addedOutput schema / properties
Added value: +{
+ "levels": {
+ "default": [],
+ "items": {
+ "additionalProperties": true,
+ "description": "Single level in the order book depth.",
+ "properties": {
+ "buySide": {
+ "anyOf": [
+ {
+ "additionalProperties": true,
+ "description": "Buy or sell side of an order.",
+ "properties": {
+ "price": {
+ "type": "number"
+ },
+ "priceString": {
+ "type": "string"
+ },
+ "volume": {
+ "type": "integer"
+ }
+ },
+ "required": [
+ "price",
+ "volume",
+ "priceString"
+ ],
+ "type": "object"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "default": null
+ },
+ "sellSide": {
+ "anyOf": [
+ {
+ "additionalProperties": true,
+ "description": "Buy or sell side of an order.",
+ "properties": {
+ "price": {
+ "type": "number"
+ },
+ "priceString": {
+ "type": "string"
+ },
+ "volume": {
+ "type": "integer"
+ }
+ },
+ "required": [
+ "price",
+ "volume",
+ "priceString"
+ ],
+ "type": "object"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "default": null
+ }
+ },
+ "type": "object"
+ },
+ "type": "array"
+ },
+ "receivedTime": {
+ "anyOf": [
+ {
+ "type": "integer"
+ },
+ {
+ "type": "null"
+ }
+ ],
+ "default": null
+ }
+}