Built-in Functions
Structures
Built-in Variables
Depth
Market depth data structure.
Attributes
| Name | Type | Description |
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. |
See Also
Remarks
The exchange.GetDepth() function returns a Depth structure.