Many helper functions are omitted for brevity.
Book
removeOrderFromBook
removeOrderFromBook
addOrderToBook
addOrderToBook
getOrder
getOrder
getLimit
getLimit
getMaxBidPriceInTicks
getMaxBidPriceInTicks
getMinBidPriceInTicks
getMinBidPriceInTicks
getMaxAskPriceInTicks
getMaxAskPriceInTicks
getMinAskPriceInTicks
getMinAskPriceInTicks
getMaxNumOrders
getMaxNumOrders
getTOB
getTOB
getNextBiggestTick
getNextBiggestTick
getNextSmallestTick
getNextSmallestTick
getOrders
getOrders
getBidLimit
getBidLimit
getAskLimit
getAskLimit
getOpenInterest
getOpenInterest