ExCcxt.OrderBook (ex_ccxt v0.1.1)

Represents order book data for a trading symbol from a cryptocurrency exchange.

An order book contains the current buy orders (bids) and sell orders (asks) for a trading pair. Each bid and ask is represented as a list containing [price, quantity]. This struct is returned by order book functions such as ExCcxt.fetch_order_book/2 and ExCcxt.fetch_l2_order_book/4.

Fields

:symbol - Trading pair symbol (e.g., "BTC/USDT")
:bids - List of buy orders as [price, quantity] pairs, sorted by price descending
:asks - List of sell orders as [price, quantity] pairs, sorted by price ascending
:timestamp - Unix timestamp in milliseconds when the data was captured
:datetime - ISO datetime string when the data was captured
:nonce - Exchange-specific sequence number for ordering updates

Summary

Types

t()

Types

t()

@type t() :: %ExCcxt.OrderBook{
  asks: [[float()]] | nil,
  bids: [[float()]] | nil,
  datetime: String.t() | nil,
  nonce: integer() | nil,
  symbol: String.t() | nil,
  timestamp: integer() | nil
}