Required Fields
| Field | Type | Description |
|---|---|---|
as_of | string | UTC RFC3339 server time the pending-trigger state was read. |
levels | array<object> | Defined by the generated JSON Schema block. |
mid_price | number | Current mid/mark price, center of the requested range. |
total_ask_size | number | Total pending ask size across the returned window. |
total_bid_size | number | Total pending bid size across the returned window. |
JSON Schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "TriggerLevelsData",
"description": "Currently pending stop-loss and take-profit trigger orders grouped into price buckets around the current mid/mark price. Voluntary trigger orders, not projected forced liquidations.",
"type": "object",
"required": [
"as_of",
"levels",
"mid_price",
"total_ask_size",
"total_bid_size"
],
"properties": {
"as_of": {
"description": "UTC RFC3339 server time the pending-trigger state was read. The map is current-state; use this to detect staleness.",
"type": "string"
},
"levels": {
"type": "array",
"items": {
"description": "Aggregated currently open trigger orders at one rounded price bucket.",
"type": "object",
"required": [
"ask_count",
"ask_size",
"bid_count",
"bid_size",
"price_bucket"
],
"properties": {
"ask_count": {
"description": "Number of ask-side trigger orders in the bucket.",
"type": "integer",
"format": "int64",
"example": 9
},
"ask_size": {
"description": "Ask-side trigger size in the bucket.",
"type": "number",
"example": 18.75
},
"bid_count": {
"description": "Number of bid-side trigger orders in the bucket.",
"type": "integer",
"format": "int64",
"example": 12
},
"bid_size": {
"description": "Bid-side trigger size in the bucket.",
"type": "number",
"example": 31.25
},
"price_bucket": {
"description": "Rounded trigger price bucket.",
"type": "number",
"example": 64200
}
}
}
},
"mid_price": {
"description": "Current mid/mark price, center of the requested range.",
"type": "number"
},
"total_ask_size": {
"description": "Total pending ask size across the returned window.",
"type": "number"
},
"total_bid_size": {
"description": "Total pending bid size across the returned window.",
"type": "number"
}
}
}