Interface L2OrderBook

Level-2 order book data includes price and quantity information for all price levels in the order book.

interface L2OrderBook {
    sequence: number;
    lastPrice: null | string;
    markPrice: null | string;
    indexPrice: null | string;
}

Properties

sequence: number

Most recent order book update sequence number reflected in the returned snapshot

lastPrice: null | string

Price of the last trade in quote terms

markPrice: null | string

Mark price

indexPrice: null | string

Index price