Interface: DepthCurves

Defined in: finance/transforms.ts:197

Properties

askCum

askCum: Float64Array;

Defined in: finance/transforms.ts:203

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askPrice

askPrice: Float64Array;

Defined in: finance/transforms.ts:202

Ask side: prices ascending away from mid, cumulative volume.

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bidCum

bidCum: Float64Array;

Defined in: finance/transforms.ts:200

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bidPrice

bidPrice: Float64Array;

Defined in: finance/transforms.ts:199

Bid side: prices ascending toward mid, cumulative volume (best bid = largest cum).