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Version: mainnet (v0.71)

Get latest market depth​

Get the latest market depth for a given market

Path Parameters
    marketId string required

    Market ID to request market depth for, required field.

Query Parameters
    maxDepth uint64

    Optional field to indicate the maximum market depth.

Responses

A successful response.

Schema
    buy object[]

    Zero or more price levels for the buy side of the market depth data.

    numberOfOrders uint64
    price string
    volume uint64
    lastTrade object

    Last trade recorded on Vega at the time of retrieving the MarketDepthResponse.

    aggressor Side relates to the direction of an order, to Buy, or Sell

    Possible values: [SIDE_UNSPECIFIED, SIDE_BUY, SIDE_SELL]

    buyOrder string
    buyer string
    buyerAuctionBatch uint64
    buyerFee object

    Fee amount charged to the buyer party for the trade.

    infrastructureFee string
    liquidityFee string
    makerFee string
    id string
    marketId string
    price string
    sellOrder string
    seller string
    sellerAuctionBatch uint64
    sellerFee object

    Fee amount charged to the seller party for the trade.

    infrastructureFee string
    liquidityFee string
    makerFee string
    size uint64
    timestamp int64
    type Type values for a trade

    Possible values: [TYPE_UNSPECIFIED, TYPE_DEFAULT, TYPE_NETWORK_CLOSE_OUT_GOOD, TYPE_NETWORK_CLOSE_OUT_BAD]

    marketId string
    sell object[]

    Zero or more price levels for the sell side of the market depth data.

    numberOfOrders uint64
    price string
    volume uint64
    sequenceNumber uint64
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