Skip to main content
Version: testnet (v0.71)

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