Messages
{
"message": "emitPublicOrderBook",
"content": {
"clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a",
"market": "BTC-10JUL26-55000-C"
}
}{
"resultType": "publicOrderBook",
"market": "BTC-10JUL26-55000-C",
"data": {
"orderBook": {
"contract": "BTC-10JUL26-55000-C",
"orders": [
{
"orderType": "sell",
"price": "7247.97",
"quantity": "4",
"iv": "0.5968"
},
{
"orderType": "buy",
"price": "7104.44",
"quantity": "4"
},
{
"orderType": "buy",
"price": "6960.92",
"quantity": "16"
},
{
"orderType": "buy",
"price": "6700",
"quantity": "1"
}
],
"bestBid": {
"price": "7104.44",
"size": "4"
},
"bestAsk": {
"price": "7247.97",
"size": "4",
"iv": "0.5968"
},
"ts": 1783085417173
},
"statusCode": 200,
"clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a"
}
}{
"resultType": "publicOrderBookDelta",
"market": "BTC-10JUL26-55000-C",
"data": {
"orderBook": {
"contract": "BTC-10JUL26-55000-C",
"orders": [
{
"orderType": "buy",
"price": "6700",
"quantity": "0"
}
],
"bestBid": {
"price": "7204.26",
"size": "4"
},
"bestAsk": {
"price": "7210.97",
"size": "3"
},
"ts": 1783351516417
},
"statusCode": 200
}
}WS Reference
Order Book Stream
Full order book snapshots and deltas for a contract.
WSS
?product=options&market=
{market}
&expiration=
{expiration}
&strike=
{strike}
&type=
{type}
&subscriptions=optionsPublicOrderBook
This stream is available on the
optionsPublicOrderBook subscription. It provides the order book for a single contract, including implied volatility on the ask side.
For
publicOrderBookDelta messages, quantity is the absolute size at that price level. A quantity of 0 means the level should be removed from your local book.Snapshot vs. Delta
TheemitPublicOrderBook request returns a full order book snapshot via publicOrderBook. Use it to bootstrap your local book when you first subscribe, or to resynchronize after a gap.Messages
{
"message": "emitPublicOrderBook",
"content": {
"clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a",
"market": "BTC-10JUL26-55000-C"
}
}{
"resultType": "publicOrderBook",
"market": "BTC-10JUL26-55000-C",
"data": {
"orderBook": {
"contract": "BTC-10JUL26-55000-C",
"orders": [
{
"orderType": "sell",
"price": "7247.97",
"quantity": "4",
"iv": "0.5968"
},
{
"orderType": "buy",
"price": "7104.44",
"quantity": "4"
},
{
"orderType": "buy",
"price": "6960.92",
"quantity": "16"
},
{
"orderType": "buy",
"price": "6700",
"quantity": "1"
}
],
"bestBid": {
"price": "7104.44",
"size": "4"
},
"bestAsk": {
"price": "7247.97",
"size": "4",
"iv": "0.5968"
},
"ts": 1783085417173
},
"statusCode": 200,
"clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a"
}
}{
"resultType": "publicOrderBookDelta",
"market": "BTC-10JUL26-55000-C",
"data": {
"orderBook": {
"contract": "BTC-10JUL26-55000-C",
"orders": [
{
"orderType": "buy",
"price": "6700",
"quantity": "0"
}
],
"bestBid": {
"price": "7204.26",
"size": "4"
},
"bestAsk": {
"price": "7210.97",
"size": "3"
},
"ts": 1783351516417
},
"statusCode": 200
}
}market
type:string
required
A specific market (e.g. BTC-USDT) or ALL.
expiration
type:string
required
Contract expiration, e.g. 24JUN26. Requires market; omit to match every expiration.
strike
type:string
required
Strike price, e.g. 62000. Requires expiration; omit to match every strike.
type
type:string
required
C (call) or P (put). Requires strike; omit to match both.
Sec-WebSocket-Protocol
type:httpApiKey
Supply as authorization#<JWT> during the WebSocket handshake.
Emit Public Order Book
type:object
Order Book Snapshot
type:object
Response to emitPublicOrderBook.
Order Book Delta
type:object
⌘I