Interface PerpetualsOrderbookDeltas

Incremental deltas to an orderbook snapshot.

These are typically used over websockets for streaming updates.

interface PerpetualsOrderbookDeltas {
    asksDeltas: PerpetualsOrderbookItem[];
    asksTotalSizeDelta: number;
    bidsDeltas: PerpetualsOrderbookItem[];
    bidsTotalSizeDelta: number;
    nonce: bigint;
}

Index

Properties

asksDeltas asksTotalSizeDelta bidsDeltas bidsTotalSizeDelta nonce

Properties

asksDeltas

asksDeltas: PerpetualsOrderbookItem[]

Updated ask-side price levels.

asksTotalSizeDelta

asksTotalSizeDelta: number

Delta of total ask-side size.

bidsDeltas

bidsDeltas: PerpetualsOrderbookItem[]

Updated bid-side price levels.

bidsTotalSizeDelta

bidsTotalSizeDelta: number

Delta of total bid-side size.

nonce

nonce: bigint

Nonce for ordering deltas.