Market Data

Get Price For Volume

Changed on

Get the price required to fill a specific volume on the order book.

Args: request: Request with connector, trading pair, volume, and side market_data_manager: Injected market data feed manager

Returns: Order book query result with price and volume information

post/market-data/order-book/price-for-volume

Request

  • Base URL
    http://localhost:8000
  • URL
    http://localhost:8000/market-data/order-book/price-for-volume
  • Auth
    HTTP basic

Request body

connector_namestring required

Name of the connector

trading_pairstring required

Trading pair

is_buyboolean required

True for buy side, False for sell side

volumenumber required

Volume to query price for

Response

Successful Response

trading_pairstring required

Trading pair

is_buyboolean required

Query side (buy/sell)

query_volumenumber nullable

Queried volume

query_pricenumber nullable

Queried price

result_pricenumber nullable

Resulting price

result_volumenumber nullable

Resulting volume

result_quote_volumenumber nullable

Resulting quote volume

average_pricenumber nullable

Average/VWAP price

timestampnumber required

Query timestamp

Changes

  • 92703f48a69eRevision changes
    • info

      added the optional property // to the response with the status

    • info

      added the optional property // to the response with the status

  • cb6b6935c8e2Revision changes
    • warning

      the request property's exclusiveMinimum was set to 0.00