Skip to main content
Version: testnet (v0.73)

MarketDepth

Market Depth is a measure of the number of open buy and sell orders for a security or currency at different prices. The depth of market measure provides an indication of the liquidity and depth for the instrument.

type MarketDepth {
  market: Market!
  buy: [PriceLevel!]
  sell: [PriceLevel!]
  lastTrade: Trade
  sequenceNumber: String!
}

Fields​

MarketDepth.market ● Market! non-null object​

Market

MarketDepth.buy ● [PriceLevel!] list object​

Buy side price levels (if available)

MarketDepth.sell ● [PriceLevel!] list object​

Sell side price levels (if available)

MarketDepth.lastTrade ● Trade object​

Last trade for the given market (if available)

MarketDepth.sequenceNumber ● String! non-null scalar​

Sequence number for the current snapshot of the market depth

Member of​

Market object