Update: {
channel: "level3";
data: [{
asks: {
event: "add" | "modify" | "delete";
limit_price: number;
order_id: string;
order_qty: number;
timestamp: string;
}[];
bids: {
event: "add" | "modify" | "delete";
limit_price: number;
order_id: string;
order_qty: number;
timestamp: string;
}[];
checksum: number;
symbol: string;
}];
type: "snapshot" | "update";
}
Reference: Orders (Level 3)