Orderbook (Instrument Name) (Group) (Depth)

Channel Name Schema


Periodically publishes bids and asks for an instrument.

Channel Parameters

depth string required
Number of price levels returned
enum 1 10 20 100
group string required
Price grouping (rounding)
enum 1 10 100
instrument_name string required
Instrument name

Notification Data

channel string required
Subscribed channel name
data object required
data.instrument_name string required
Instrument name
data.publish_id integer required
Publish ID, incremented for each publish
data.timestamp integer required
Timestamp of the orderbook snapshot
data.asks array of arrays required
List of asks as [price, amount] tuples optionally grouped into price buckets
data.bids array of arrays required
List of bids as [price, amount] tuples optionally grouped into price buckets


Subscriptions are only available via websockets.


Notification messages on this channel will look like this: