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Books

  • Two books per pair: base→quote (sell base) and quote→base (sell quote). We refer to them by a deterministic BookId.
  • Each book is defined by a BookKey: (base, quote, unitSize, makerPolicy, takerPolicy).
  • Orders in a book share the same unitSize and fee policies. Units are integers; the notional is unit * unitSize in the book’s base currency.

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Units

Every book has a fixed unitSize (an amount of base for that book). All maker sizes are expressed in units (uint64). Actual base/quote amounts are derived from the unitSize and the tick’s price.