# Orderbook

## Orderbook data

This guide explains how to use the WebSocket API to subscribe to market data updates via the `/orderbook` channel.

***

### Overview

The WebSocket API allows clients to receive real-time market data updates. Subscribing to the `/orderbook` channel provides updates for market ticker data, including prices, bids, asks, and quantities.

***

### Channel

#### `/orderbook/*`

* Subscribe to get ticker data from all active markets.

#### `/orderbook/bytradingpair/{market symbol}`

* Subscribe to get ticker data from specific markets
* Client may be subscribed to many markets at the same time.

***

### Subscription

```json
{
    "id": "94c68f6e-44ba-46ec-b9fb-4eb7addfe5ea",
    "type": "subscribe",
    "channel": "orderbook/*",
    "authorization": {
        "host": "vfqqino6svadzoqkann4355in4.appsync-api.eu-central-1.amazonaws.com",
        "x-amz-date": "20250117T133706Z",
        "x-api-key": "da2-vjlcb7rsira4bggsctnmzcjvwe"
    }
}
```

```json
{"id":"94c68f6e-44ba-46ec-b9fb-4eb7addfe5ea","type":"subscribe_success"}
```

***

### Market Data Model

When subscribed to the `/orderbook` channel, the server sends market data updates in the following format:

#### Level 2 Market Data Example

#### Example message

```json
{
  "channel": "orderbook",
  "data": [
    {
      "symbol": "ABCEUROe",
      "buy": [
        {
          "limit": 120.05,
          "totalQuantity": 36,
          "orderCount": 2
        },
        {
          "limit": 120.0,
          "totalQuantity": 65,
          "orderCount": 1
        }
      ],
      "sell": [
        {
          "limit": 120.2,
          "totalQuantity": 150.5,
          "orderCount": 3
        },
        {
          "limit": 120.5,
          "totalQuantity": 77,
          "orderCount": 1
        }
      ],
      "time": "2024-12-16T12:28:22.462Z"
    }
  ]
}
```

#### Field Descriptions

| Field           | Type              | Description                                            |
| --------------- | ----------------- | ------------------------------------------------------ |
| `channel`       | String            | The type of data channel, e.g., "orderbook".           |
| `data`          | Array             | Array containing market data for the specified symbol. |
| `symbol`        | String            | The trading pair, e.g., "ABCEUROe".                    |
| `buy`           | Array of Objects  | List of buy orders with price levels and quantities.   |
| `sell`          | Array of Objects  | List of sell orders with price levels and quantities.  |
| `limit`         | Number            | Price limit for the order.                             |
| `totalQuantity` | Number            | Total quantity of orders at the price level.           |
| `orderCount`    | Number            | Number of orders at the price level.                   |
| `time`          | String (ISO 8601) | Timestamp of the market data.                          |


---

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```
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