Structure of the market depth.
The sell order array, i.e. OrderBook array, is sorted by price from lowest to highest, and the first OrderBook structure in the array has the lowest Price. Asks array The buy order array, i.e. OrderBook array, is sorted by price from highest to lowest, and the first OrderBook structure in the array has the highest Price. Bids array Millisecond-level timestamp. Time number
The exchange.GetDepth() function returns a Depth structure.
{@fun/Market/exchange.GetDepth exchange.GetDepth}, {@struct/OrderBook OrderBook}
OrderBook Account