Get latest market depth

GET 
https://api.n00.testnet.vega.rocks/api/v2/market/depth/:marketId/latest

Get the latest market depth for a given market

Request

Path Parameters

marketId stringrequired

Market ID to request market depth for, required field.

Query Parameters

maxDepth uint64

Maximum market depth.

Responses

200

A successful response.

application/json

Schema

Schema

buy object[]
Zero or more price levels for the buy side of the market depth data.
Array [
numberOfOrders uint64
Number of orders at the price level.
price string
Price for the price level, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places. This field is an unsigned integer passed as a string and needs to be scaled using the market's decimal places.
volume uint64
Volume at the price level.
]
lastTrade object

Last trade recorded on Vega.

aggressor Side relates to the direction of an order, to Buy, or Sell

Possible values: [SIDE_UNSPECIFIED, SIDE_BUY, SIDE_SELL]

Default value: SIDE_UNSPECIFIED

Direction of the aggressive party e.g. SIDE_BUY or SIDE_SELL.

assetPrice string

Price for the trade using asset decimals, as opposed to market decimals used in the price field. This is only used in trade events for position updates.

buyOrder string

Identifier of the order from the buy side.

buyer string

Unique party ID for the buyer.

buyerAuctionBatch uint64

Auction batch number that the buy side order was placed in.

buyerFee object

Fee amount charged to the buyer party for the trade.

infrastructureFee string

Fee amount paid for maintaining the Vega infrastructure. This field is an unsigned integer scaled using the asset's decimal places.

infrastructureFeeReferrerDiscount string

Discount on infrastructure fee for eligible referrer.

infrastructureFeeVolumeDiscount string

Discount on infrastructure fee based on the taker volume.

liquidityFee string

Fee amount paid to market makers. This field is an unsigned integer scaled to the asset's decimal places.

liquidityFeeReferrerDiscount string

Discount on liquidity fee for eligible referrer.

liquidityFeeVolumeDiscount string

Discount on liquidity fee basedo on taker volume.

makerFee string

Fee amount paid to the non-aggressive party of the trade. This field is an unsigned integer scaled to the asset's decimal places.

makerFeeReferrerDiscount string

Referrer discounts. Discount on maker fee for eligible referrer.

makerFeeVolumeDiscount string

Volume discounts. Discount on maker fee based on the taker volume.

id string

Unique ID for the trade.

marketId string

Market ID on which the trade occurred.

price string

Price for the trade, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

sellOrder string

Identifier of the order from the sell side.

seller string

Unique party ID for the seller.

sellerAuctionBatch uint64

Auction batch number that the sell side order was placed in.

sellerFee object

Fee amount charged to the seller party for the trade.

infrastructureFee string

Fee amount paid for maintaining the Vega infrastructure. This field is an unsigned integer scaled using the asset's decimal places.

infrastructureFeeReferrerDiscount string

Discount on infrastructure fee for eligible referrer.

infrastructureFeeVolumeDiscount string

Discount on infrastructure fee based on the taker volume.

liquidityFee string

Fee amount paid to market makers. This field is an unsigned integer scaled to the asset's decimal places.

liquidityFeeReferrerDiscount string

Discount on liquidity fee for eligible referrer.

liquidityFeeVolumeDiscount string

Discount on liquidity fee basedo on taker volume.

makerFee string

Fee amount paid to the non-aggressive party of the trade. This field is an unsigned integer scaled to the asset's decimal places.

makerFeeReferrerDiscount string

Referrer discounts. Discount on maker fee for eligible referrer.

makerFeeVolumeDiscount string

Volume discounts. Discount on maker fee based on the taker volume.

size uint64

Size filled for the trade.

timestamp int64

Timestamp in Unix nanoseconds for when the trade occurred.

type Type values for a trade

Possible values: [TYPE_UNSPECIFIED, TYPE_DEFAULT, TYPE_NETWORK_CLOSE_OUT_GOOD, TYPE_NETWORK_CLOSE_OUT_BAD]

Default value: TYPE_UNSPECIFIED

Type for the trade.

marketId string

Market ID of the depth levels returned.

sell object[]
Zero or more price levels for the sell side of the market depth data.
Array [
numberOfOrders uint64
Number of orders at the price level.
price string
Price for the price level, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places. This field is an unsigned integer passed as a string and needs to be scaled using the market's decimal places.
volume uint64
Volume at the price level.
]
sequenceNumber uint64

Sequence number incremented after each update.

Example (from schema)

{
  "buy": [
    {
      "numberOfOrders": "string",
      "price": "string",
      "volume": "string"
    }
  ],
  "lastTrade": {
    "aggressor": "SIDE_UNSPECIFIED",
    "assetPrice": "string",
    "buyOrder": "string",
    "buyer": "string",
    "buyerAuctionBatch": "string",
    "buyerFee": {
      "infrastructureFee": "string",
      "infrastructureFeeReferrerDiscount": "string",
      "infrastructureFeeVolumeDiscount": "string",
      "liquidityFee": "string",
      "liquidityFeeReferrerDiscount": "string",
      "liquidityFeeVolumeDiscount": "string",
      "makerFee": "string",
      "makerFeeReferrerDiscount": "string",
      "makerFeeVolumeDiscount": "string"
    },
    "id": "string",
    "marketId": "string",
    "price": "string",
    "sellOrder": "string",
    "seller": "string",
    "sellerAuctionBatch": "string",
    "sellerFee": {
      "infrastructureFee": "string",
      "infrastructureFeeReferrerDiscount": "string",
      "infrastructureFeeVolumeDiscount": "string",
      "liquidityFee": "string",
      "liquidityFeeReferrerDiscount": "string",
      "liquidityFeeVolumeDiscount": "string",
      "makerFee": "string",
      "makerFeeReferrerDiscount": "string",
      "makerFeeVolumeDiscount": "string"
    },
    "size": "string",
    "timestamp": "string",
    "type": "TYPE_UNSPECIFIED"
  },
  "marketId": "string",
  "sell": [
    {
      "numberOfOrders": "string",
      "price": "string",
      "volume": "string"
    }
  ],
  "sequenceNumber": "string"
}

500

An internal server error

application/json

Schema

Schema

code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string

Example (from schema)

{
  "code": 0,
  "details": [
    {
      "@type": "string"
    }
  ],
  "message": "string"
}

default

An unexpected error response.

application/json

Schema

Schema

code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string

Example (from schema)

{
  "code": 0,
  "details": [
    {
      "@type": "string"
    }
  ],
  "message": "string"
}

• curl
• python
• go
• nodejs

• CURL

curl -L -X GET 'https://api.n00.testnet.vega.rocks/api/v2/market/depth/:marketId/latest' \
-H 'Accept: application/json'

Request Collapse all

Base URL

https://api.n00.testnet.vega.rocks

Parameters

marketId — pathrequired

maxDepth — query

ResponseClear

Click the Send API Request button above and see the response here!