Order book

Real-time order book updates.

info

The first response after subscribing includes a full order book snapshot. Subsequent messages are incremental updates -- check the snapshot field to distinguish between the two.

Subscribe Request:

{
  "id": "12345",
  "method": "subscribe",
  "params": {
    "channel": "orderbook",
    "symbol": "BTC-USDT",
    "depth": 20,
    "precision": "0.01"
  }
}

Request parameters

Parameter	Description
symbol (required)	Trading pair symbol. Specify trading pair to get updates. See Get /api/v1/symbols for all currently available trading pairs.
depth (optional)	Number of price levels. Available values: 5, 10, 20, 50, 100, 200, 500.
precision (optional)	Price precision. Example available values: 0.0001, 0.001, 0.01, 0.1, 1. See GET /api/v1/symbols/symbol to get precision values for other pairs.

Response

The initial subscribe response includes a full order book snapshot.

Subscribe response example:

{
  "id": "12345",
  "result": {
    "success": true,
    "sequence": "3262786978",
    // the values "51190.00" and "0.45054140" indicate [price: string, size: string]
    "bids": [["51190.00", "0.45054140"],["51185.00", "1.20000000"]],
    "asks": [["51200.00", "0.30000000"],["51205.00", "0.75000000"]],
    "askTotalAmount": "1239.22351",
    "bidTotalAmount": "1156.45678"
  }
}

In this example: the values in pairs, for example "51190.00" and "0.45054140" indicate [price: string, size: string], meaning that the first value is the price and the second is the size.

Subscription Push Example:

{
  "method": "subscription",
  "params": {
    "channel": "orderbook",
    "symbol": "BTC-USDT",
    "depth": 20,
    "precision": "0.01",
    "data": {
      "snapshot": true,
      "sequence": "3262786979",
      "bids": [["51190.00", "0.45054140"],["51185.00", "1.20000000"]],
      "asks": [["51200.00", "0.30000000"],["51205.00", "0.75000000"]],
      "askTotalAmount": "1239.22351",
      "bidTotalAmount": "1156.45678"
    }
  }
}

Response Parameters

Parameter	Description
symbol (required)	Trading pair.
depth (optional)	Number of price levels, set in request.
precision (optional)	Price precision, set in request.
snapshot (required)	true — the full orderbook snapshot is returned, false — only incremental updates.
sequence (required)	A sequence number for the order book update. Type: string.
bids (required)	Array of bid (buy) price levels, sorted by price descending (best bid first). Each entry is [price, size]. Type: array.
asks (required)	Array of ask (sell) price levels, sorted by price ascending (best ask first). Each entry is [price, size]. Type: array.
askTotalAmount (required)	Total amount or volume of all current ask (sell) orders. Type: string.
bidTotalAmount (required)	Total amount or volume of all current bid (buy) orders. Type: string.