Order book update

Subscribe to incremental orderbook updates for a symbol via WebSocket, pushed every 200ms.

{symbol}@orderbookupdate updated orderbook push every 200ms

{
  "id": "clientID2",
  "topic": "PERP_NEAR_USDC@orderbookupdate",
  "event": "subscribe"
}

Parameters

Name	Type	Required	Description
id	string	Y	id generate by client
event	string	Y	subscribe/unsubscribe
topic	string	Y	{symbol}@orderbookupdate

Response

{
  "id": "clientID2",
  "event": "subscribe",
  "success": true,
  "ts": 1609924478533
}

Subscribed Message

{
    "topic":"PERP_NEAR_USDC@orderbookupdate",
    "ts":1618826337580,
    "data":{
        "symbol":"PERP_NEAR_USDC",
        "prevTs":1618826337380,
        "asks":[
            [
                15.15,
                3.92864
            ],
            [
                15.8,
                0
            ],
            ...
        ],
        "bids":[
            [
                14.2,
                1.03895025
            ],
            [
                13.6,
                1.0807
            ],
            ...
        ]
    }
}

Orderly Predict

For a Predict round symbol (<binary_symbol>), the push additionally includes down_asks and down_bids, following the same incremental-update rules as asks and bids. asks and bids keep their existing UP-side semantics. Each down_asks price is 1 - bid price, and each down_bids price is 1 - ask price; quantities are unchanged.

Subscribed Message

{
  "topic": "<binary_symbol>@orderbookupdate",
  "ts": 1618826337580,
  "data": {
    "symbol": "<binary_symbol>",
    "prevTs": 1618826337380,
    "asks": [[0.56, 120]],
    "bids": [[0.55, 100]],
    "down_asks": [[0.45, 100]],
    "down_bids": [[0.44, 120]]
  }
}

Non-Predict symbols do not return down_asks or down_bids. See Market Data for how the UP and DOWN sides relate.