Get latest market depth
Get the latest market depth for a given market
Path Parameters
marketId string required
Market ID to request market depth for, required field.
Query Parameters
maxDepth uint64
Optional field to indicate the maximum market depth.
Responses
- 200
- 500
- default
A successful response.
application/json
Schema
Example (from schema)
Schema
buy object[]
Zero or more price levels for the buy side of the market depth data.
numberOfOrders uint64
price string
volume uint64
lastTrade object
Last trade recorded on Vega at the time of retrieving the MarketDepthResponse
.
aggressor Side relates to the direction of an order, to Buy, or Sell
Possible values: [SIDE_UNSPECIFIED
, SIDE_BUY
, SIDE_SELL
]
buyOrder string
buyer string
buyerAuctionBatch uint64
buyerFee object
Fee amount charged to the buyer party for the trade.
infrastructureFee string
liquidityFee string
makerFee string
id string
marketId string
price string
sellOrder string
seller string
sellerAuctionBatch uint64
sellerFee object
Fee amount charged to the seller party for the trade.
infrastructureFee string
liquidityFee string
makerFee string
size uint64
timestamp int64
type Type values for a trade
Possible values: [TYPE_UNSPECIFIED
, TYPE_DEFAULT
, TYPE_NETWORK_CLOSE_OUT_GOOD
, TYPE_NETWORK_CLOSE_OUT_BAD
]
marketId string
sell object[]
Zero or more price levels for the sell side of the market depth data.
numberOfOrders uint64
price string
volume uint64
sequenceNumber uint64
{
"buy": [
{
"numberOfOrders": "string",
"price": "string",
"volume": "string"
}
],
"lastTrade": {
"aggressor": "SIDE_UNSPECIFIED",
"buyOrder": "string",
"buyer": "string",
"buyerAuctionBatch": "string",
"buyerFee": {
"infrastructureFee": "string",
"liquidityFee": "string",
"makerFee": "string"
},
"id": "string",
"marketId": "string",
"price": "string",
"sellOrder": "string",
"seller": "string",
"sellerAuctionBatch": "string",
"sellerFee": {
"infrastructureFee": "string",
"liquidityFee": "string",
"makerFee": "string"
},
"size": "string",
"timestamp": "string",
"type": "TYPE_UNSPECIFIED"
},
"marketId": "string",
"sell": [
{
"numberOfOrders": "string",
"price": "string",
"volume": "string"
}
],
"sequenceNumber": "string"
}
An internal server error
application/json
Schema
Example (from schema)
Schema
code int32
details object[]
@type string
message string
{
"code": 0,
"details": [
{
"@type": "string"
}
],
"message": "string"
}
An unexpected error response.
application/json
Schema
Example (from schema)
Schema
code int32
details object[]
@type string
message string
{
"code": 0,
"details": [
{
"@type": "string"
}
],
"message": "string"
}
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