interface FootprintAuction {
    endTime: null | number;
    price: number;
    side: "high" | "low";
    time: number;
}

Properties

Properties

endTime: null | number

Time of the first later bar that traded beyond the price, or null.

price: number
side: "high" | "low"
time: number

Time of the bar whose extreme traded on both bid and ask.