MarketDepthUpdate

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 MarketDepthUpdate {
  market: Market!
  buy: [PriceLevel!]
  sell: [PriceLevel!]
  sequenceNumber: String!
  previousSequenceNumber: String!
}

Fields

MarketDepthUpdate.market ● Market! non-null object

Market

MarketDepthUpdate.buy ● [PriceLevel!] list object

Buy side price levels (if available)

MarketDepthUpdate.sell ● [PriceLevel!] list object

Sell side price levels (if available)

MarketDepthUpdate.sequenceNumber ● String! non-null scalar

Sequence number for the current snapshot of the market depth. It is always increasing but not monotonic.

MarketDepthUpdate.previousSequenceNumber ● String! non-null scalar

Sequence number of the last update sent; useful for checking that no updates were missed.