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Version: mainnet (v0.71)

ObservableMarketData

Live data of a Market

type ObservableMarketData {
marketId: ID!
markPrice: String!
bestBidPrice: String!
bestBidVolume: String!
bestOfferPrice: String!
bestOfferVolume: String!
bestStaticBidPrice: String!
bestStaticBidVolume: String!
bestStaticOfferPrice: String!
bestStaticOfferVolume: String!
midPrice: String!
staticMidPrice: String!
timestamp: Timestamp!
openInterest: String!
auctionEnd: String
auctionStart: String
indicativePrice: String!
indicativeVolume: String!
marketTradingMode: MarketTradingMode!
marketState: MarketState!
trigger: AuctionTrigger!
extensionTrigger: AuctionTrigger!
targetStake: String
suppliedStake: String
priceMonitoringBounds: [PriceMonitoringBounds!]
marketValueProxy: String!
liquidityProviderFeeShare: [ObservableLiquidityProviderFeeShare!]
nextMarkToMarket: String!
}

Fields

ObservableMarketData.marketId ● ID! non-null scalar

Market ID of the associated mark price

ObservableMarketData.markPrice ● String! non-null scalar

The mark price (an unsigned integer)

ObservableMarketData.bestBidPrice ● String! non-null scalar

The highest price level on an order book for buy orders.

ObservableMarketData.bestBidVolume ● String! non-null scalar

The aggregated volume being bid at the best bid price.

ObservableMarketData.bestOfferPrice ● String! non-null scalar

The lowest price level on an order book for offer orders.

ObservableMarketData.bestOfferVolume ● String! non-null scalar

The aggregated volume being offered at the best offer price.

ObservableMarketData.bestStaticBidPrice ● String! non-null scalar

The highest price level on an order book for buy orders not including pegged orders.

ObservableMarketData.bestStaticBidVolume ● String! non-null scalar

The aggregated volume being offered at the best static bid price, excluding pegged orders

ObservableMarketData.bestStaticOfferPrice ● String! non-null scalar

The lowest price level on an order book for offer orders not including pegged orders

ObservableMarketData.bestStaticOfferVolume ● String! non-null scalar

The aggregated volume being offered at the best static offer price, excluding pegged orders

ObservableMarketData.midPrice ● String! non-null scalar

The arithmetic average of the best bid price and best offer price

ObservableMarketData.staticMidPrice ● String! non-null scalar

The arithmetic average of the best static bid price and best static offer price

ObservableMarketData.timestamp ● Timestamp! non-null scalar

RFC3339Nano time at which this market price was relevant

ObservableMarketData.openInterest ● String! non-null scalar

The sum of the size of all positions greater than 0

ObservableMarketData.auctionEnd ● String scalar

RFC3339Nano time at which the auction will stop (null if not in auction mode)

ObservableMarketData.auctionStart ● String scalar

RFC3339Nano time at which the next auction will start (null if none is scheduled)

ObservableMarketData.indicativePrice ● String! non-null scalar

Indicative price if the auction ended now, 0 if not in auction mode

ObservableMarketData.indicativeVolume ● String! non-null scalar

Indicative volume if the auction ended now, 0 if not in auction mode

ObservableMarketData.marketTradingMode ● MarketTradingMode! non-null enum

What mode the market is in (auction, continuous etc)

ObservableMarketData.marketState ● MarketState! non-null enum

Current state of the market

ObservableMarketData.trigger ● AuctionTrigger! non-null enum

What triggered an auction (if an auction was started)

ObservableMarketData.extensionTrigger ● AuctionTrigger! non-null enum

What extended the ongoing auction (if an auction was extended)

ObservableMarketData.targetStake ● String scalar

The amount of stake targeted for this market

ObservableMarketData.suppliedStake ● String scalar

The supplied stake for the market

ObservableMarketData.priceMonitoringBounds ● [PriceMonitoringBounds!] list object

A list of valid price ranges per associated trigger

ObservableMarketData.marketValueProxy ● String! non-null scalar

The market value proxy

ObservableMarketData.liquidityProviderFeeShare ● [ObservableLiquidityProviderFeeShare!] list object

The equity like share of liquidity fee for each liquidity provider

ObservableMarketData.nextMarkToMarket ● String! non-null scalar

RFC3339Nano time indicating the next time positions will be marked to market

Returned by

marketsData subscription