Orderbook

Subscribe to full depth-100 orderbook snapshots for a symbol via WebSocket, pushed every second.

{symbol}@orderbook depth 100 push every 1s

{
  "id": "clientID2",
  "topic": "PERP_WOO_USDC@orderbook",
  "event": "subscribe"
}

Parameters

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

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

{
    "topic": "PERP_WOO_USDC@orderbook",
    "ts": 1614152140945,
    "data": {
        "symbol": "PERP_WOO_USDC",
        "asks": [
            [
                0.31075,
                2379.63
            ],
            [
                0.31076,
                4818.76
            ],
            [
                0.31078,
                8496.1
            ],
            ...
        ],
        "bids": [
            [
                0.30891,
                2469.98
            ],
            [
                0.3089,
                482.5
            ],
            [
                0.30877,
                20
            ],
            ...
        ]
    }
}

Orderly Predict

For a Predict round symbol (<binary_symbol>), the push additionally includes down_asks and down_bids. asks and bids keep their existing UP-side semantics and payload. 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>@orderbook",
  "ts": 1614152140945,
  "data": {
    "symbol": "<binary_symbol>",
    "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.