Function: depth()

function depth(bids, asks): DepthCurves;

Defined in: finance/transforms.ts:210

Order-book depth curves. bids/asks are [price, size] pairs (any order); returns cumulative-volume step curves ready for two step-area layers.

Parameters

Parameter	Type
bids	ArrayLike<readonly [number, number]>
asks	ArrayLike<readonly [number, number]>

Returns

DepthCurves