Market Data

Market Data Update

Updates indicative book or quotes.

Event Schema

{
  "event": "marketDataUpdate", // event type, required
  "reqId": <string>, // id of this update, required 
  "instrument": <string>, // name of the instrument, conditionally required
  "streamId": <string>, // id of the quote stream, conditionally required
  "levels": {
    "asks": <array[[uint64,int64]]>, // first element - price, second - size
    "bids": <array[[uint64,int64]]> // first element - price, second - size
  } // book snapshot
}

Either streamId or instrument must be provided. The instrument can be used to identify the stream if it is associated with the API key used for the connection.

The maker connection will be closed if the market data (MD) update is invalid.

The price must be greater than 0.

The size must be greater than 0 and rounded to the balance step of the corresponding asset.

Event Example

{
  "event": "marketDataUpdate",
  "reqId": "5",
  "streamId": "82de13e8-2f7e-4359-962e-19c104cabe54",
  "levels": {
    "asks": [[100000000, 100000000]],
    "bids": [[1000000000, 1000000000]]
  }
}