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Version: release (v0.77)

Observe markets depth

GET 

/api/v2/stream/markets/depth

Subscribe to a stream of the latest market depth for a given market

Request

Query Parameters

    marketIds string[]

    Restrict market depth data by the given market IDs.

Responses

A successful response.(streaming responses)

Schema
    error object
    code int32
    details object[]
  • Array [
  • @type string

    A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).

    In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:

    • If no scheme is provided, https is assumed.
    • An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
    • Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)

    Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.

    Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.

  • ]
  • message string
    result object

    Response that is received for MarketDepth subscription.

    marketDepth object[]

    List of market depth data.

  • Array [
  • buy object[]

    Collection of price levels for the buy side of the book.

  • Array [
  • ammVolume uint64

    Volume of AMM's at the price level.

    ammVolumeEstimated uint64

    Estimated AMM volume at the price level.

    numberOfOrders uint64

    Number of orders at the price level.

    price string

    Price for the price level, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places. This field is an unsigned integer passed as a string and needs to be scaled using the market's decimal places.

    volume uint64

    Volume at the price level.

  • ]
  • marketId string

    Market ID for which the depth levels apply.

    sell object[]

    Collection of price levels for the sell side of the book.

  • Array [
  • ammVolume uint64

    Volume of AMM's at the price level.

    ammVolumeEstimated uint64

    Estimated AMM volume at the price level.

    numberOfOrders uint64

    Number of orders at the price level.

    price string

    Price for the price level, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places. This field is an unsigned integer passed as a string and needs to be scaled using the market's decimal places.

    volume uint64

    Volume at the price level.

  • ]
  • sequenceNumber uint64

    Sequence number for the market depth data returned.

  • ]
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