Intro While building a simple A‑share market monitor for my quant lab work, I initially only cared about extracting obvious metrics: last price, total trading volume, and so on. My naive assumption was that pulling raw JSON from an A‑share real‑time market API and rendering it would finish the job. Once I started running short‑term trading simulation workflows, I realized most actionable insight lives inside structured order‑book data. Level‑2 data is far more than a basic price snapshot....