orderBookDelta messages whenever the order book changes:
| Field | Type | Description |
|---|---|---|
data.orders | array | Array of order book changes |
data.orders[].orderType | string | Order side: “buy” or “sell” |
data.orders[].price | string | Price level |
data.orders[].quantity | string | Updated quantity at this price level |
data.statusCode | number | HTTP status code indicating success (200) |
resultType | string | Always “orderBookDelta” for real-time updates |
Order Book Snapshot Request
There is one request available called emitOrderBook that returns a full order book snapshot withorderBook response messages. This request is useful for:
- Bootstrap order book state when first subscribing to the stream
- Recover after temporary data loss or connection issues
- Synchronize local book models with the current market state
- Get the complete order book picture before processing delta updates
Request
Response
| Field | Type | Description |
|---|---|---|
data.orders | array | Array of order book entries |
data.orders[].orderType | string | Order side: “buy” or “sell” |
data.orders[].price | string | Price level |
data.orders[].quantity | string | Total quantity at this price level |
data.statusCode | number | HTTP status code indicating success (200) |
resultType | string | Always “orderBook” for snapshot responses |