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Another, more prevailing case, is when multiple LP's contribute to Top-of-book data stream resulting in update with total amount and price unchanged, but updated composition of the total amount e.g. 15 M as ”100000000+5000000” vs. “5000000+5000000+5000000” in components field

 Our Our choice in current implementation was leaving these drawbacks unhanded in favor of keeping code simple and avoiding solving problem prematurely before it proves to be a problem. All cases can be addressed if necessary. Solution will require adding new code which may involve sorting to detect changes in amount composition.


Interpreting market data updates from Whisperer

Market Data is presented to API client in consolidated price levels. If client subscribes for multi-LP feed then to determine full amount it is necessary to examine components field. All amounts needs to be extracted and sorted. The largest integer will represent actual full amount available.