Order Book Stream

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"
      }
    ]
  }
}

Field	Type	Required	Description
resultType	string	Yes	orderBook
data.statusCode	number	Yes	200
data.orders	array	Yes	Full order book entries
data.orders[].orderType	string	Yes	Order side: buy or sell
data.orders[].price	string	Yes	Price level
data.orders[].quantity	string	Yes	Total 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"
      }
    ]
  }
}

Field	Type	Required	Description
resultType	string	Yes	orderBookDelta
data.statusCode	number	Yes	200
data.orders	array	Yes	Incremental order book changes
data.orders[].orderType	string	Yes	Order side: buy or sell
data.orders[].price	string	Yes	Price level
data.orders[].quantity	string	Yes	New 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"
      }
    ]
  }
}

Field	Type	Required	Description
resultType	string	Yes	completedOrders
data.statusCode	number	Yes	200
data.orders	array	Yes	Snapshot of recent trade executions
data.orders[].executionType	string	Yes	Order execution role: taker or maker
data.orders[].matchId	string	Yes	Unique identifier for the trade match
data.orders[].orderType	string	Yes	Order side: buy or sell
data.orders[].price	string	Yes	Execution price
data.orders[].quantity	string	Yes	Execution quantity
data.orders[].updatedAt	number	Yes	Execution 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"
      }
    ]
  }
}

Field	Type	Required	Description
resultType	string	Yes	completedOrdersDelta
data.statusCode	number	Yes	200
data.orders	array	Yes	New trade executions since last update
data.orders[].executionType	string	Yes	Order execution role: taker or maker
data.orders[].matchId	string	Yes	Unique identifier for the trade match
data.orders[].orderType	string	Yes	Order side: buy or sell
data.orders[].price	string	Yes	Execution price
data.orders[].quantity	string	Yes	Execution quantity
data.orders[].updatedAt	number	Yes	Execution timestamp (milliseconds since epoch)