Observe markets depth updates
Subscribe to a stream of updates on market depth for a given market
Query Parameters
Restrict updates to market depth by the given market IDs.
- 200
- 500
- default
A successful response.(streaming responses)
Schema
- Array [
- If no scheme is provided,
httpsis assumed. - An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
- Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
- ]
- Array [
- Array [
- ]
- Array [
- ]
- ]
error object
details object[]
A URL/resource name that uniquely identifies the type of the serialized
protocol buffer message. This string must contain at least
one "/" character. The last segment of the URL's path must represent
the fully qualified name of the type (as in
path/google.protobuf.Duration). The name should be in a canonical form
(e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they
expect it to use in the context of Any. However, for URLs which use the
scheme http, https, or no scheme, one can optionally set up a type
server that maps type URLs to message definitions as follows:
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be
used with implementation specific semantics.
result object
update object[]
List of market depth update data.
buy object[]
Collection of updated price levels for the buy side of the book.
Number of orders at the price level.
Price for the price level, the price is an integer, for example 123456 is a correctly
formatted price of 1.23456 assuming market configured to 5 decimal places. This field
is an unsigned integer passed as a string and needs to be scaled using the market's decimal places.
Volume at the price level.
Market ID for which the market depth updates are for.
Sequence number of the previous market depth update, for checking there are no gaps.
sell object[]
Collection of updated price levels for the sell side of the book.
Number of orders at the price level.
Price for the price level, the price is an integer, for example 123456 is a correctly
formatted price of 1.23456 assuming market configured to 5 decimal places. This field
is an unsigned integer passed as a string and needs to be scaled using the market's decimal places.
Volume at the price level.
Sequence number for the market depth update data returned. It is increasing but not monotonic.
{
"error": {
"code": 0,
"details": [
{
"@type": "string"
}
],
"message": "string"
},
"result": {
"update": [
{
"buy": [
{
"numberOfOrders": "string",
"price": "string",
"volume": "string"
}
],
"marketId": "string",
"previousSequenceNumber": "string",
"sell": [
{
"numberOfOrders": "string",
"price": "string",
"volume": "string"
}
],
"sequenceNumber": "string"
}
]
}
}
An internal server error
Schema
- Array [
- If no scheme is provided,
httpsis assumed. - An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
- Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
- ]
details object[]
A URL/resource name that uniquely identifies the type of the serialized
protocol buffer message. This string must contain at least
one "/" character. The last segment of the URL's path must represent
the fully qualified name of the type (as in
path/google.protobuf.Duration). The name should be in a canonical form
(e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they
expect it to use in the context of Any. However, for URLs which use the
scheme http, https, or no scheme, one can optionally set up a type
server that maps type URLs to message definitions as follows:
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be
used with implementation specific semantics.
{
"code": 0,
"details": [
{
"@type": "string"
}
],
"message": "string"
}
An unexpected error response.
Schema
- Array [
- If no scheme is provided,
httpsis assumed. - An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
- Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
- ]
details object[]
A URL/resource name that uniquely identifies the type of the serialized
protocol buffer message. This string must contain at least
one "/" character. The last segment of the URL's path must represent
the fully qualified name of the type (as in
path/google.protobuf.Duration). The name should be in a canonical form
(e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they
expect it to use in the context of Any. However, for URLs which use the
scheme http, https, or no scheme, one can optionally set up a type
server that maps type URLs to message definitions as follows:
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be
used with implementation specific semantics.
{
"code": 0,
"details": [
{
"@type": "string"
}
],
"message": "string"
}