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Apply in place. Discard if you’ve seen a Clear / BookInvalidated for this market without a follow-up Snapshot.

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Payload

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market_id
string
​
asset_id
string
​
changes
PriceLevelChange[]
Each change is { side: Bid | Ask, price, size } with absolute-replacement semantics: size > 0 sets the level; size == 0 removes it.
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exchange_ts
u64?
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local_ts_ms
u64
​
seq
u64

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Example

use px_core::WsUpdate;

if let WsUpdate::Delta { market_id, changes, .. } = update? {
    let book = cache.get_mut(&market_id).expect("snapshot first");
    for c in &changes { book.apply(c); }
}