Orderbook Notification
Subscribe to this topic to receive notifications about orderbook updates for specific trading pairs.
Rules
Topic name:
orderbook
ApiKey requred: No
Parameters
Parameter | Note |
---|---|
market | |
level | Price aggregation level |
count | Number of bids/ask price slots, count can not be larger than 50, and only take effect when snapshot is true. |
snapshot | Default to false. If true, the client will receive full notification with up to |
Status code
Value | Note |
---|---|
104107 | Invalid topic or parameters |
Notification example
Data Model
Notification
Field | Type | Note |
---|---|---|
topic | JSON | Topic and parameters |
ts | integer | Notification timestamp (milliseconds) |
startVersion | integer | Previous version number |
endVersion | integer | Updated versionnumber |
data | The orderbook |
OrderBook
Field | Type | Note |
---|---|---|
bids | List[List[string]] | PriceSlot array for bids |
asks | List[List[string]] | PriceSlot array for asks |
PriceSlot
Index | Type | Note |
---|---|---|
1 | string | Price |
2 | string | Amount (quantity of base token) |
3 | string | Total (quantity of quote token) |
4 | string | Number of orders at this price |
Note that amount and total are the current values, not the delta between the current and the previous values.
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