Orderbook

Orderbook data

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

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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.

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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.

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Subscription

{
    "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"
    }
}

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

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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

{
  "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.