[API]: Add AMM orders to market depth API

[JonRay15]

API Overview

In order to ... (context - overcome a problem or meet a requirement) display AMM orders in the book We will build an API to... (what - describe what the API needs to do) add them to the order book depth API So that ... (why - we create these outcomes) Console can show them

Specs

Spec name to spec or section within a spec

API request details

• [ ] Enhance the existing market depth API (I assume it is this one?) to show the orders coming from AMM
• [ ] The API will need to approximate the AMM volum curve into discrete price levels
• [ ] The API should indicate at each level how much of that volume is regular orders vs what is AMM
• [ ] A decision will be needed as to how far from the midprice we can generate and show this volume as it is expected to be a lot of data - performance benchmarking needed for this, doing some multiple of liquidity SLA for the market could be a good option here

Filtering requirements (inputs)

• [ ] Filter to show AMM vs non-AMM volume

Sample API output (optional)

Questions

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API test scenarios

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GIVEN (setup/context) WHEN (action) THEN (assertion) For example... See here for more format information and examples.

Additional Details (optional)

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