Interface OrderBookLevel3

Full order book (non aggregated): Level 3 is only recommended for users wishing to maintain a full real-time order book using the websocket stream. Abuse of Level 3 via polling will cause your access to be limited or blocked.

interface OrderBookLevel3 {
    asks: NonAggregatedOrder[];
    bids: NonAggregatedOrder[];
    sequence: number;
}

Properties

asks: NonAggregatedOrder[]
bids: NonAggregatedOrder[]
sequence: number