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On connection, it sends orderBook and completedOrders snapshots first, followed by orderBookDelta and completedOrdersDelta messages.

​
Message — Order Book

{
  "resultType": "orderBook",
  "data": {
    "statusCode": 200,
    "orders": [
      {
        "quantity": "1",
        "price": "2000",
        "orderType": "buy"
      },
      {
        "quantity": "0.7",
        "price": "2100",
        "orderType": "sell"
      }
    ]
  }
}
FieldTypeRequiredDescription
resultTypestringYesorderBook
data.statusCodenumberYes200
data.ordersarrayYesFull order book entries
data.orders[].orderTypestringYesOrder side: buy or sell
data.orders[].pricestringYesPrice level
data.orders[].quantitystringYesTotal quantity at this price level

​
Message — Order Book Delta

{
  "resultType": "orderBookDelta",
  "data": {
    "statusCode": 200,
    "orders": [
      {
        "quantity": "1",
        "price": "2000",
        "orderType": "buy"
      },
      {
        "quantity": "0",
        "price": "2100",
        "orderType": "sell"
      }
    ]
  }
}
FieldTypeRequiredDescription
resultTypestringYesorderBookDelta
data.statusCodenumberYes200
data.ordersarrayYesIncremental order book changes
data.orders[].orderTypestringYesOrder side: buy or sell
data.orders[].pricestringYesPrice level
data.orders[].quantitystringYesNew total quantity at this price level

​
Message — Completed Orders

{
  "resultType": "completedOrders",
  "data": {
    "statusCode": 200,
    "orders": [
      {
        "price": "2100",
        "quantity": "0.1",
        "matchId": "07e887c4-9b6f-4382-9947-d4fc6212b813",
        "updatedAt": 1703710438931,
        "orderType": "buy",
        "executionType": "maker"
      },
      {
        "price": "2100",
        "quantity": "0.1",
        "matchId": "17e887c4-9b6f-4382-9947-d4fc6212b813",
        "updatedAt": 1703710438931,
        "orderType": "sell",
        "executionType": "taker"
      },
      {
        "price": "2000",
        "quantity": "1",
        "matchId": "27e887c4-9b6f-4382-9947-d4fc6212b813",
        "updatedAt": 1703703498217,
        "orderType": "sell",
        "executionType": "maker"
      },
      {
        "price": "2000",
        "quantity": "1",
        "matchId": "37e887c4-9b6f-4382-9947-d4fc6212b813",
        "updatedAt": 1703703498217,
        "orderType": "buy",
        "executionType": "taker"
      }
    ]
  }
}
FieldTypeRequiredDescription
resultTypestringYescompletedOrders
data.statusCodenumberYes200
data.ordersarrayYesSnapshot of recent trade executions
data.orders[].executionTypestringYesOrder execution role: taker or maker
data.orders[].matchIdstringYesUnique identifier for the trade match
data.orders[].orderTypestringYesOrder side: buy or sell
data.orders[].pricestringYesExecution price
data.orders[].quantitystringYesExecution quantity
data.orders[].updatedAtnumberYesExecution timestamp (milliseconds since epoch)

​
Message — Completed Orders Delta

{
  "resultType": "completedOrdersDelta",
  "data": {
    "statusCode": 200,
    "orders": [
      {
        "price": "2100",
        "quantity": "0.1",
        "matchId": "07e887c4-9b6f-4382-9947-d4fc6212b813",
        "updatedAt": 1703710438931,
        "orderType": "buy",
        "executionType": "maker"
      },
      {
        "price": "2100",
        "quantity": "0.1",
        "matchId": "07e887c4-9b6f-4382-9947-d4fc6212b813",
        "updatedAt": 1703710438931,
        "orderType": "sell",
        "executionType": "taker"
      }
    ]
  }
}
FieldTypeRequiredDescription
resultTypestringYescompletedOrdersDelta
data.statusCodenumberYes200
data.ordersarrayYesNew trade executions since last update
data.orders[].executionTypestringYesOrder execution role: taker or maker
data.orders[].matchIdstringYesUnique identifier for the trade match
data.orders[].orderTypestringYesOrder side: buy or sell
data.orders[].pricestringYesExecution price
data.orders[].quantitystringYesExecution quantity
data.orders[].updatedAtnumberYesExecution timestamp (milliseconds since epoch)