x402.presenceoperations.com

{
  "properties": {
    "bookObservedAt": {
      "description": "when the snapshot was taken",
      "type": "string"
    },
    "caveat": {
      "description": "stated on every response: the visible book is a lower bound on liquidity and an unreliable one — depth can be pulled when tested and hidden flow never appears in it",
      "type": "string"
    },
    "dayNotionalVolume": {
      "description": "day traded notional, same purpose",
      "type": "string"
    },
    "depth": {
      "description": "absorbable notional on each side within 10, 25, 50 and 100 bp of mid, walked from the visible levels",
      "type": "array"
    },
    "detail": {
      "description": "the profile in one sentence",
      "type": "string"
    },
    "imbalanceBasisPoints": {
      "description": "bid share of visible notional at the widest tolerance; 5000 is balanced",
      "type": "number"
    },
    "levelsVisible": {
      "description": "how many levels each side of the snapshot showed",
      "type": "object"
    },
    "market": {
      "description": "the market the profile is of",
      "type": "string"
    },
    "midPrice": {
      "description": "mid of best bid and best ask at the snapshot",
      "type": "string"
    },
    "openInterest": {
      "description": "open interest, for judging whether the visible book is the market or a sliver of it",
      "type": "string"
    },
    "spreadBasisPoints": {
      "description": "bid-ask spread in basis points of mid",
      "type": "number"
    },
    "topLevelConcentrationAskBasisPoints": {
      "description": "share of ask-side depth sitting on the single best level",
      "type": "number"
    },
    "topLevelConcentrationBidBasisPoints": {
      "description": "share of bid-side depth sitting on the single best level",
      "type": "number"
    }
  },
  "type": "object"
}