Interface EngineServerSubscriptionBookDepthEvent

Event from subscribing to a book_depth stream.

interface EngineServerSubscriptionBookDepthEvent {
    type: "book_depth";
    product_id: number;
    last_max_timestamp: string;
    min_timestamp: string;
    max_timestamp: string;
    bids: EngineServerPriceTickLiquidity[];
    asks: EngineServerPriceTickLiquidity[];
}

Hierarchy (View Summary)

EngineServerSubscriptionBaseEvent<"book_depth">
- EngineServerSubscriptionBookDepthEvent

Index

Properties

type product_id last_max_timestamp min_timestamp max_timestamp bids asks

Properties

type

type: "book_depth"

product_id

product_id: number

last_max_timestamp

last_max_timestamp: string

min_timestamp

min_timestamp: string

max_timestamp

max_timestamp: string

bids

bids: EngineServerPriceTickLiquidity[]

asks

asks: EngineServerPriceTickLiquidity[]