@itick/browser-sdk/lib/types/depth.d.ts

Official iTick API SDK for browser. Real-time & historical data for global Stocks, Forex, Crypto, Indices, Futures, Funds, Precious Metals. REST (OHLCV/K-line) + low-latency WebSocket. Promise-based, TypeScript-ready. For quant trading & fintech

/**
 * Order Book Level Data
 * Represents order information at a specific price level
 * - po: level order
 * - p: price
 * - v: order volume at this level
 * - o: number of orders at this level
 */
export interface DepthLevel {
    /** Level order */
    po: number;
    /** Price */
    p: number;
    /** Order volume at this level */
    v: number;
    /** Number of orders at this level */
    o: number;
}
/**
* Market Depth Data (Order Book Data)
* Contains bid and ask information for a product
* - s: product code
* - a: ask levels array {@link DepthLevel}
* - b: bid levels array {@link DepthLevel}
*/
export interface DepthData {
    /** Product code */
    s: string;
    /** Ask levels array */
    a: DepthLevel[];
    /** Bid levels array */
    b: DepthLevel[];
}
/**
* Order Book Depth Data Array
* Collection of batch order book depth data
* @property key - Product code
* @property value - Order book depth data for corresponding product {@link DepthData}
*/
export type DepthDataMap = {
    [key: string]: DepthData;
};
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