• Merge bids + asks into price rows, optionally bucketing every groupBy ticks (price-step aggregation for deep books). Returns rows sorted high to low price. Pass a TickSchedule in place of the tick size for an instrument whose tick changes with price: each row is then a price its band allows, and a group spans groupBy ticks of that band, so the step changes at a boundary. There groupBy counts whole ticks, a fraction rounding down (2.5 groups by 2), because a fractional group would label rows between the prices a band allows. The constant path multiplies tickSize * groupBy as it always has.

    Parameters

    Returns LadderRow[]