Documentation Index
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Source OpenAPI: 0xArchive API 1.5.0; 116 paths; 90 component schemas.
Incremental orderbook change (used with tick-level data)
Required Fields
| Field | Type | Description |
|---|
price | number | Price level |
sequence | integer | Sequence number for ordering deltas |
side | string | Side of the orderbook (bid or ask) |
size | number | New size at this price level (0 = level removed) |
timestamp | integer:int64 | Timestamp in milliseconds |
JSON 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
}
}
}
Referenced By
No route references were found in OpenAPI.
