OrderBookBucket

{
  "$schema": "http://json-schema.org/draft-07/schema#",
  "title": "OrderBookBucket",
  "description": "The order book data for a partition of the instrument's prices.",
  "type": "object",
  "properties": {
    "price": {
      "type": "string",
      "description": "The lowest price (inclusive) covered by the bucket. The bucket covers the price range from the price to price + the order book's bucketWidth.",
      "format": "A decimal number encodes as a string. The amount of precision provided depends on the Instrument."
    },
    "longCountPercent": {
      "type": "string",
      "description": "The percentage of the total number of orders represented by the long orders found in this bucket.",
      "format": "A decimal number encoded as a string. The amount of precision provided depends on what the number represents."
    },
    "shortCountPercent": {
      "type": "string",
      "description": "The percentage of the total number of orders represented by the short orders found in this bucket.",
      "format": "A decimal number encoded as a string. The amount of precision provided depends on what the number represents."
    }
  }
}