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Order book

The ORDER_BOOK channel streams the market's order book: open asks and bids aggregated by price. Use it to build a live book or depth view.

Subscribe

Send a SUBSCRIBE with a unique channelUuid, "channel": "ORDER_BOOK", and the market symbol. You can optionally set tickSize to control price aggregation.

{
"action": "SUBSCRIBE",
"channel": "ORDER_BOOK",
"channelUuid": "your-unique-uuid",
"symbol": "ETH-USD",
"tickSize": "0.10"
}
FieldTypeDescription
channelUuidUUIDUnique id for this subscription
symbolStringMarket to receive order book for
tickSizeString(Optional) Price increment for grouping levels. Omit to use market default.

Response

A full snapshot is sent right after a successful subscription. After that, incremental updates are sent when the order book changes. Asks are sorted by price ascending; bids by price descending.

Example snapshot (public connection):

{
"channelUuid": "b9fd6c03-2a3f-4a77-95d4-1a7b24462802",
"asks": [
{ "price": "2010.00", "quantity": "15.00", "total": "25.00" },
{ "price": "2000.00", "quantity": "10.00", "total": "10.00" }
],
"bids": [
{ "price": "1990.00", "quantity": "5.00", "total": "5.00" },
{ "price": "1980.00", "quantity": "8.00", "total": "13.00" }
]
}
FieldTypeDescription
channelUuidUUIDMatches your subscription
asksArrayAsk levels: price, quantity at level, total cum.
bidsArrayBid levels: price, quantity at level, total cum.

Each level has price, quantity (size at that price), and total (cumulative quantity). Authenticated sessions may include extra fields (e.g. your orders at a level); for the Public API you only see the aggregated book.