ApiResponseFullDepthL2OrderBook Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "ApiResponseFullDepthL2OrderBook",
  "type": "object",
  "properties": {
    "data": {
      "allOf": [
        {
          "description": "L2 order book snapshot",
          "type": "object",
          "required": [
            "asks",
            "bids",
            "coin",
            "symbol",
            "timestamp"
          ],
          "properties": {
            "asks": {
              "description": "Ask price levels (best ask first)",
              "type": "array",
              "items": {
                "description": "Single price level in the order book",
                "type": "object",
                "required": [
                  "n",
                  "px",
                  "sz"
                ],
                "properties": {
                  "n": {
                    "description": "Number of orders at this level",
                    "type": "integer",
                    "example": 15
                  },
                  "px": {
                    "description": "Price",
                    "type": "string",
                    "example": "42150.00"
                  },
                  "sz": {
                    "description": "Total size at this price level",
                    "type": "string",
                    "example": "1.5"
                  }
                }
              }
            },
            "bids": {
              "description": "Bid price levels (best bid first)",
              "type": "array",
              "items": {
                "description": "Single price level in the order book",
                "type": "object",
                "required": [
                  "n",
                  "px",
                  "sz"
                ],
                "properties": {
                  "n": {
                    "description": "Number of orders at this level",
                    "type": "integer",
                    "example": 15
                  },
                  "px": {
                    "description": "Price",
                    "type": "string",
                    "example": "42150.00"
                  },
                  "sz": {
                    "description": "Total size at this price level",
                    "type": "string",
                    "example": "1.5"
                  }
                }
              }
            },
            "coin": {
              "description": "Trading pair symbol (deprecated, use symbol instead)",
              "type": "string",
              "deprecated": true,
              "example": "BTC"
            },
            "mid_price": {
              "description": "Mid price (best bid + best ask) / 2",
              "type": "string",
              "example": "42150.50"
            },
            "spread": {
              "description": "Spread in absolute terms (best ask - best bid)",
              "type": "string",
              "example": "1.00"
            },
            "spread_bps": {
              "description": "Spread in basis points",
              "type": "string",
              "example": "2.37"
            },
            "symbol": {
              "description": "Trading pair symbol",
              "type": "string",
              "example": "BTC"
            },
            "timestamp": {
              "description": "Snapshot timestamp (UTC)",
              "type": "string",
              "format": "date-time",
              "example": "2025-01-21T10:30:45.123Z"
            }
          }
        },
        {
          "description": "0xArchive full-depth aggregated L2 order book snapshot derived from L4 data",
          "type": "object",
          "properties": {
            "ask_levels": {
              "description": "Total ask price levels available before any depth truncation",
              "type": "integer",
              "example": 10318
            },
            "bid_levels": {
              "description": "Total bid price levels available before any depth truncation",
              "type": "integer",
              "example": 9842
            },
            "total_ask_size": {
              "description": "Aggregate ask size across the available full-depth L2 book",
              "type": "number",
              "example": 9876.54
            },
            "total_bid_size": {
              "description": "Aggregate bid size across the available full-depth L2 book",
              "type": "number",
              "example": 10234.56
            }
          }
        }
      ]
    },
    "meta": {
      "description": "Response metadata",
      "type": "object",
      "properties": {
        "count": {
          "description": "Number of records returned",
          "type": "integer"
        },
        "next_cursor": {
          "description": "Cursor for pagination (timestamp). Use this value as the `cursor` parameter to fetch the next page of results.",
          "type": "string",
          "nullable": true
        },
        "request_id": {
          "description": "Unique request ID for support",
          "type": "string",
          "format": "uuid"
        }
      }
    },
    "success": {
      "type": "boolean",
      "example": true
    }
  }
}