Could someone clarify exactly how the volume field is computed — e.g., is it derived from an off-chain matching-engine log rather than reconstructable from on-chain events, does it double-count maker+taker notional, or does it include something else entirely? Any pointer to docs or source would help a lot. Thanks!
Could someone clarify exactly how the volume field is computed — e.g., is it derived from an off-chain matching-engine log rather than reconstructable from on-chain events, does it double-count maker+taker notional, or does it include something else entirely? Any pointer to docs or source would help a lot. Thanks!