Observe markets depth updates

GET 
/api/v2/stream/markets/depth/updates

Subscribe to a stream of updates on market depth for a given market

Request

Query Parameters

marketIds string[]

Restrict updates to market depth by the given market IDs.

Responses

200

A successful response.(streaming responses)

application/json

Schema

Schema

error object
code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string
result object
update object[]
List of market depth update data.
Array [
buy object[]
Collection of updated price levels for the buy side of the book.
Array [
numberOfOrders uint64
Number of orders at the price level.
price string
Price for the price level, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places. This field is an unsigned integer passed as a string and needs to be scaled using the market's decimal places.
volume uint64
Volume at the price level.
]
marketId string
Market ID for which the market depth updates are for.
previousSequenceNumber uint64
Sequence number of the previous market depth update, for checking there are no gaps.
sell object[]
Collection of updated price levels for the sell side of the book.
Array [
numberOfOrders uint64
Number of orders at the price level.
price string
Price for the price level, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places. This field is an unsigned integer passed as a string and needs to be scaled using the market's decimal places.
volume uint64
Volume at the price level.
]
sequenceNumber uint64
Sequence number for the market depth update data returned. It is increasing but not monotonic.
]

Example (from schema)

{
  "error": {
    "code": 0,
    "details": [
      {
        "@type": "string"
      }
    ],
    "message": "string"
  },
  "result": {
    "update": [
      {
        "buy": [
          {
            "numberOfOrders": "string",
            "price": "string",
            "volume": "string"
          }
        ],
        "marketId": "string",
        "previousSequenceNumber": "string",
        "sell": [
          {
            "numberOfOrders": "string",
            "price": "string",
            "volume": "string"
          }
        ],
        "sequenceNumber": "string"
      }
    ]
  }
}

500

An internal server error

application/json

Schema

Schema

code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string

Example (from schema)

{
  "code": 0,
  "details": [
    {
      "@type": "string"
    }
  ],
  "message": "string"
}

default

An unexpected error response.

application/json

Schema

Schema

code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string

Example (from schema)

{
  "code": 0,
  "details": [
    {
      "@type": "string"
    }
  ],
  "message": "string"
}

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