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fix docs
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@soundsonacid
soundsonacid committed Jan 19, 2024
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62 changes: 45 additions & 17 deletions source/includes/_orderbook_dlobserver.md
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Expand Up @@ -71,14 +71,29 @@ Each market currently requires its own subscribe message. The two examples below
`

#### Response
| Field | Description |
|-------------|----------------------------------------------------------------------------------------------------------------------------------------|
| channel | Identifies the type of data being streamed. `orderbook_perp_0` indicates data for perp market 0 order book (SOL-PERP). |
| data | Contains the actual order book data in JSON format. This field is a JSON string that needs to be parsed. |
| bids | A list of bid orders in the order book, each representing an offer to buy. |
| price | The price at which the bid is made, indicating the maximum price the buyer is willing to pay. |
| size | The size of the bid, indicating the quantity of the asset the buyer wishes to purchase. |
| sources | Indicates the origin or source of the bid, such as `vamm` (Virtual Automated Market Maker) or `dlob` (Decentralized Limit Order Book). |
#### Response
| Field | Description |
|---------------------------------------|-----------------------------------------------------------------------------------------------------------------------------------------------------|
| channel | Identifies the type of data being streamed. `orderbook_perp_0` indicates data for perpetual market 0 order book (SOL-PERP). |
| data | Contains the actual order book data in JSON format. This field is a JSON string that needs to be parsed. |
| bids | A list of bid orders in the order book, each representing an offer to buy. |
| asks | A list of ask orders in the order book, each representing an offer to sell. |
| price | The price at which the bid or ask is made. |
| size | The size of the bid or ask, indicating the quantity of the asset the buyer or seller wishes to transact. |
| sources | Indicates the origin or source of the bid or ask, such as `vamm` (Virtual Automated Market Maker) or `dlob` (Decentralized Limit Order Book). |
| marketName | Name of the market, e.g., `SOL-PERP`. |
| marketType | Type of the market, e.g., `perp` for perpetual. |
| marketIndex | Index of the market, used to identify specific markets within a market type. |
| slot | A unique identifier for the state of the blockchain at the time the order book snapshot was taken. |
| oracle | The reported price from the oracle for this market. |
| oracleData | Contains detailed information from the oracle, including price, slot, confidence, etc. |
| oracleData.price | The price reported by the oracle. |
| oracleData.slot | The slot number associated with the oracle data. |
| oracleData.confidence | The confidence interval for the oracle price. |
| oracleData.hasSufficientNumberOfDataPoints | Indicates whether the oracle has sufficient data points for reliability. |
| oracleData.twap | The time-weighted average price as reported by the oracle. |
| oracleData.twapConfidence | The confidence interval for the time-weighted average price. |
| marketSlot | Slot number associated with the market data. |


#### Spot markets
Expand All @@ -92,15 +107,28 @@ Each market currently requires its own subscribe message. The two examples below
`

#### Response
| Field | Description |
|-------------|-------------------------------------------------------------------------------------------------------------------------------------|
| channel | Identifies the type of data being streamed. i.e `orderbook_spot_1` indicates data for spot market 0 order book (SOL/USDC). |
| data | Contains the actual order book data in JSON format. This field is a JSON string that needs to be parsed. |
| bids | A list of bid orders in the order book, each representing an offer to buy. |
| price | The price at which the bid is made, indicating the maximum price the buyer is willing to pay. |
| size | The size of the bid, indicating the quantity of the asset the buyer wishes to purchase. |
| sources | Indicates the origin or source of the bid, such as `phoenix` or `serum`, representing different liquidity providers. |

#### Response
| Field | Description |
|--------------|-----------------------------------------------------------------------------------------------------------------------------------|
| channel | Identifies the type of data being streamed. i.e `orderbook_spot_1` indicates data for the spot market order book (SOL/USDC). |
| data | Contains the actual order book data in JSON format. This field is a JSON string that needs to be parsed. |
| bids | A list of bid orders in the order book, each representing an offer to buy. |
| asks | A list of ask orders in the order book, each representing an offer to sell. |
| price | The price at which the bid or ask is made. |
| size | The size of the bid or ask, indicating the quantity of the asset the buyer or seller wishes to transact. |
| sources | Indicates the origin or source of the bid or ask, such as `phoenix` or `serum`, representing different liquidity providers. |
| slot | A unique identifier for the state of the blockchain at the time the order book snapshot was taken. |
| marketName | Name of the market, e.g., `SOL`. |
| marketType | Type of the market, e.g., `spot`. |
| marketIndex | Index of the market, used to identify specific markets within a market type. |
| oracle | The reported price from the oracle for this market. |
| oracleData | Contains detailed information from the oracle, including price, slot, confidence, etc. |
| oracleData.price | The price reported by the oracle. |
| oracleData.slot | The slot number associated with the oracle data. |
| oracleData.confidence | The confidence interval for the oracle price. |
| oracleData.hasSufficientNumberOfDataPoints | Indicates whether the oracle has sufficient data points for reliability. |
| oracleData.twap | The time-weighted average price as reported by the oracle. |
| oracleData.twapConfidence | The confidence interval for the time-weighted average price. |

```typescript

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