MarketMaker L2 data

I have question related to MarketMaker Level2 data.

I do see "Action" attribute contains Add or Update. Is it possible to get 'Delete' actions also in MarketMaker depth type ?

If possible then can you please provide sample on how the data looks like.

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @krishna muppavarapu

    The Market Maker domain provides access to market maker quotes and trade information. The list of market makers is sent in the form of a Map. There are three actions for map entries: Add, Update, and Delete.

    Therefore, it is possible to get the Delete action for the Market Maker domain. It looks like:

           {
              "Action":"Delete",
              "Key":"MzYuNTlh"
            }

    It contains the Delete action and Key. No map entry payload is included when the action is Delete.