Aquanow
Legacy
Legacy
  • About Aquanow
    • Introduction
  • VERSION DIFFERENCES
    • Latest vs Legacy
  • User Guide
    • Trading
      • Order Book
      • Submitting Orders
      • Order Types / Strategies
      • Trade Management
    • Automated Conversions
      • Autopilot
    • Deposits & Withdrawals
      • Deposits
      • Withdrawals
      • Balances
      • Transaction History
      • Approval Workflows
    • Account Management
      • CSV Exports
      • Address Management
      • IP Whitelisting
      • User List
  • Integration Guide
    • API Keys
      • Rate and API Key Limits
    • Authentication
    • Staging environment
    • Postman
    • Supported Assets and Tickers
    • Testnet and Faucet
  • API Endpoints | V1.0
    • Accounts API
      • User Balances
      • API Keys
    • Transaction API
      • Get Transactions
      • Create Transactions
      • Approvals API
      • Get Withdrawal Fee Estimate
    • Executions API
      • GET or Query Orders
      • Trading Strategies
    • Market Data API
      • Authorized Market Data
  • API Endpoints | V2.0
    • Transaction API
      • Get Transactions
    • Executions API
      • GET or Query Orders
      • Trading Strategies
  • Webhooks
    • Subscribing to Webhooks
    • Transaction Webhook
  • Websockets
    • Introduction
    • Authenticated Websockets
      • Market Data Websocket
      • Reporting Websocket
  • Data Objects & Statuses
    • Websocket Objects
    • Transaction Objects
      • Approval Objects
      • Fee Estimate Objects
    • Accounts Objects
    • Executions Objects
      • Duration Order Objects
    • Market Data Objects
    • Statuses
  • FAQs and Misc. Information
    • FAQs
    • Misc. Information
Powered by GitBook
On this page
  • MarketDataObject
  • MarketDataBidsObject
  • MarketImpactProjectionObject
  • PreTradeSummaryObject
  • AvailableSymbols
  1. Data Objects & Statuses

Market Data Objects

Response Body Parameters

MarketDataObject

Parameter
Type
Description

bestAsk

number

Best ask for provided symbol

bestBid

number

Best bid for provided symbol

bids

array

dataType

string

Data type

lastUpdated

number

Time in epoch milliseconds when this record was updated.

precision

array

Precision level

spread

number

bestAsk - bestBid

symbol

string

Currency

MarketDataBidsObject

Parameter
Type
Description

cumulativeQuantity

number

Cumulative quantity from top of book

quantity

number

Size of order

quote

number

Quoted amount by Aquanow

MarketImpactProjectionObject

Parameter
Type
Description

depth

number

Depth of each market impact value

mi

number

Market impact

PreTradeSummaryObject

Parameter
Type
Description

summary

array

Pre-trade summary. Array's first value is timestamp, second value is symbol of query, third value is side, fourth value is initial price, fifth value is average price of the trade, six value is market impact and the last value is the size used for calculations of average price and market impact

AvailableSymbols

Parameter
Type
Description

"ETH-CAD"

string

An example of available symbols

PreviousDuration Order ObjectsNextStatuses

Returns an array of

MarketDataBidsObject