/**
* Formatters for Order Book Depth Data
* Extracted from index.ts for better modularity
*/
import type { OrderBookDepth } from '../signal-generation/analysis/orderbook'
/**
* Format order book depth data
*/
export function formatOrderBookDepth(orderBookDepth: OrderBookDepth | null) {
if (!orderBookDepth) return null
return {
bidPrice: orderBookDepth.bidPrice,
askPrice: orderBookDepth.askPrice,
midPrice: orderBookDepth.midPrice,
spread: orderBookDepth.spread,
spreadPercent: orderBookDepth.spreadPercent,
bidDepth: orderBookDepth.bidDepth,
askDepth: orderBookDepth.askDepth,
imbalance: orderBookDepth.imbalance,
supportZones: orderBookDepth.supportZones,
resistanceZones: orderBookDepth.resistanceZones,
liquidityScore: orderBookDepth.liquidityScore,
timestamp: orderBookDepth.timestamp,
}
}
