OrderbookDelta Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "OrderbookDelta",
  "description": "Incremental orderbook change (used with tick-level data)",
  "type": "object",
  "required": [
    "price",
    "sequence",
    "side",
    "size",
    "timestamp"
  ],
  "properties": {
    "price": {
      "description": "Price level",
      "type": "number",
      "example": 50000
    },
    "sequence": {
      "description": "Sequence number for ordering deltas",
      "type": "integer",
      "example": 12345
    },
    "side": {
      "description": "Side of the orderbook (bid or ask)",
      "type": "string",
      "enum": [
        "bid",
        "ask"
      ],
      "example": "bid"
    },
    "size": {
      "description": "New size at this price level (0 = level removed)",
      "type": "number",
      "example": 1.5
    },
    "timestamp": {
      "description": "Timestamp in milliseconds",
      "type": "integer",
      "format": "int64",
      "example": 1704067201000
    }
  }
}