NLevelOrderBook yields inconsistent state after SNAPSHOT + DELTA updates
NLevelOrderBook yields inconsistent state after SNAPSHOT + DELTA updates: a task in LegoFlow-SWE (Harbor dataset). Applying a BookUpdateType::SNAPSHOT followed by one or more BookUpdateType::DELTA updates currently causes NLevelOrderBook to return incorrect values from bestBid() , bestAsk() …
The task
Applying a `BookUpdateType::SNAPSHOT` followed by one or more `BookUpdateType::DELTA` updates currently causes `NLevelOrderBook` to return incorrect values from `bestBid()`, `bestAsk()`, `bidAtPrice()`, and `askAtPrice()`. The book’s internal price-to-level mapping drifts over time, so later queries do not reflect…
Part of Lego-X/LegoFlow-SWE.