Apply Delta

Exchanges do not send the whole order book on every tick. They send deltas: small updates like “bid 2340.1 → size 8.4”. Your UI must turn each delta into the next book state.

applyDelta(book, delta) is the single function that does that. It uses your Kata 4 Side trees and returns a new book so the old one is never mutated — required for replay, debugging, and Kata 6 snapshot sync.

• size: "0" removes that price level
• Same price again overwrites size
• Bids and asks stay independent