Messages

{
  "data": {
    "type": "snapshot",
    "timestamp": 1554373962454,
    "instrument_name": "BTC-PERPETUAL",
    "change_id": 297217,
    "bids": [
      [
        "new",
        5042.34,
        30
      ],
      [
        "new",
        5041.94,
        20
      ]
    ],
    "asks": [
      [
        "new",
        5042.64,
        40
      ],
      [
        "new",
        5043.3,
        40
      ]
    ]
  }
}

Orderbook

book.(instrument_name).(interval)

Real-time order book updates for a specific instrument.

The first notification contains a full snapshot of the book (bids and asks for all price levels).
Subsequent notifications contain only incremental changes to individual price levels.
Updates are tuples in the form [action, price, amount], where action is one of: new, change, delete.

Each notification includes a change_id. Every message except the first also contains prev_change_id. If prev_change_id equals the change_id of the previous message, it indicates that no messages were missed.

Units: For perpetuals and futures, amount is in USD units. For options, amount is in the corresponding cryptocurrency contracts (e.g., BTC or ETH).

Messages

{
  "data": {
    "type": "snapshot",
    "timestamp": 1554373962454,
    "instrument_name": "BTC-PERPETUAL",
    "change_id": 297217,
    "bids": [
      [
        "new",
        5042.34,
        30
      ],
      [
        "new",
        5041.94,
        20
      ]
    ],
    "asks": [
      [
        "new",
        5042.64,
        40
      ],
      [
        "new",
        5043.3,
        40
      ]
    ]
  }
}

instrument_name

type:string

required

The name of the instrument

interval

type:enum

required

Frequency of notifications. Events will be aggregated over this interval. The value raw means no aggregation will be applied (Please note that raw interval is only available to authorized users)

Allowed values: raw, 100ms, agg2

Available options: raw, 100ms, agg2

Subscription Request

type:object

Client sends subscription request to subscribe to notification channel. Please refer to Notification page for more information.

Subscription Notification Data

type:object

Server sends subscription notification data

data

type:object

required

instrument_name

type:string

required

Unique instrument identifier

change_id

type:integer

required

Identifier of the notification

prev_change_id

type:integer

Identifier of the previous notification (it's not included for the first notification)

asks

type:array

required

bids

type:array

required

timestamp

type:integer

The timestamp of last change (milliseconds since the Unix epoch)

type

type:enum

Type of notification: snapshot for initial, change for others

Available options: snapshot, change

announcements book.(instrument_name).(group).(depth).(interval)

⌘I