Channel Name Schema

`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


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}