ObservableMarketDepthUpdate
Market Depth Update is a delta to the current market depth which can be used to update the market depth structure to keep it correct
type ObservableMarketDepthUpdate {
marketId: ID!
buy: [PriceLevel!]
sell: [PriceLevel!]
sequenceNumber: String!
previousSequenceNumber: String!
}
Fields
ObservableMarketDepthUpdate.marketId
● ID!
non-null scalar
Market ID
ObservableMarketDepthUpdate.buy
● [PriceLevel!]
list object
Buy side price levels (if available)
ObservableMarketDepthUpdate.sell
● [PriceLevel!]
list object
Sell side price levels (if available)
ObservableMarketDepthUpdate.sequenceNumber
● String!
non-null scalar
Sequence number for the current snapshot of the market depth. It is always increasing but not monotonic.
ObservableMarketDepthUpdate.previousSequenceNumber
● String!
non-null scalar
Sequence number of the last update sent; useful for checking that no updates were missed.
Returned by
marketsDepthUpdate
subscription