OrderBookEntry

Defined in dccd.models

class OrderBookEntry(*, side, price, amount, count=None)

Bases: BaseModel

Single order book level from REST snapshot or WebSocket streams.

Parameters:

sidestr

'bid' or 'ask'.

pricestr

Price level as a string (preserves precision).

amountfloat

Total quantity available at this level.

countint or None

Number of open orders at this level. None when the exchange does not provide this information (e.g. Binance, Kraken).