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Version: testnet (v0.71)

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

Fields
Returned by