Get a list of open orders for a product. The amount of detail shown can be customized with the level
parameter.
level
query parameter.
If a level is not aggregated, all of the orders at each price are returned. Aggregated levels return only one size for each active price (as if there was only a single order for that size at the level).
Level | Description |
---|---|
1 | The best bid, ask and auction info |
2 | Full order book (aggregated) and auction info |
3 | Full order book (non aggregated) and auction info |
size
field is the sum of the size of the orders at that price
, and num-orders
is the count of orders at that price
; size
should not be multiplied by num-orders
.
Level 3 is non-aggregated and returns the entire order book.
auction_mode
is set to true.
These indicative quote messages are sent on an interval basis (approximately once a second) during the collection phase of an auction and includes information about the tentative price and size affiliated with the completion.
auction_state |
---|
collection |
opening |
complete |
collection
state indicates the auction is currently accepting orders and cancellations within the book. During this state, orders do not match and the book may appear crossed in the market data feeds.
The opening
state indicates the book transitions towards full trading or limit only. During opening
state any buy orders at or over the open price and any sell orders at or below the open price may cross during the opening phase. Matches in this stage are charged taker fees. Any new orders or cancels entered while in the opening phase get queued and processed when the market resumes trading.
The complete
state indicates the dissemination of opening trades is finishing, and immediately after that the book goes into the next mode (either full trading or limit only).
The opening
state passes by too quickly in most normal scenarios to see these states show up in the REST API.
During the collection
state the can_open
field indicates whether or not the book can complete the auction and enter full trading or limit only mode.
can_open: yes
indicates the book is in a healthy state and the book can enter full trading or limit only once the auction collection state finishes.
can_open: no
indicates the book cannot continue to full trading or limit only.
Once a book leaves auction mode — either by moving to full trading, or by being canceled by our market ops team — the book endpoint no longer shows indicative quote data and display auction_mode
as false.
The response is of type object
.