aayatai.com

{
  "properties": {
    "asOf": {
      "type": "string"
    },
    "asks": {
      "items": {
        "type": "object"
      },
      "type": "array"
    },
    "attribution": {
      "type": "string"
    },
    "bestAsk": {
      "type": [
        "number",
        "null"
      ]
    },
    "bestBid": {
      "type": [
        "number",
        "null"
      ]
    },
    "bids": {
      "items": {
        "type": "object"
      },
      "type": "array"
    },
    "bookSpanBps": {
      "description": "How far from mid the published book reaches, per side (Hyperliquid publishes 20 levels a side): depth bands beyond it are a lower bound.",
      "type": "object"
    },
    "bookTime": {
      "description": "The venue's own book timestamp, when it gives one.",
      "type": [
        "string",
        "null"
      ]
    },
    "buy": {
      "description": "A market buy of sizeUsd against the asks: filledUsd, filledCoins, avgPx, slippageBps from mid, complete (false if the published book is too thin).",
      "type": "object"
    },
    "coin": {
      "type": "string"
    },
    "depthUsd": {
      "description": "USD resting within 10, 50 and 100 bps of mid, per side, counted over the levels the venue publishes (see bookSpanBps).",
      "type": "object"
    },
    "fallbackFrom": {
      "description": "Set (to hyperliquid) when venue=auto answered from dYdX because Hyperliquid was unavailable.",
      "type": "string"
    },
    "mid": {
      "type": [
        "number",
        "null"
      ]
    },
    "schemaVersion": {
      "const": "perps-orderbook@1",
      "description": "Output version (\"<tool>@<n>\"): additive changes only within a version; a new number for anything breaking, the old one kept 90 days.",
      "type": "string"
    },
    "sell": {
      "description": "The same for a market sell against the bids.",
      "type": "object"
    },
    "spreadBps": {
      "type": [
        "number",
        "null"
      ]
    },
    "venue": {
      "type": "string"
    }
  },
  "required": [
    "venue",
    "coin",
    "asOf",
    "bestBid",
    "bestAsk",
    "mid",
    "spreadBps",
    "depthUsd",
    "bookSpanBps",
    "buy",
    "sell",
    "bids",
    "asks",
    "attribution"
  ],
  "type": "object"
}