Version: testnet (v0.71)

ObservableMarketDepth

Market Depth is a measure of the number of open buy and sell orders for a security or currency at different prices. The depth of market measure provides an indication of the liquidity and depth for the instrument.

type ObservableMarketDepth {
  marketId: ID!
  buy: [PriceLevel!]
  sell: [PriceLevel!]
  lastTrade: MarketDepthTrade!
  sequenceNumber: String!
}

Fields

`ObservableMarketDepth.marketId` ● `ID!` non-null scalar

Market ID

`ObservableMarketDepth.buy` ● `[PriceLevel!]` list object

Buy side price levels (if available)

`ObservableMarketDepth.sell` ● `[PriceLevel!]` list object

Sell side price levels (if available)

`ObservableMarketDepth.lastTrade` ● `MarketDepthTrade!` non-null object

Last trade for the given market (if available)

`ObservableMarketDepth.sequenceNumber` ● `String!` non-null scalar

Sequence number for the current snapshot of the market depth

Returned by

marketsDepth subscription

Fields​

ObservableMarketDepth.marketId ● ID! non-null scalar​

ObservableMarketDepth.buy ● [PriceLevel!] list object​

ObservableMarketDepth.sell ● [PriceLevel!] list object​

ObservableMarketDepth.lastTrade ● MarketDepthTrade! non-null object​

ObservableMarketDepth.sequenceNumber ● String! non-null scalar​

Returned by​