Info

object

Raw data returned by the exchange API, not included in backtesting.

Asks

array

Ask orders array, i.e., OrderBook array, sorted by price from low to high, with the first OrderBook structure in the array having the lowest price.

Bids

array

Bid orders array, i.e., OrderBook array, sorted by price from high to low, with the first OrderBook structure in the array having the highest price.

Time

number

Timestamp in milliseconds.