Interface MarketDepth

Variable-depth book; bids/asks length = whatever the broker streams (5..200).

interface MarketDepth {
    asks: DepthLevel[];
    bids: DepthLevel[];
    ltp: number;
    ltq?: number;
    timeSec?: number;
}

Index

Properties

asks bids ltp ltq? timeSec?

Properties

asks

asks: DepthLevel[]

bids

bids: DepthLevel[]

ltp

ltp: number

`Optional`ltq

ltq?: number

`Optional`timeSec

timeSec?: number

Exchange event timestamp in UTC seconds, when supplied by the feed.