> ## Documentation Index
> Fetch the complete documentation index at: https://docs.deribit.com/llms.txt
> Use this file to discover all available pages before exploring further.
## Submitting Feedback
If you encounter incorrect, outdated, or confusing documentation on this page, submit feedback:
POST https://docs.deribit.com/feedback
```json
{
"path": "/subscriptions/orderbook/bookinstrument_namegroupdepthinterval",
"feedback": "Description of the issue"
}
```
Only submit feedback when you have something specific and actionable to report.
# book.(instrument_name).(group).(depth).(interval)
> Aggregated order book updates for a specific instrument.
Notifications are sent once per specified `interval`, with prices grouped (rounded) according to `group`, and the book truncated to the specified `depth` (number of price levels).
The `asks` and `bids` fields are both lists of `[price, amount]` pairs.
- `price`: price level, rounded according to `group` (USD per BTC)
- `amount`: total amount at that price level
**Units:** For perpetual and inverse futures the amount is in USD units. For options and linear futures it is in the underlying base currency coin.
## AsyncAPI
````yaml specifications/deribit_asyncapi.json book.(instrument_name).(group).(depth).(interval)
id: book.(instrument_name).(group).(depth).(interval)
title: 'book.(instrument_name).(group).(depth).(interval) '
description: >
Aggregated order book updates for a specific instrument.
Notifications are sent once per specified `interval`, with prices grouped
(rounded) according to `group`, and the book truncated to the specified
`depth` (number of price levels).
The `asks` and `bids` fields are both lists of `[price, amount]` pairs.
- `price`: price level, rounded according to `group` (USD per BTC)
- `amount`: total amount at that price level
**Units:** For perpetual and inverse futures the amount is in USD units. For
options and linear futures it is in the underlying base currency coin.
servers:
- id: production
protocol: wss
host: deribit.com/ws/api/v2
bindings: []
variables: []
- id: testnet
protocol: wss
host: test.deribit.com/ws/api/v2
bindings: []
variables: []
address: book.(instrument_name).(group).(depth).(interval)
parameters:
- id: instrument_name
jsonSchema:
type: string
description: The name of the instrument
description: The name of the instrument
type: string
required: true
deprecated: false
- id: group
jsonSchema:
type: string
description: >-
Group prices (by rounding). Use `none` for no grouping.
For ETH cryptocurrency, the real `group` is divided by `100.0`. Example:
a value of `5` means using `0.05`.
Allowed values:
- BTC: `none`, `1`, `2`, `5`, `10`
- ETH: `none`, `5`, `10`, `25`, `100`, `250`
**Allowed values:** `none`, `1`, `2`, `5`, `10`, `25`, `100`, `250`
enum:
- none
- '1'
- '2'
- '5'
- '10'
- '25'
- '100'
- '250'
description: >-
Group prices (by rounding). Use `none` for no grouping.
For ETH cryptocurrency, the real `group` is divided by `100.0`. Example: a
value of `5` means using `0.05`.
Allowed values:
- BTC: `none`, `1`, `2`, `5`, `10`
- ETH: `none`, `5`, `10`, `25`, `100`, `250`
**Allowed values:** `none`, `1`, `2`, `5`, `10`, `25`, `100`, `250`
type: string
required: true
deprecated: false
- id: depth
jsonSchema:
type: string
description: |-
Number of price levels to be included
**Allowed values:** `1`, `10`, `20`
enum:
- '1'
- '10'
- '20'
description: |-
Number of price levels to be included
**Allowed values:** `1`, `10`, `20`
type: string
required: true
deprecated: false
- id: interval
jsonSchema:
type: string
description: >-
Frequency of notifications. Events will be aggregated over this
interval.
**Allowed values:** `100ms`, `agg2`
enum:
- 100ms
- agg2
description: |-
Frequency of notifications. Events will be aggregated over this interval.
**Allowed values:** `100ms`, `agg2`
type: string
required: true
deprecated: false
bindings: []
operations:
- &ref_2
id: send_subscribe_book_instrument_name_group_depth_interval
title: Send subscribe request for order book
description: Client sends subscription request for order book updates
type: send
messages:
- &ref_4
id: subscription_message
contentType: application/json
payload:
- name: Subscription Notification Data
description: Server sends subscription notification data
type: object
properties:
- name: data
type: object
required: true
properties:
- name: instrument_name
type: string
description: Unique instrument identifier
required: false
- name: change_id
type: integer
description: id of the notification
required: false
- name: bids
type: array
required: false
- name: asks
type: array
required: false
- name: timestamp
type: integer
description: >-
The timestamp of last change (milliseconds since the Unix
epoch)
required: false
headers: []
jsonPayloadSchema:
type: object
description: Response containing notification data
properties:
data:
type: object
properties:
instrument_name:
type: string
description: Unique instrument identifier
example: BTC-PERPETUAL
x-parser-schema-id:
change_id:
type: integer
description: id of the notification
x-parser-schema-id:
bids:
type: array
items:
type: array
items:
type: number
x-parser-schema-id:
minItems: 2
maxItems: 2
description: List of bids (price-amount pairs)
x-parser-schema-id:
x-parser-schema-id:
asks:
type: array
items:
type: array
items:
type: number
x-parser-schema-id:
minItems: 2
maxItems: 2
description: List of asks (price-amount pairs)
x-parser-schema-id:
x-parser-schema-id:
timestamp:
type: integer
example: 1536569522277
description: >-
The timestamp of last change (milliseconds since the Unix
epoch)
x-parser-schema-id:
required:
- instrument_name
- change_id
- asks
- bids
additionalProperties: false
x-parser-schema-id:
required:
- data
additionalProperties: false
x-parser-schema-id:
title: Subscription Notification Data
description: Server sends subscription notification data
example: |-
{
"data": {
"timestamp": 1554375447971,
"instrument_name": "ETH-PERPETUAL",
"change_id": 109615,
"bids": [
[
160,
40
]
],
"asks": [
[
161,
20
]
]
}
}
bindings: []
extensions:
- id: x-parser-unique-object-id
value: subscription_message
bindings: []
extensions: &ref_0
- id: x-parser-unique-object-id
value: book.(instrument_name).(group).(depth).(interval)
- &ref_1
id: receive_book_instrument_name_group_depth_interval_updates
title: Receive order book updates
description: Client receives order book update notifications
type: receive
messages:
- &ref_3
id: subscribe_request
contentType: application/json
payload:
- name: Subscription Request
description: >-
Client sends subscription request to subscribe to notification
channel. Please refer to [Notification
page](https://deribit.mintlify.app/articles/notifications) for
more information.
type: object
properties: []
headers: []
jsonPayloadSchema:
properties: {}
additionalProperties: false
x-parser-schema-id:
title: Subscription Request
description: >-
Client sends subscription request to subscribe to notification
channel. Please refer to [Notification
page](https://deribit.mintlify.app/articles/notifications) for more
information.
example: |-
{
"jsonrpc": "2.0",
"method": "public/subscribe",
"id": 42,
"params": {
"channels": [
"book.BTC-PERPETUAL.(group).(depth).100ms"
]
}
}
bindings: []
extensions:
- id: x-parser-unique-object-id
value: subscribe_request
bindings: []
extensions: *ref_0
sendOperations:
- *ref_1
receiveOperations:
- *ref_2
sendMessages:
- *ref_3
receiveMessages:
- *ref_4
extensions:
- id: x-parser-unique-object-id
value: book.(instrument_name).(group).(depth).(interval)
securitySchemes: []
````