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Previously, `handle_delta` used `or_default()` which silently created uninitialized OrderbookState entries when deltas arrived before a snapshot. This produced corrupt partial books. Now deltas for unknown or uninitialized markets are dropped. The `initialized` field is removed from the public OrderbookSummary since the aggregator guarantees it only emits data for initialized books. Also narrows `Channel::requires_market_ticker()` to only OrderbookDelta and fixes minor style issues in examples.
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Summary
OrderbookAggregator::handle_delta()now returns early when no snapshot has been received for a market, instead of calling.entry().or_default()which silently created empty uninitialized orderbook entries. This preventedfull_book()andtracked_markets()from returning stale/invalid data.initializedfield fromOrderbookSummarysince the aggregator now guarantees summaries are only produced for fully initialized orderbooks.Channel::requires_market_ticker()to only require tickers forOrderbookDelta— other market data channels support subscribing with an empty ticker list.Test plan
test_delta_before_snapshot_ignored— verifies deltas before a snapshot are silently dropped and no ghost entry is createdtest_full_book— verifiesfull_book()returns correct ladder after snapshot + delta applicationcargo test)