Depth

Compact pair-level synthetic aggregate depth.

depth is the compact pair-level synthetic aggregate depth ladder.

It is derived from configured fast or dense quote surfaces by selecting the best available bid and ask across included pools at each configured size level. It is profile-specific and event-driven: subscribers receive a new event whenever upstream publishes a matching derived depth snapshot.

Use depth when you want the aggregate ladder without the full per-pool book.

Example request:

wss://data.polarislab.xyz/ws?feed=depth&pair=SOL-USDC&profile=dense

Example level:

{
  "level": 1,
  "base_size_raw": 100000000,
  "bid_price": 81.11,
  "ask_price": 81.13,
  "visible_bid_pool_count": 3,
  "visible_ask_pool_count": 3
}