Interface AggregatedOrderbook

Aggregated order book data.

interface AggregatedOrderbook {
    asks: [string, string][];
    bids: [string, string][];
    timestamp: number;
}

Index

Properties

asks bids timestamp

Properties

asks

asks: [string, string][]

Ask levels as [price, quantity] pairs.

bids

bids: [string, string][]

Bid levels as [price, quantity] pairs.

timestamp

timestamp: number

Snapshot timestamp (Unix milliseconds).