Messages

{
  "data": {
    "timestamp": 1554375447971,
    "instrument_name": "ETH-PERPETUAL",
    "change_id": 109615,
    "bids": [
      [
        160,
        40
      ]
    ],
    "asks": [
      [
        161,
        20
      ]
    ]
  }
}

Orderbook

book.(instrument_name).(group).(depth).(interval)

Aggregated order book updates for a specific instrument.

Notifications are sent once per specified interval, with prices grouped (rounded) according to group, and the book truncated to the specified depth (number of price levels).

The asks and bids fields are both lists of [price, amount] pairs.

price: price level, rounded according to group (USD per BTC)
amount: total amount at that price level

Units: For perpetual and inverse futures the amount is in USD units. For options and linear futures it is in the underlying base currency coin.

Messages

{
  "data": {
    "timestamp": 1554375447971,
    "instrument_name": "ETH-PERPETUAL",
    "change_id": 109615,
    "bids": [
      [
        160,
        40
      ]
    ],
    "asks": [
      [
        161,
        20
      ]
    ]
  }
}

instrument_name

type:string

required

The name of the instrument

group

type:string

required

Group prices (by rounding). Use none for no grouping.

For ETH cryptocurrency, the real group is divided by 100.0. Example: a value of 5 means using 0.05.

Allowed values:

BTC: none, 1, 2, 5, 10
ETH: none, 5, 10, 25, 100, 250

Allowed values: none, 1, 2, 5, 10, 25, 100, 250

depth

type:string

required

Number of price levels to be included

Allowed values: 1, 10, 20

interval

type:string

required

Frequency of notifications. Events will be aggregated over this interval. The value raw means no aggregation will be applied (Please note that raw interval is only available to authorized users)

Allowed values: raw, 100ms, agg2

Subscription Request

type:object

Client sends subscription request to subscribe to notification channel. Please refer to Notification page for more information.

Subscription Notification Data

type:object

Server sends subscription notification data

book.(instrument_name).(interval) ticker.(instrument_name).(interval)

⌘I

Introduction

Websockets

book.(instrument_name).(group).(depth).(interval)