orderbook

Orderbook data — GET /orderbook, /supported_levels, /instruments.

Types

Orderbook

Orderbook snapshot for a trading pair.

pub type Orderbook {
  Orderbook(
    market: String,
    timestamp: Int,
    total_ask_size: Float,
    total_bid_size: Float,
    orderbook_units: List(OrderbookUnit),
    level: option.Option(Float),
  )
}

Constructors

Orderbook(
  market: String,
  timestamp: Int,
  total_ask_size: Float,
  total_bid_size: Float,
  orderbook_units: List(OrderbookUnit),
  level: option.Option(Float),
)

OrderbookInstrument

</>

Orderbook tick size and supported grouping levels for a trading pair.

pub type OrderbookInstrument {
  OrderbookInstrument(
    market: String,
    quote_currency: String,
    tick_size: String,
    supported_levels: List(String),
  )
}

Constructors

OrderbookInstrument(
  market: String,
  quote_currency: String,
  tick_size: String,
  supported_levels: List(String),
)

OrderbookLevel

</>

Supported orderbook grouping levels for a market.

pub type OrderbookLevel {
  OrderbookLevel(market: String, supported_levels: List(Int))
}

Constructors

OrderbookLevel(market: String, supported_levels: List(Int))

OrderbookUnit

</>

A single price level in the orderbook.

pub type OrderbookUnit {
  OrderbookUnit(
    ask_price: Float,
    bid_price: Float,
    ask_size: Float,
    bid_size: Float,
  )
}

Constructors

OrderbookUnit(
  ask_price: Float,
  bid_price: Float,
  ask_size: Float,
  bid_size: Float,
)

Values

get_orderbook_instruments

</>

pub fn get_orderbook_instruments(
  c: client.PublicClient,
  markets markets: List(types.Market),
) -> Result(
  types.ApiResponse(List(OrderbookInstrument)),
  types.ApiError,
)

Get orderbook instruments (tick size and supported levels) for trading pairs. GET /orderbook/instruments

get_orderbooks

</>

pub fn get_orderbooks(
  c: client.PublicClient,
  markets markets: List(types.Market),
  level level: option.Option(String),
  count count: option.Option(Int),
) -> Result(types.ApiResponse(List(Orderbook)), types.ApiError)

Get orderbooks for trading pairs.

get_supported_levels

</>

pub fn get_supported_levels(
  c: client.PublicClient,
  markets markets: List(types.Market),
) -> Result(
  types.ApiResponse(List(OrderbookLevel)),
  types.ApiError,
)

Get supported orderbook levels.

orderbook_decoder

</>

pub fn orderbook_decoder() -> decode.Decoder(Orderbook)

Decoder for an Orderbook JSON object.

orderbook_instrument_decoder

</>

pub fn orderbook_instrument_decoder() -> decode.Decoder(
  OrderbookInstrument,
)

Decoder for an OrderbookInstrument JSON object.