1. is there any relationship between last_quantity, volume in full mode response 2. buy_quantity = Total quantity of buy orders that are executed? or just the quantity of orders placed ? 3. sell_quantity = Total quantity of sell orders that are executed? or just the quantity of orders placed ? 4. except for last_quantity rest volume, buy_quantity, sell quantity are cumulative sum??
Volume data you see on live market data APIs are cumulative value. Total buy quantity and total sell quantity are sums of the quantity of all the pending orders at the exchange.
Total buy quantity and total sell quantity are sums of the quantity of all the pending orders at the exchange.
Are you referring to the last traded quantity?
I am expecting the Total Executed Sell Quantity and Total Executed Buy Quantity separately to see who was dominating(Buyers or Sellers)