For the complete documentation index, see llms.txt. This page is also available as Markdown.

SUBSCRIBE Orderbook Throttled

UPDATE TIME

100ms OR 500ms

Request

Field
Type
Required
Description

op

string

Yes

Operation code allowed values: subscribe unsubscribe

data

array of strings

Yes

Channel name in the format orderbook-100ms:SYMBOL. Example: orderbook-100ms:ETH-31MAR23-1350-C

Example

{
	"op":"subscribe", 
	"data": ["orderbook-100ms:ETH-31MAR23-1350-C"]
}
{
	"op":"subscribe", 
	"data": ["orderbook-500ms:ETH-31MAR23-1350-C"]
}

Response

Field
Type
Required
Description

channel

string

Yes

Channel name in the format orderbook-100ms:INSTRUMENT_NAME. Example: orderbook-100ms:ETH-31MAR23-1350-C

data.type

string

Yes

Type of orderbook message. Allowed values: snapshot update

data.instrument_id

string

Yes

Instrument ID number. Example: 12

data.instrument_name

string

Yes

Instrument symbol. Example: ETH-24DEC22-1250-C

data.instrument_type

string

Yes

Type of instrument. Allowed values: OPTION PERPETUAL

data.bids

array of arrays

Yes

Array of 3 elements - price in USD, contract amount and order IV. Example: [["1", "10", "0.75"]]

data.asks

array of arrays

Yes

Array of 3 elements - price in USD, contract amount and order IV. Example: [["1", "10", "0.85"]]

data.last_updated

string

Yes

Last updated timestamp in UNIX timestamp in nanoseconds. Example: 1680249600000000000

data.checksum

string

Yes

Payload checksum. Example: 1321749405

Last updated

Was this helpful?