Indexing logic to parse order book changes and write to db

[R-K-H]

So we really only care about the current state here, historical is nice, but not necessary (unless you want to build a trading strategy with simulation capacity).

So we need a data structure and some mechanism to account for last update etc. Likely joined / keyed to a market and then in theory we can monitor any and all markets.

You can do the same thing for swaps and liquidity for monitoring price and various other things.

My idea would be a jsonb with some information like slot updated, date updated, market id etc.

• Openbookv2 Order Books
• Liquidity in markets (base / quote)

[R-K-H]

See also: metaDAOproject/futarchy-sdk#51