Channel Name Schema
orderbook.{instrument_name}.{group}.{depth}
orderbook.{instrument_name}.{group}.{depth}Periodically publishes bids and asks for an instrument.
Channel Parameters
depth
string required |
group
string required |
instrument_name
string required |
Notification Data
channel
string required |
data object required |
data.
instrument_name
string required |
data.
publish_id
integer required |
data.
timestamp
integer required |
data.
asks
array of arrays required |
data.
bids
array of arrays required |
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}