Interface IDEXSubscribeOrderBookLevel2

Provides real-time Level-2 order book data for a market.

  • Level-1 order book data is limited to the best bid and ask for a market.
  • Level-2 order book data includes price and quantity information for all limit order price levels in the order book.

Subscription Parameters

  • Subscription: l2orderbook
  • Authentication: None
  • Update Speed: Real-time
    • updates on any order book change
  • Required Parameters: markets

See

interface IDEXSubscribeOrderBookLevel2 {
    name: "l2orderbook";
    markets?: string[];
}

Hierarchy (view full)

Properties

name markets?

Properties

name

name: "l2orderbook"

Subscription to subscribe to.

See

Optional markets

markets?: string[]

Array of Market Symbols

  • Overrides the markets array at the top-level subscription object, if provided.
  • Required if the top-level subscription does not define markets and the request is a public subscription

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