event_time
et |
string |
False
None |
Time at which the event was emitted in unix nanoseconds |
instrument
i |
string |
False
None |
The readable instrument name:- Perpetual:
ETH_USDT_Perp - Future:
BTC_USDT_Fut_20Oct23 - Call:
ETH_USDT_Call_20Oct23_2800 - Put:
ETH_USDT_Put_20Oct23_2800
|
mark_price
mp |
string |
False
None |
The mark price of the instrument, expressed in 9 decimals |
index_price
ip |
string |
False
None |
The index price of the instrument, expressed in 9 decimals |
last_price
lp |
string |
False
None |
The last traded price of the instrument (also close price), expressed in 9 decimals |
last_size
ls |
string |
False
None |
The number of assets traded in the last trade, expressed in base asset decimal units |
mid_price
mp1 |
string |
False
None |
The mid price of the instrument, expressed in 9 decimals |
best_bid_price
bb |
string |
False
None |
The best bid price of the instrument, expressed in 9 decimals |
best_bid_size
bb1 |
string |
False
None |
The number of assets offered on the best bid price of the instrument, expressed in base asset decimal units |
best_ask_price
ba |
string |
False
None |
The best ask price of the instrument, expressed in 9 decimals |
best_ask_size
ba1 |
string |
False
None |
The number of assets offered on the best ask price of the instrument, expressed in base asset decimal units |