API documentation

/// <summary>
    /// Represents the full order book snapshot to send to clients
    /// </summary>
    public sealed class Level2BookSnapshot
    {
        public Level2BookSnapshot(
            int instrumentId,
            Level2Entry[] bids,
            Level2Entry[] asks,
            string timestamp,
            string? priceFormat)
        {
            this.InstrumentId = instrumentId;
            this.Bids = bids;
            this.Asks = asks;
            this.Timestamp = timestamp;
            this.PriceFormat = priceFormat;
        }