OBJECT

MarketData

Live data of a Market

link GraphQL Schema definition

1 type MarketData {
2
3 # market id of the associated mark price
4 market: Market!
5
6 # the mark price (actually an unsgined int)
7 markPrice: String!
8
9 # the highest price level on an order book for buy orders.
10 bestBidPrice: String!
11
12 # the aggregated volume being bid at the best bid price.
13 bestBidVolume: String!
14
15 # the lowest price level on an order book for offer orders.
16 bestOfferPrice: String!
17
18 # the aggregated volume being offered at the best offer price.
19 bestOfferVolume: String!
20
21 # the highest price level on an order book for buy orders not including pegged
22 # orders.
23 bestStaticBidPrice: String!
24
25 # the aggregated volume being offered at the best static bid price, excluding
26 # pegged orders
27 bestStaticBidVolume: String!
28
29 # the lowest price level on an order book for offer orders not including pegged
30 # orders.
31 bestStaticOfferPrice: String!
32
33 # the aggregated volume being offered at the best static offer price, excluding
34 # pegged orders.
35 bestStaticOfferVolume: String!
36
37 # the arithmetic average of the best bid price and best offer price.
38 midPrice: String!
39
40 # the arithmetic average of the best static bid price and best static offer price
41 staticMidPrice: String!
42
43 # RFC3339Nano time at which this market price was releavant
44 timestamp: String!
45
46 # the sum of the size of all positions greater than 0.
47 openInterest: String!
48
49 # RFC3339Nano time at which the auction will stop (null if not in auction mode)
50 auctionEnd: String
51
52 # RFC3339Nano time at which the next auction will start (null if none is
53 # scheduled)
54 auctionStart: String
55
56 # indicative price if the auction ended now, 0 if not in auction mode
57 indicativePrice: String!
58
59 # indicative volume if the auction ended now, 0 if not in auction mode
60 indicativeVolume: String!
61
62 # what state the market is in (auction, continuous etc)
63 marketTradingMode: MarketTradingMode!
64
65 # what triggered an auction (if an auction was started)
66 trigger: AuctionTrigger!
67
68 # the amount of stake targeted for this market
69 targetStake: String
70
71 # the supplied stake for the market
72 suppliedStake: String
73
74 # The liquidity commitments for a given market
75 commitments: MarketDataCommitments!
76
77 # A list of valid price ranges per associated trigger
78 priceMonitoringBounds: [PriceMonitoringBounds!]
79
80 # the market value proxy
81 marketValueProxy: String!
82
83 # the equity like share of liquidity fee for each liquidity provider
84 liquidityProviderFeeShare: [LiquidityProviderFeeShare!]
85
86 }