OBJECT

MarketDepth

Market Depth is a measure of the number of open buy and sell orders for a security or currency at different prices. The depth of market measure provides an indication of the liquidity and depth for the instrument.

link GraphQL Schema definition

1 type MarketDepth {
2
3 # Market id
4 market: Market!
5
6 # Buy side price levels (if available)
7 buy: [PriceLevel!]
8
9 # Sell side price levels (if available)
10 sell: [PriceLevel!]
11
12 # Last trade for the given market (if available)
13 lastTrade: Trade
14
15 # Sequence number for the current snapshot of the market depth
16 sequenceNumber: String!
17
18 }