OrderBook

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "#/components/schemas/OrderBook",
  "title": "OrderBook",
  "type": "object",
  "description": "Product order book at a specific level of detail",
  "properties": {
    "sequence": {
      "type": "integer",
      "description": "Sequence number of the order book"
    },
    "bids": {
      "type": "array",
      "description": "Bid price levels",
      "items": {
        "type": "array",
        "items": {
          "type": "string"
        }
      }
    },
    "asks": {
      "type": "array",
      "description": "Ask price levels",
      "items": {
        "type": "array",
        "items": {
          "type": "string"
        }
      }
    }
  }
}