Skip to main content

DOMData

Interface
Types Module: Datafeed

Depth of Market (Order Book) Data

Properties

asks

Ask order levels (must be sorted by price in ascending order)

Type

DOMLevel[]


bids

Bid order levels (must be sorted by price in ascending order)

Type

DOMLevel[]


snapshot

Whether the Depth of Market data is a snapshot (has the full set of depth data).

  • If true then the data contains the full set of depth data.
  • If false then data only contains updated levels.

Type

boolean