Orderbook data for a particular market
data class MarketOrderbook(
val midPrice: Double?,
val spreadPercent: Double?,
val grouping: MarketOrderbookGrouping?,
val asks: OrderbookLines?,
val bids: OrderbookLines?
)
Calculated midPrice between asks and bids
The spread percent relative to the midPrice
Grouping information of the orderbook entries under asks and bids
Sorted array of orderbook entries on the asks side
Sorted array of orderbook entries on the bids side
data class MarketOrderbookGrouping(
val multiplier: OrderbookGrouping,
val tickSize: Double?
)
none x10 x100 x1000
The tick size of the orderbook grouping. For example, if the market has a tick size of 0.01, when multiplier is x10, the tick size here is 0.1
Sorted array of OrderbookLine
data class OrderbookLine(
val size: Double,
val price: Double,
val depth: Double?
)
Size of the orderbook entry
Price of the orderbook entry
Calculated depth up to this entry