Orderbook (Instrument Name) (Group) (Depth)

Periodically publishes bids and asks for an instrument.


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


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

Subscriptions are only available via websockets.

{request_example_javascript}

{request_example_python}

Notification messages on this channel will look like this:

{response_example_json}