Order Book Stream

Messages

{
  "resultType": "publicOrderBook",
  "market": "ETH-USDT",
  "data": {
    "clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a",
    "orders": [
      {
        "orderType": "buy",
        "price": "3181.39",
        "quantity": "38.98"
      },
      {
        "orderType": "sell",
        "price": "3181.41",
        "quantity": "38.92"
      }
    ],
    "statusCode": 200,
    "ts": 1772576154169
  }
}

{
  "resultType": "publicOrderBookDelta",
  "market": "ETH-USDT",
  "data": {
    "orders": [
      {
        "orderType": "sell",
        "price": "3181.41",
        "quantity": "38.92"
      },
      {
        "orderType": "buy",
        "price": "3181.39",
        "quantity": "38.98"
      }
    ],
    "statusCode": 200,
    "ts": 1772576154169
  }
}

WSS

?product=perpetuals&market=

{market}

&subscriptions=publicOrderBook

This stream is available on the publicOrderBook subscription. It provides real-time order book updates for a specified market via publicOrderBookDelta push messages, plus on-demand full snapshots via 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.

Snapshot vs. Delta

The emitPublicOrderBook request returns a full order book snapshot via publicOrderBook. Use it for:

Bootstrapping order book state when first subscribing to the stream
Recovering after temporary data loss or connection issues
Synchronizing local book models with the current market state
Getting the complete order book picture before processing delta updates

Messages

{
  "resultType": "publicOrderBook",
  "market": "ETH-USDT",
  "data": {
    "clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a",
    "orders": [
      {
        "orderType": "buy",
        "price": "3181.39",
        "quantity": "38.98"
      },
      {
        "orderType": "sell",
        "price": "3181.41",
        "quantity": "38.92"
      }
    ],
    "statusCode": 200,
    "ts": 1772576154169
  }
}

{
  "resultType": "publicOrderBookDelta",
  "market": "ETH-USDT",
  "data": {
    "orders": [
      {
        "orderType": "sell",
        "price": "3181.41",
        "quantity": "38.92"
      },
      {
        "orderType": "buy",
        "price": "3181.39",
        "quantity": "38.98"
      }
    ],
    "statusCode": 200,
    "ts": 1772576154169
  }
}

market

type:string

required

A specific market (e.g. BTC-USDT) or ALL. When ALL is used, market must be supplied explicitly in the content of every request that accepts it.

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

Guides

Formulas

WS Reference

API Reference

Snapshot vs. Delta

​Snapshot vs. Delta

Snapshot vs. Delta