Orderbook Notification

Subscribe to this topic to receive notifications about orderbook updates for specific trading pairs.

Rules

  • Topic name: orderbook
  • ApiKey requred: No

Parameters

Parameter Required Note
market Y Trading pair
level Y Price aggregation level
count N Number of bids/ask price slots, count can not be larger than 50, and only take effect when snapshot is true.
snapshot N Default to false. If true, the client will receive full notification with up to count bid/ask price slots when at least one slot has update.

Status code

Value Note
104107 Invalid topic or parameters

Notification example

{
    "topic": {
        "topic:": "orderbook",
        "market": "LRC-USDT",
          "level": 0
    },
    "ts": 1584717910000,
    "startVersion": 1212121,
    "endVersion": "1212123",
    "data": {
        "bids": [
            [
                "295.97",  //price
                "456781000000000",  //size
                "3015000000000",  //volume
                "4"  //count
            ]
        ],
        "asks": [
            [
              "298.97",
              "456781000000000000",
              "301500000000000",
              "2"
            ]
        ]
    }
}

Data Model

Notification

Field Type Required Note
topic JSON Y Topic and parameters
ts integer Y Notification timestamp (milliseconds)
startVersion integer Y Previous version number
endVersion integer Y Updated versionnumber
data OrderBook Y The orderbook

OrderBook

Field Type Required Note
bids List[List[string]] Y PriceSlot array for bids
asks List[List[string]] Y PriceSlot array for asks

PriceSlot

Index Type Required Note
1 string Y Price
2 string Y Amount (quantity of base token)
3 string Y Total (quantity of quote token)
4 string Y Number of orders at this price

Note that amount and total are the curent values, not the delta between the current and the previous values.

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