Channel Name Schema
orderbook.{instrument_name}.{group}.{depth}
orderbook.{instrument_name}.{group}.{depth}Periodically publishes bids and asks for an instrument.
The 100ms orderbook emits at 1s intervals if the orderbook is not changing, otherwise emits at 100ms intervals.
Channel Parameters
| depthstringrequired Number of price levels returned enum 11020100 |
| groupstringrequired Price grouping (rounding) enum 110100 |
| instrument_namestringrequired Instrument name |
Notification Data
| channelstringrequired Subscribed channel name |
| dataobjectrequired |
| data.instrument_namestringrequired Instrument name |
| data.publish_idintegerrequired Publish ID, incremented for each publish |
| data.timestampintegerrequired Timestamp of the orderbook snapshot |
| data.asksarray of arraysrequired List of asks as [price, amount] tuples optionally grouped into price buckets |
| data.bidsarray of arraysrequired 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}