SUBSCRIBE Orderbook Throttled
UPDATE TIME
100ms OR 500ms
Request
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
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
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