Orderbook

In order to indicate current pricing for Native APIs and aggregators, you have to send price levels for each supported pair on every network. The recommended frequency is every second for every pair on every supported network. The following is the message format expected by Native:

{ 
  "messageType": "orderbook",
  "message": {
    "chainId": number,  // e.g. 1 (mainnet), 137 (polygon)
    "baseTokenAddress": string,  // e.g. 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 (WETH)
    "quoteTokenAddress": string,  // e.g. 0xdac17f958d2ee523a2206206994597c13d831ec7 (USDT)
    "side": "buy" | "sell",
    "levels": [
      {
        // string representation of the quantity of current level e.g. (2.5 for 2.5 WETH)
        quantity: string,

        // string representation of the price per unit at that level 
        // (e.g. 3500 for "up to 2.5 WETH at 3500 USDT per WETH")
        price: string
      }
    ]
  }
}

Note: Order quantity is ordered in a non-cumulative way, let's say we have a WETH-USDT order book with the current price level:

[
   { quantity: "0.001", price: "1600" }, // The first 0.001 ETH is priced at 1600 USDT / WETH
   { quantity: "1", price: "1610" }, // The next 1 ETH is priced at 1610 USDT / WETH
   { quantity: "2", price: "1612" } // The next 2 ETH is priced at 1612 USDT / WETH
]

For example, if someone wanted to trade 3 WETH for USDT, the price would be: 0.001 * 1600 + 1 * 1610 + 1.999 * 1612 = 4833.988

Note: Native will cache these price levels for a max of 5 seconds (or until new levels are published) and use them to route RFQs. Price will be considered expired and invalid if you do not post new price levels after 5 seconds

Note: The first level is always the minimum amount you're looking to buy. if you want to support an arbitrarily small amount, you should pass the first level quantity as 0