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Version: testnet (v0.71)

Market

Represents a product & associated parameters that can be traded on Vega, has an associated OrderBook and Trade history

type Market {
  id: ID!
  fees: Fees!
  tradableInstrument: TradableInstrument!
  decimalPlaces: Int!
  positionDecimalPlaces: Int!
  openingAuction: AuctionDuration!
  priceMonitoringSettings: PriceMonitoringSettings!
  liquidityMonitoringParameters: LiquidityMonitoringParameters!
  tradingMode: MarketTradingMode!
  state: MarketState!
  proposal: Proposal
  ordersConnection(
  pagination: Pagination
  filter: OrderByPartyIdsFilter
): OrderConnection
  accountsConnection(
  partyId: ID
  pagination: Pagination
): AccountsConnection
  tradesConnection(
  dateRange: DateRange
  pagination: Pagination
): TradeConnection
  depth(
  maxDepth: Int
): MarketDepth!
  candlesConnection(
  since: String!
  to: String
  interval: Interval!
  pagination: Pagination
): CandleDataConnection
  data: MarketData
  liquidityProvisionsConnection(
  partyId: ID
  live: Boolean
  pagination: Pagination
): LiquidityProvisionsConnection
  marketTimestamps: MarketTimestamps!
  riskFactors: RiskFactor
  lpPriceRange: String!
  linearSlippageFactor: String!
  quadraticSlippageFactor: String!
}

Fields​

Market.id ● ID! non-null scalar​

Market ID

Market.fees ● Fees! non-null object​

Fees related data

Market.tradableInstrument ● TradableInstrument! non-null object​

An instance of, or reference to, a tradable instrument.

Market.decimalPlaces ● Int! non-null scalar​

The number of decimal places that an integer must be shifted by in order to get a correct number denominated in the currency of the market. (uint64)

Examples: Currency Balance decimalPlaces Real Balance GBP 100 0 GBP 100 GBP 100 2 GBP 1.00 GBP 100 4 GBP 0.01 GBP 1 4 GBP 0.0001 ( 0.01p )

GBX (pence) 100 0 GBP 1.00 (100p ) GBX (pence) 100 2 GBP 0.01 ( 1p ) GBX (pence) 100 4 GBP 0.0001 ( 0.01p ) GBX (pence) 1 4 GBP 0.000001 ( 0.0001p)

Market.positionDecimalPlaces ● Int! non-null scalar​

The number of decimal places that an integer must be shifted in order to get a correct size (uint64). i.e. 0 means there are no fractional orders for the market, and order sizes are always whole sizes. 2 means sizes given as 10^2 * desired size, e.g. a desired size of 1.23 is represented as 123 in this market. This sets how big the smallest order / position on the market can be.

Market.openingAuction ● AuctionDuration! non-null object​

Auction duration specifies how long the opening auction will run (minimum duration and optionally a minimum traded volume).

Market.priceMonitoringSettings ● PriceMonitoringSettings! non-null object​

Price monitoring settings for the market

Market.liquidityMonitoringParameters ● LiquidityMonitoringParameters! non-null object​

Liquidity monitoring parameters for the market

Market.tradingMode ● MarketTradingMode! non-null enum​

Current mode of execution of the market

Market.state ● MarketState! non-null enum​

Current state of the market

Market.proposal ● Proposal object​

The proposal that initiated this market

Market.ordersConnection ● OrderConnection object​

Orders on a market

Market.ordersConnection.pagination ● Pagination input​

Pagination information

Market.ordersConnection.filter ● OrderByPartyIdsFilter input​

Filter orders

Market.accountsConnection ● AccountsConnection object​

Get account for a party or market

Market.accountsConnection.partyId ● ID scalar​

ID of the party to get the margin account for

Market.accountsConnection.pagination ● Pagination input​

Pagination information

Market.tradesConnection ● TradeConnection object​

Market.tradesConnection.dateRange ● DateRange input​

Date range to retrieve trades from/to. Start and end time should be expressed as an integer value of nano-seconds past the Unix epoch

Market.tradesConnection.pagination ● Pagination input​

Pagination information

Market.depth ● MarketDepth! non-null object​

Current depth on the order book for this market

Market.depth.maxDepth ● Int scalar​

Maximum market order book depth (returns whole order book if omitted)

Market.candlesConnection ● CandleDataConnection object​

Candles on a market, for the 'last' n candles, at 'interval' seconds as specified by parameters using cursor based pagination

Market.candlesConnection.since ● String! non-null scalar​

RFC3339Nano encoded time to get candles from

Market.candlesConnection.to ● String scalar​

Optional: RFC3339Nano encoded time to get candles to

Market.candlesConnection.interval ● Interval! non-null enum​

Interval of the candles

Market.candlesConnection.pagination ● Pagination input​

Pagination information

Market.data ● MarketData object​

marketData for the given market

Market.liquidityProvisionsConnection ● LiquidityProvisionsConnection object​

The list of the liquidity provision commitments for this market

Market.liquidityProvisionsConnection.partyId ● ID scalar​

An optional party ID

Market.liquidityProvisionsConnection.live ● Boolean scalar​

An optional live flag to determine whether to list only live LPs or not

Market.liquidityProvisionsConnection.pagination ● Pagination input​

Pagination information

Market.marketTimestamps ● MarketTimestamps! non-null object​

Timestamps for state changes in the market

Market.riskFactors ● RiskFactor object​

Risk factors for the market

Market.lpPriceRange ● String! non-null scalar​

Liquidity Provision order price range

Market.linearSlippageFactor ● String! non-null scalar​

Linear slippage factor is used to cap the slippage component of maintainence margin - it is applied to the slippage volume

Market.quadraticSlippageFactor ● String! non-null scalar​

Quadratic slippage factor is used to cap the slippage component of maintainence margin - it is applied to the square of the slippage volume

Returned by​

market query

Member of​

AccountBalance object ● AccountEvent object ● Entities object ● LiquidityProvision object ● MarginLevels object ● MarketData object ● MarketDepth object ● MarketDepthUpdate object ● MarketEdge object ● Order object ● Position object ● Trade object