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.