Interface PerpetualsTopOfOrderbook

Bucketed orderbook state for top-of-orderbook updates.

interface PerpetualsTopOfOrderbook {
    asks: PerpetualsTopOfOrderbookDataPoint[];
    bids: PerpetualsTopOfOrderbookDataPoint[];
    maxBidPrice: number | undefined;
    minAskPrice: number | undefined;
}

Index

Properties

asks bids maxBidPrice minAskPrice

Properties

asks

asks: PerpetualsTopOfOrderbookDataPoint[]

Bucketed ask levels.

bids

bids: PerpetualsTopOfOrderbookDataPoint[]

Bucketed bid levels.

maxBidPrice

maxBidPrice: number | undefined

Highest bid price, or undefined when there are no bids.

minAskPrice

minAskPrice: number | undefined

Lowest ask price, or undefined when there are no asks.