File: WebAPI/market_data_2.proto
Either snapshot of orders at a price level or incremental update.
Type: sint64
Description: Price level described by this message.
Note: Price is absent for No-price Orders.
Type: uint32
Description: Side of this price level (order_2.Order.Side.SIDE_BUY or order_2.Order.Side.SIDE_SELL).
Source: order_2.Order.Side.
Type: bool
Description: Note: If true, the data for this price level should be entirely replaced with ‘orders’ contents.
Type: DetailedDOMOrder
Description: All orders at the price level, if is_snapshot is true, or changes to the price level, otherwise.