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    Interface Level2TicksFromMid

    interface Level2TicksFromMid {
        ask_prices: number[];
        ask_quantities: number[];
        bid_prices: number[];
        bid_quantities: number[];
    }
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    Properties

    ask_prices ask_quantities bid_prices bid_quantities

    Properties

    ask_prices: number[]
    ask_quantities: number[]
    bid_prices: number[]
    bid_quantities: number[]

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