This stream provides the order book for a single contract, including implied volatility
on the ask side. Subscribe with the publicOrderBook subscription. Updates arrive as
publicOrderBookDelta messages, and you can request a full snapshot at any time with
emitPublicOrderBook.
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.
publicOrderBookDelta messages whenever
the order book changes:
{
"resultType": "publicOrderBookDelta",
"market": "BTC-10JUL26-55000-C",
"data": {
"market": "BTC-10JUL26-55000-C",
"orders": [
{ "orderType": "buy", "price": "6700", "quantity": "0" }
],
"bestBid": { "price": "7204.26", "size": "4" },
"bestAsk": { "price": "7210.97", "size": "3" },
"statusCode": 200,
"ts": 1783351516417
}
}
| Field | Type | Required | Description |
|---|
resultType | string | Yes | publicOrderBookDelta |
market | string | Yes | Contract name |
data.market | string | Yes | Contract name |
data.orders | array | Yes | Changed price levels |
data.orders[].orderType | string | Yes | Side: buy or sell |
data.orders[].price | string | Yes | Price level |
data.orders[].quantity | string | Yes | New absolute size at the level; 0 removes the level |
data.orders[].iv | string | No | Implied volatility at the level (present on the ask side) |
data.bestBid / data.bestAsk | object | No | Updated top-of-book summary (price, size, and iv on the ask side); omitted if that side is empty |
data.statusCode | number | Yes | 200 |
data.ts | number | Yes | Timestamp (ms since epoch) |
Order Book Snapshot Request
Request a full order book snapshot with emitPublicOrderBook, which returns a
publicOrderBook message. Use it to bootstrap your local book when you first subscribe, or to
resynchronize after a gap.
Request
{
"message": "emitPublicOrderBook",
"content": {
"clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a",
"market": "BTC-10JUL26-55000-C"
}
}
| Field | Type | Required | Description |
|---|
message | string | Yes | emitPublicOrderBook |
content.clientRequestId | string | No | Client-generated UUID for correlation |
content.market | string | Yes | Contract name |
Response
{
"resultType": "publicOrderBook",
"market": "BTC-10JUL26-55000-C",
"data": {
"market": "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" },
"statusCode": 200,
"ts": 1783085417173,
"clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a"
}
}
| Field | Type | Required | Description |
|---|
resultType | string | Yes | publicOrderBook |
market | string | Yes | Contract name |
data.market | string | Yes | Contract name |
data.orders | array | Yes | Price levels |
data.orders[].orderType | string | Yes | Side: buy or sell |
data.orders[].price | string | Yes | Price level |
data.orders[].quantity | string | Yes | Size at the price level |
data.orders[].iv | string | No | Implied volatility at the level (present on the ask side) |
data.bestBid / data.bestAsk | object | No | Top-of-book summary (price, size, and iv on the ask side); omitted if that side is empty |
data.statusCode | number | Yes | 200 |
data.ts | number | Yes | Timestamp (ms since epoch) |
data.clientRequestId | string | No | Client-generated UUID for correlation |
