size=0 indicates a remove which means that there is no longer any money available at that price. See details from documentation below:
- Level / Depth Based Ladders (level, price, size - triples - keyed by level):
- size=0 - indicates a remove
- batb / batl - Best Available To Back / Best Available To Lay (non-virtual)
- bdatb / bdatl - Best Display Available To Back / Best Display Available To Lay (virtual)
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Price point / full depth Ladders (price, size - tuples - keyed by price):
- size=0 - indicates a remove
- atb / atl - Available To Back / Available To Lay (these are the raw / full depth non-virtual prices)
- spb / spl - Starting Price (Available To) Back / Starting Price (Available To) Lay (please be aware that these values are aligned with atb / atl)
- trd - Traded
Building a price cache
Most of the change based data (RunnerChange) is delta based - this means a few rules:
- img / Image - if this is set to true then you should replace this item in your cache
- Values - the values sent are nullable & are not sent if they are not changed (i.e. if tv has not changed then there will be no field in the message)
- Level / Depth Based ladders
- [0, 1.2, 20] -> Insert / Update level 0 (top of book) with price 1.2 and size 20
- [0, 1.2, 0] -> Remove level 0 (top of book) i.e. ladder is now empty
- Price point / full depth ladders
- [1.2, 20] -> Insert / Update price 1.2 with size 20
- [1.2, 0] -> Remove price 1.2 i.e. there is no size at this price
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