OBJECT

MarketDepthUpdate

Market Depth Update is a delta to the current market depth which can be used to update the market depth structure to keep it correct

link GraphQL Schema definition

1 type MarketDepthUpdate {
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 # Sequence number for the current snapshot of the market depth
13 sequenceNumber: String!
14
15 }