ObservableMarketData
Live data of a Market
type ObservableMarketData {
marketId: ID!
markPrice: String!
bestBidPrice: String!
bestBidVolume: String!
bestOfferPrice: String!
bestOfferVolume: String!
bestStaticBidPrice: String!
bestStaticBidVolume: String!
bestStaticOfferPrice: String!
bestStaticOfferVolume: String!
midPrice: String!
staticMidPrice: String!
timestamp: Timestamp!
openInterest: String!
auctionEnd: String
auctionStart: String
indicativePrice: String!
indicativeVolume: String!
marketTradingMode: MarketTradingMode!
marketState: MarketState!
trigger: AuctionTrigger!
extensionTrigger: AuctionTrigger!
targetStake: String
suppliedStake: String
priceMonitoringBounds: [PriceMonitoringBounds!]
marketValueProxy: String!
liquidityProviderFeeShare: [ObservableLiquidityProviderFeeShare!]
nextMarkToMarket: String!
}
Fields
ObservableMarketData.marketId
● ID!
non-null scalar
Market ID of the associated mark price
ObservableMarketData.markPrice
● String!
non-null scalar
The mark price (an unsigned integer)
ObservableMarketData.bestBidPrice
● String!
non-null scalar
The highest price level on an order book for buy orders.
ObservableMarketData.bestBidVolume
● String!
non-null scalar
The aggregated volume being bid at the best bid price.
ObservableMarketData.bestOfferPrice
● String!
non-null scalar
The lowest price level on an order book for offer orders.
ObservableMarketData.bestOfferVolume
● String!
non-null scalar
The aggregated volume being offered at the best offer price.
ObservableMarketData.bestStaticBidPrice
● String!
non-null scalar
The highest price level on an order book for buy orders not including pegged orders.
ObservableMarketData.bestStaticBidVolume
● String!
non-null scalar
The aggregated volume being offered at the best static bid price, excluding pegged orders
ObservableMarketData.bestStaticOfferPrice
● String!
non-null scalar
The lowest price level on an order book for offer orders not including pegged orders
ObservableMarketData.bestStaticOfferVolume
● String!
non-null scalar
The aggregated volume being offered at the best static offer price, excluding pegged orders
ObservableMarketData.midPrice
● String!
non-null scalar
The arithmetic average of the best bid price and best offer price
ObservableMarketData.staticMidPrice
● String!
non-null scalar
The arithmetic average of the best static bid price and best static offer price
ObservableMarketData.timestamp
● Timestamp!
non-null scalar
RFC3339Nano time at which this market price was relevant
ObservableMarketData.openInterest
● String!
non-null scalar
The sum of the size of all positions greater than 0
ObservableMarketData.auctionEnd
● String
scalar
RFC3339Nano time at which the auction will stop (null if not in auction mode)
ObservableMarketData.auctionStart
● String
scalar
RFC3339Nano time at which the next auction will start (null if none is scheduled)
ObservableMarketData.indicativePrice
● String!
non-null scalar
Indicative price if the auction ended now, 0 if not in auction mode
ObservableMarketData.indicativeVolume
● String!
non-null scalar
Indicative volume if the auction ended now, 0 if not in auction mode
ObservableMarketData.marketTradingMode
● MarketTradingMode!
non-null enum
What mode the market is in (auction, continuous etc)
ObservableMarketData.marketState
● MarketState!
non-null enum
Current state of the market
ObservableMarketData.trigger
● AuctionTrigger!
non-null enum
What triggered an auction (if an auction was started)
ObservableMarketData.extensionTrigger
● AuctionTrigger!
non-null enum
What extended the ongoing auction (if an auction was extended)
ObservableMarketData.targetStake
● String
scalar
The amount of stake targeted for this market
ObservableMarketData.suppliedStake
● String
scalar
The supplied stake for the market
ObservableMarketData.priceMonitoringBounds
● [PriceMonitoringBounds!]
list object
A list of valid price ranges per associated trigger
ObservableMarketData.marketValueProxy
● String!
non-null scalar
The market value proxy
ObservableMarketData.liquidityProviderFeeShare
● [ObservableLiquidityProviderFeeShare!]
list object
The equity like share of liquidity fee for each liquidity provider
ObservableMarketData.nextMarkToMarket
● String!
non-null scalar
RFC3339Nano time indicating the next time positions will be marked to market
Returned by
marketsData
subscription