FullDepthL2OrderBook Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "FullDepthL2OrderBook",
  "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
        }
      }
    }
  ]
}