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This stream provides real-time order book updates for a specified market. Upon subscription to this stream, you will receive orderBookDelta messages whenever the order book changes:
{
    "data": {
        "orders": [
            {
                "orderType": "sell",
                "price": "3181.41",
                "quantity": "38.92"
            },
            {
                "orderType": "buy",
                "price": "3181.39",
                "quantity": "38.98"
            }
        ],
        "statusCode": 200
    },
    "resultType": "orderBookDelta"
}
FieldTypeDescription
data.ordersarrayArray of order book changes
data.orders[].orderTypestringOrder side: “buy” or “sell”
data.orders[].pricestringPrice level
data.orders[].quantitystringUpdated quantity at this price level
data.statusCodenumberHTTP status code indicating success (200)
resultTypestringAlways “orderBookDelta” for real-time updates

Order Book Snapshot Request

There is one request available called emitOrderBook that returns a full order book snapshot with orderBook 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

{
  "message":"emitOrderBook"
}

Response

{
    "data": {
        "orders": [
            {
                "orderType": "buy",
                "price": "3181.39",
                "quantity": "38.98"
            },
            {
                "orderType": "sell",
                "price": "3181.41",
                "quantity": "38.92"
            }
        ],
        "statusCode": 200
    },
    "resultType": "orderBook"
}
FieldTypeDescription
data.ordersarrayArray of order book entries
data.orders[].orderTypestringOrder side: “buy” or “sell”
data.orders[].pricestringPrice level
data.orders[].quantitystringTotal quantity at this price level
data.statusCodenumberHTTP status code indicating success (200)
resultTypestringAlways “orderBook” for snapshot responses