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 — no depth limit).
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.

For Starbase-routed instruments, the published price levels include accepted mass-quote liquidity.

Depth: This channel delivers the complete order book with no depth restriction. If you need a depth-limited, price-grouped snapshot, use book.{instrument_name}.{group}.{depth}.{interval} instead.

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 selects the finest granularity - events are aggregated over a 1 millisecond interval (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

Introduction

Websockets

book.(instrument_name).(interval)