Liquidity book

Full pair/profile book with aggregate and per-pool views.

liquidity_book is the full pair/profile book snapshot. It includes:

  • an aggregate book;
  • per-pool books;
  • spread summaries;
  • depth bands;
  • current slot;
  • per-pool freshness fields.

Liquidity book subscriptions are slot-cadenced:

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

Example shape:

{
  "type": "liquidity_book",
  "published_at_ms": 1783348800000,
  "source_timestamp_ms": 1783348799988,
  "source_age_ms": 12,
  "pair": "SOL-USDC",
  "profile": "dense",
  "current_slot": 430700000,
  "price": 81.12,
  "contract_version": "market_data.v1",
  "aggregate": {
    "id": "aggregate",
    "label": "aggregate",
    "display_name": "Aggregate",
    "bids": [{ "price": 81.11, "cumulative_base": 10 }],
    "asks": [{ "price": 81.13, "cumulative_base": 10 }],
    "spreads": { "best_abs": 0.02, "best_bps": 2.46, "by_depth": [] }
  },
  "pools": [],
  "depth_bands": []
}