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feat(trade): order book reducer and depth aggregation (#697, #698) - #817

Merged

IbrahimIjai merged 2 commits into

SO4-Markets:mainfrom

dev-debbie-umoh:feat/697-698-orderbook-reducer-and-depth

Sep 26, 2026

Merged

feat(trade): order book reducer and depth aggregation (#697, #698)#817
IbrahimIjai merged 2 commits into
SO4-Markets:mainfrom
dev-debbie-umoh:feat/697-698-orderbook-reducer-and-depth

Commits on Sep 26, 2026
- feat(trade): add order book snapshot-plus-delta reducer (Closes #697)
  dev-debbie-umoh
  committed
  c1c9e6c
- feat(trade): add order book level aggregation and cumulative depth (Closes #698)
  dev-debbie-umoh
  committed
  a4c0386