Order Book Stream

This stream provides real-time order book updates for a specified market.

Upon subscription to this stream, you will receive publicOrderBookDelta 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": "publicOrderBookDelta"
}

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

Order Book Snapshot Request

There is one request called emitPublicOrderBook that returns a full order book snapshot with publicOrderBook 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":"emitPublicOrderBook"
}

Field	Type	Required	Description
message	string	Yes	emitPublicOrderBook

Response

{
    "data": {
        "orders": [
            {
                "orderType": "buy",
                "price": "3181.39",
                "quantity": "38.98"
            },
            {
                "orderType": "sell",
                "price": "3181.41",
                "quantity": "38.92"
            }
        ],
        "statusCode": 200
    },
    "resultType": "publicOrderBook"
}

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