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Description
https://github.com/mschneider/solcpp/blob/main/examples/accountSubscribe.cpp is a basic example for how to get the recent fills. We need a more complete example that is able to fetch the orderbook in addition and prints the following to the CLI on every SOL-PERP order book update:
- Last traded price
- Mid-price
- Spread in basis points
- $ +2% depth
- $ -2% depth
Activity