Learning objectives
What you should understand
- Distinguish top-of-book, aggregated depth and order-level state
- Apply add, modify, execute and cancel events
- Define invariants for each book model
Lab
Hands-on exercise
Implement L2 state and derive L1 after every event.
Deliverable
Evidence of completion
A book engine with invariant checks and deterministic event fixtures.
- Prerequisite
- EP 72