DOMData

Interface

Types Module: Broker

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