HomeDocumentationAPI Reference
Log In
API Reference

Orderbook (Instrument Name) (Group) (Depth)

Channel Name Schema

orderbook.{instrument_name}.{group}.{depth}

Periodically publishes bids and asks for an instrument.

Channel Parameters

depth  string required
Number of price levels returned
enum 1 10 20 100

group  string required
Price grouping (rounding)
enum 1 10 100

instrument_name  string required
Instrument name

Notification Data

channel  string required
Subscribed channel name

data  object required

data. instrument_name  string required
Instrument name

data. publish_id  integer required
Publish ID, incremented for each publish

data. timestamp  integer required
Timestamp of the orderbook snapshot

data. asks  array of arrays required
List of asks as [price, amount] tuples optionally grouped into price buckets

data. bids  array of arrays required
List of bids as [price, amount] tuples optionally grouped into price buckets

Example

Subscriptions are only available via websockets.

{request_example_javascript}
{request_example_python}

Notification messages on this channel will look like this:

{response_example_json}