description
bestBid(symbol)	{ price, qty } \| null	Best bid across exchanges
bestAsk(symbol)	{ price, qty } \| null	Best ask across exchanges
hasArbitrage(symbol)	boolean	True if arbitrage opportunity exists
markStale(exchange, symbol)	void	Mark exchange data as stale
checkStaleness(nowNs, thresholdNs)	void	Evict stale data