Skip to main content
Version: testnet (v0.71)

MarketData

Live data of a Market

type MarketData {
market: Market!
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
commitments: MarketDataCommitments!
priceMonitoringBounds: [PriceMonitoringBounds!]
marketValueProxy: String!
liquidityProviderFeeShare: [LiquidityProviderFeeShare!]
nextMarkToMarket: String!
}

Fields

MarketData.market ● Market! non-null object

Market of the associated mark price

MarketData.markPrice ● String! non-null scalar

The mark price (an unsigned integer)

MarketData.bestBidPrice ● String! non-null scalar

The highest price level on an order book for buy orders.

MarketData.bestBidVolume ● String! non-null scalar

The aggregated volume being bid at the best bid price.

MarketData.bestOfferPrice ● String! non-null scalar

The lowest price level on an order book for offer orders.

MarketData.bestOfferVolume ● String! non-null scalar

The aggregated volume being offered at the best offer price.

MarketData.bestStaticBidPrice ● String! non-null scalar

The highest price level on an order book for buy orders not including pegged orders.

MarketData.bestStaticBidVolume ● String! non-null scalar

The aggregated volume being offered at the best static bid price, excluding pegged orders

MarketData.bestStaticOfferPrice ● String! non-null scalar

The lowest price level on an order book for offer orders not including pegged orders.

MarketData.bestStaticOfferVolume ● String! non-null scalar

The aggregated volume being offered at the best static offer price, excluding pegged orders.

MarketData.midPrice ● String! non-null scalar

The arithmetic average of the best bid price and best offer price.

MarketData.staticMidPrice ● String! non-null scalar

The arithmetic average of the best static bid price and best static offer price

MarketData.timestamp ● Timestamp! non-null scalar

RFC3339Nano time at which this market price was relevant

MarketData.openInterest ● String! non-null scalar

The sum of the size of all positions greater than 0.

MarketData.auctionEnd ● String scalar

RFC3339Nano time at which the auction will stop (null if not in auction mode)

MarketData.auctionStart ● String scalar

RFC3339Nano time at which the next auction will start (null if none is scheduled)

MarketData.indicativePrice ● String! non-null scalar

Indicative price if the auction ended now, 0 if not in auction mode

MarketData.indicativeVolume ● String! non-null scalar

Indicative volume if the auction ended now, 0 if not in auction mode

MarketData.marketTradingMode ● MarketTradingMode! non-null enum

What mode the market is in (auction, continuous, etc)

MarketData.marketState ● MarketState! non-null enum

Current state of the market

MarketData.trigger ● AuctionTrigger! non-null enum

What triggered an auction (if an auction was started)

MarketData.extensionTrigger ● AuctionTrigger! non-null enum

What extended the ongoing auction (if an auction was extended)

MarketData.targetStake ● String scalar

The amount of stake targeted for this market

MarketData.suppliedStake ● String scalar

The supplied stake for the market

MarketData.commitments ● MarketDataCommitments! non-null object

The liquidity commitments for a given market

MarketData.priceMonitoringBounds ● [PriceMonitoringBounds!] list object

A list of valid price ranges per associated trigger

MarketData.marketValueProxy ● String! non-null scalar

The market value proxy

MarketData.liquidityProviderFeeShare ● [LiquidityProviderFeeShare!] list object

The equity like share of liquidity fee for each liquidity provider

MarketData.nextMarkToMarket ● String! non-null scalar

RFC3339Nano time indicating the next time positions will be marked to market

Member of

Market object ● MarketDataEdge object