Expand description
Core market data types.
Defines order book levels, full order books, execution estimates, and the newer trade/ticker/snapshot types used by the exchange system.
Structs§
- Candle
- A single OHLC candlestick bar.
- Execution
Estimate - Result of execution simulation for a given notional size.
- Market
Snapshot - Aggregated market snapshot combining all available data for a pair.
- Order
Book - Full order book snapshot with bids and asks.
- Order
Book Level - A single price level in the order book.
- Ticker
- 24-hour ticker / market stats.
- Trade
- A single trade from the recent trades endpoint.
Enums§
- Execution
Side - Side of execution (buy = hit asks, sell = hit bids).
- Health
Check - Outcome of a single health check.
- Trade
Side - Side of a trade.