Messages

{
  "data": {
    "timestamp": 1554375447971,
    "instrument_name": "ETH-PERPETUAL",
    "change_id": 109615,
    "bids": [
      [
        160,
        40
      ]
    ],
    "asks": [
      [
        161,
        20
      ]
    ]
  }
}

Orderbook

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

Notifies about changes to the order book for a certain instrument.

Notifications are sent once per specified interval, with prices grouped by (rounded to) the specified group, showing the complete order book to the specified depth (number of price levels).

The ‘asks’ and the ‘bids’ elements in the response are both a ‘list of lists’. Each element in the outer list is a list of exactly two elements: price and amount.

price is a price level (USD per BTC, rounded as specified by the ‘group’ parameter for the subscription).

amount indicates the amount of all orders at price level. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.

Messages

{
  "data": {
    "timestamp": 1554375447971,
    "instrument_name": "ETH-PERPETUAL",
    "change_id": 109615,
    "bids": [
      [
        160,
        40
      ]
    ],
    "asks": [
      [
        161,
        20
      ]
    ]
  }
}

instrument_name

type:string

required

The name of the instrument

group

type:string

required

Group prices (by rounding)

depth

type:string

required

Number of price levels

interval

type:string

required

Frequency of notifications

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

book.(instrument_name).(interval) ticker.(instrument_name).(interval)

⌘I

Introduction

Websockets

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