Orderbook

Streams book data for given symbol at a set aggregation level as they update

Refer to Websocket for establishing the websocket connection.

Params

{
    "method": "subscribe",
    "params": {
        "source": "book",
        "symbol": "SOL",
        "agg_level": 1  // Aggregation level
    }
}

where agg_levelcan be one of 1, 10, 100, 1000, 10000.

Stream

{
  "channel": "book",
  "data": {
    "l": [
      [
        {
          "a": "37.86",
          "n": 4,
          "p": "157.47"
        },
        // ... other aggegated bid levels
      ],
      [
        {
          "a": "12.7",
          "n": 2,
          "p": "157.49"
        },
        {
          "a": "44.45",
          "n": 3,
          "p": "157.5"
        },
        // ... other aggregated ask levels
      ]
    ],
    "s": "SOL",
    "t": 1749051881187,
    "li": 1559885104
  }
}

The book websocket stream updates once every 100ms

Field	Type	Description
'l'	array	[Bids, Asks]
'a'	decimal string	Total amount in aggregation level.
'n'	integer	Number of orders in aggregation level.
'p'	decimal string	In bids array, this is highest price in aggregation level. In asks array, this is lowest price is aggregation level
's'	string	Symbol
't'	number	Timestamp in milliseconds
'li'	number	Exchange-wide nonce. Used to reliably determine exchange event ordering. Sequential and not subject to clock drift.