Interface RestResponseGetOrderBookLevel2

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

See

interface RestResponseGetOrderBookLevel2 {
    sequence: number;
    lastPrice: null | string;
    markPrice: null | string;
    indexPrice: null | string;
    bids: OrderBookPriceLevel[];
    asks: OrderBookPriceLevel[];
}

Hierarchy (view full)

Properties

sequence lastPrice markPrice indexPrice bids asks

Properties

sequence

sequence: number

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

lastPrice

lastPrice: null | string

Price of the last trade in quote terms

markPrice

markPrice: null | string

Mark price

indexPrice

indexPrice: null | string

Index price

bids

bids: OrderBookPriceLevel[]

One or more bids depending on the Orderbook Level

See

type OrderBookPriceLevel

asks

asks: OrderBookPriceLevel[]

One or more asks depending on the Orderbook Level

See

type OrderBookPriceLevel

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sequencelastPricemarkPriceindexPricebidsasks