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)

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

The first notification will contain the whole book (bid and ask amounts for all prices). After that there will only be information about changes to individual price levels.

The first notification will contain the amounts for all price levels (list of ['new', price, amount] tuples). All following notifications will contain a list of tuples with action, price level and new amount ([action, price, amount]). Action can be either new, change or delete.

Each notification will contain a change_id field, and each message except for the first one will contain a field prev_change_id. If prev_change_id is equal to the change_id of the previous message, this means that no messages have been missed.

The amount for perpetual and futures is in USD units, for options it is in 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: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

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

⌘I

Introduction

Websockets

book.(instrument_name).(interval)