Interface PerpetualsOrderbook

Aggregated orderbook snapshot for a perpetuals market.

interface PerpetualsOrderbook {
    asks: PerpetualsOrderbookItem[];
    asksTotalSize: number;
    bestAskPrice: number | undefined;
    bestBidPrice: number | undefined;
    bids: PerpetualsOrderbookItem[];
    bidsTotalSize: number;
    midPrice: number | undefined;
    nonce: bigint;
}

Properties

Ask-side price levels (sorted ascending by price).

asksTotalSize: number

Sum of bid-side size across all levels.

bestAskPrice: number | undefined

Best ask price (lowest ask), or undefined if no asks.

bestBidPrice: number | undefined

Best bid price (highest bid), or undefined if no bids.

Bid-side price levels (sorted descending by price).

bidsTotalSize: number

Sum of ask-side size across all levels.

midPrice: number | undefined

Mid price between best bid and best ask, if both exist.

nonce: bigint

Incremental nonce associated with this snapshot.