Pricing Common Definitions


PriceValueThe string representation of a Price for a Bucket.

Type string
Format A decimal number encodes as a string. The amount of precision provided depends on the Instrument.

PriceBucketA PriceBucket represents a price available for an amount of liquidity

PriceBucket is an application/json object with the following Schema:

{
    # 
    # The Price offered by the PriceBucket
    # 
    price : (PriceValue),

    # 
    # The amount of liquidity offered by the PriceBucket
    # 
    liquidity : (integer)
}