Book

Resting limit orders in the order book for the active symbol. The script re-runs on every book update while running.

book.bid / book.ask

Two arrays of price levels, best-first.

book.bid[0] / book.ask[0] are best bid / best ask.
price is a real price. size is resting quantity at that level.
Zero-size levels are removed.

API

book.bid // BookLevel[] - resting buy orders, highest price first
book.ask // BookLevel[] - resting sell orders, lowest price first

interface BookLevel { price: number; size: number }

book.at / book.coverage

The book as of a past moment. book.at(timestampMs) returns the newest stored snapshot at or before that time, or null when no snapshot covers it.

Snapshots are sampled roughly every 200ms, so the one returned can be up to that much older than the time you asked for - .time says exactly when it was taken.
book.coverage() is the span snapshots exist for: the pre-roll before the replay start plus whatever has played. It is far shorter than the tape - treat uncovered time as unknown, not as an empty book.
Book history loads because something asks for it: enabling an indicator that calls book.at or book.coverage loads the pre-roll, exactly as drawing the depth heatmap does.

Displayed size when a trade printed

for (const trade of tape) {
  const snap = book.at(trade.timestamp)
  if (!snap) continue // outside book.coverage()

  const resting = trade.side === "buy" ? snap.ask : snap.bid
  const displayed = resting.find((l) => l.price === trade.levels[0].price)
  // fills beyond displayed size came from hidden liquidity
}

interface BookSnapshot { time: number; bid: BookLevel[]; ask: BookLevel[] }