So I was creating some Scripted Insurances that would guard you from unexpected order book behaviors and situations, but then I noticed that the context only has order book prices... So my suggestion is simple: add order size to bids and asks!
EDIT: Noticed that the Asks and Bids are only the top orders and aren't actually useful for anything really. It would be great to at least request full order book data, but the context.API doesn't have anything for it. Sad.
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