Book (Level 2)

{
    "method": "subscribe",
    "params": {
        "channel": "book",
        "symbol": [
            "ALGO/USD",
            "MATIC/USD"
        ]
    }
}

{
    "method": "subscribe",
    "result": {
        "channel": "book",
        "depth": 10,
        "snapshot": true,
        "symbol": "ALGO/USD"
    },
    "success": true,
    "time_in": "2023-10-06T17:35:55.219022Z",
    "time_out": "2023-10-06T17:35:55.219067Z"
}

{
    "method": "subscribe",
    "result": {
        "channel": "book",
        "depth": 10,
        "snapshot": true,
        "symbol": "MATIC/USD"
    },
    "success": true,
    "time_in": "2023-10-06T17:35:55.219022Z",
    "time_out": "2023-10-06T17:35:55.219067Z"
}

{
    "channel": "book",
    "type": "snapshot",
    "data": [
        {
            "symbol": "MATIC/USD",
            "bids": [
                {
                    "price": 0.5666,
                    "qty": 4831.75496356
                },
                {
                    "price": 0.5665,
                    "qty": 6658.22734739
                },
                {
                    "price": 0.5664,
                    "qty": 18724.91513344
                },
                {
                    "price": 0.5663,
                    "qty": 11563.92544914
                },
                {
                    "price": 0.5662,
                    "qty": 14006.65365711
                },
                {
                    "price": 0.5661,
                    "qty": 17454.85679807
                },
                {
                    "price": 0.566,
                    "qty": 18097.1547
                },
                {
                    "price": 0.5659,
                    "qty": 33644.89175666
                },
                {
                    "price": 0.5658,
                    "qty": 148.3464
                },
                {
                    "price": 0.5657,
                    "qty": 606.70854372
                }
            ],
            "asks": [
                {
                    "price": 0.5668,
                    "qty": 4410.79769741
                },
                {
                    "price": 0.5669,
                    "qty": 4655.40412487
                },
                {
                    "price": 0.567,
                    "qty": 49844.89424998
                },
                {
                    "price": 0.5671,
                    "qty": 24306.41678
                },
                {
                    "price": 0.5672,
                    "qty": 29783.25223475
                },
                {
                    "price": 0.5673,
                    "qty": 57234.71239278
                },
                {
                    "price": 0.5674,
                    "qty": 45065.04744
                },
                {
                    "price": 0.5675,
                    "qty": 5912.76380354
                },
                {
                    "price": 0.5676,
                    "qty": 42514.92434778
                },
                {
                    "price": 0.5677,
                    "qty": 36304.0847022
                }
            ],
            "checksum": 2439117997,
            "timestamp": "2023-10-06T17:35:55.440295Z"
        }
    ]
}

{
    "channel": "book",
    "type": "update",
    "data": [
        {
            "symbol": "MATIC/USD",
            "bids": [
                {
                    "price": 0.5657,
                    "qty": 1098.3947558
                }
            ],
            "asks": [],
            "checksum": 2114181697,
            "timestamp": "2023-10-06T17:35:55.440295Z"
        }
    ]
}

{
    "method": "unsubscribe",
    "params": {
        "channel": "book",
        "symbol": [
            "ALGO/USD",
            "MATIC/USD"
        ]
    }
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "book",
        "depth": 10,
        "snapshot": true,
        "symbol": "ALGO/USD"
    },
    "success": true,
    "time_in": "2023-10-06T17:35:55.219022Z",
    "time_out": "2023-10-06T17:35:55.219067Z"
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "book",
        "depth": 10,
        "snapshot": true,
        "symbol": "MATIC/USD"
    },
    "success": true,
    "time_in": "2023-10-06T17:35:55.219022Z",
    "time_out": "2023-10-06T17:35:55.219067Z"
}

{
    "method": "subscribe",
    "params": {
        "channel": "book",
        "symbol": [
            "ALGO/USD",
            "MATIC/USD"
        ]
    }
}

{
    "method": "subscribe",
    "result": {
        "channel": "book",
        "depth": 10,
        "snapshot": true,
        "symbol": "ALGO/USD"
    },
    "success": true,
    "time_in": "2023-10-06T17:35:55.219022Z",
    "time_out": "2023-10-06T17:35:55.219067Z"
}

{
    "method": "subscribe",
    "result": {
        "channel": "book",
        "depth": 10,
        "snapshot": true,
        "symbol": "MATIC/USD"
    },
    "success": true,
    "time_in": "2023-10-06T17:35:55.219022Z",
    "time_out": "2023-10-06T17:35:55.219067Z"
}

{
    "channel": "book",
    "type": "snapshot",
    "data": [
        {
            "symbol": "MATIC/USD",
            "bids": [
                {
                    "price": 0.5666,
                    "qty": 4831.75496356
                },
                {
                    "price": 0.5665,
                    "qty": 6658.22734739
                },
                {
                    "price": 0.5664,
                    "qty": 18724.91513344
                },
                {
                    "price": 0.5663,
                    "qty": 11563.92544914
                },
                {
                    "price": 0.5662,
                    "qty": 14006.65365711
                },
                {
                    "price": 0.5661,
                    "qty": 17454.85679807
                },
                {
                    "price": 0.566,
                    "qty": 18097.1547
                },
                {
                    "price": 0.5659,
                    "qty": 33644.89175666
                },
                {
                    "price": 0.5658,
                    "qty": 148.3464
                },
                {
                    "price": 0.5657,
                    "qty": 606.70854372
                }
            ],
            "asks": [
                {
                    "price": 0.5668,
                    "qty": 4410.79769741
                },
                {
                    "price": 0.5669,
                    "qty": 4655.40412487
                },
                {
                    "price": 0.567,
                    "qty": 49844.89424998
                },
                {
                    "price": 0.5671,
                    "qty": 24306.41678
                },
                {
                    "price": 0.5672,
                    "qty": 29783.25223475
                },
                {
                    "price": 0.5673,
                    "qty": 57234.71239278
                },
                {
                    "price": 0.5674,
                    "qty": 45065.04744
                },
                {
                    "price": 0.5675,
                    "qty": 5912.76380354
                },
                {
                    "price": 0.5676,
                    "qty": 42514.92434778
                },
                {
                    "price": 0.5677,
                    "qty": 36304.0847022
                }
            ],
            "checksum": 2439117997,
            "timestamp": "2023-10-06T17:35:55.440295Z"
        }
    ]
}

{
    "channel": "book",
    "type": "update",
    "data": [
        {
            "symbol": "MATIC/USD",
            "bids": [
                {
                    "price": 0.5657,
                    "qty": 1098.3947558
                }
            ],
            "asks": [],
            "checksum": 2114181697,
            "timestamp": "2023-10-06T17:35:55.440295Z"
        }
    ]
}

{
    "method": "unsubscribe",
    "params": {
        "channel": "book",
        "symbol": [
            "ALGO/USD",
            "MATIC/USD"
        ]
    }
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "book",
        "depth": 10,
        "snapshot": true,
        "symbol": "ALGO/USD"
    },
    "success": true,
    "time_in": "2023-10-06T17:35:55.219022Z",
    "time_out": "2023-10-06T17:35:55.219067Z"
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "book",
        "depth": 10,
        "snapshot": true,
        "symbol": "MATIC/USD"
    },
    "success": true,
    "time_in": "2023-10-06T17:35:55.219022Z",
    "time_out": "2023-10-06T17:35:55.219067Z"
}

The book channel streams level 2 (L2) order book. It describes the individual price levels in the book with aggregated order quantities at each level. Subscriptions to this channel can be made for multiple symbols at once by specifying a list of pairs in the symbol. For more detail on maintaining the order book and generating a checksum, see guide.

Request
Response

string

required

Value: subscribe

object

required

Hide properties

string

required

Value: book

string[]

required

Example: ["BTC/USD", "MATIC/GBP"]A list of currency pairs.

integer

One of: 10, 25, 100, 500, 1000
Default: 10The number of price levels to be received.

boolean

One of: true, false
Default: trueRequest a snapshot after subscribing.

integer

Optional client originated request identifier sent as acknowledgment in the response.

There is a separate acknowledgement response for each symbol in the subscription list.

string

required

Value: subscribe

object

Hide properties

string

required

Value: book

string

required

Example: "BTC/USD"The currency pair associated with this subscription.

integer

One of: 10, 25, 100, 500, 1000Specifies the number of price levels (in each side of the book) to be received.

boolean

Indicates if a snapshot is requested.

string[]

An advisory message, highlighting deprecated fields or upcoming changes to the channel.

boolean

Indicates if the request was successfully processed by the engine. One of: true, false

string

Error message. Condition: if success is false.

string

The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

string

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

integer

Optional client originated request identifier sent as acknowledgment in the response.

Snapshot

The returned snapshot data contains the specified number of bids and asks for the symbol including a CRC32 checksum of the top 10 bids and asks.

string

Value: book

string

One of: snapshot

object[]

Hide properties

object[]

Hide properties

float

The ask price.

float

The ask quantity.

object[]

Hide properties

float

The bid price.

float

The bid quantity.

integer

CRC32 checksum for the top 10 bids and asks.

string

Example: "BTC/USD"The symbol of the currency pair.

string

Format: RFC3339
Example: 2022-12-25T09:30:59.123456ZThe timestamp of the order book snapshot.

Update

The data contains the updates of the bids and asks for the relevant symbol including a CRC32 checksum of the top 10 bids and asks. Note, it is possible to have multiple updates to the same price level in a single update message. Updates should always be processed in sequence.

string

Value: book

string

One of: update

object[]

Hide properties

object[]

Hide properties

float

The ask price.

float

The ask quantity.

object[]

Hide properties

float

The bid price.

float

The bid quantity.

integer

CRC32 checksum for the top 10 bids and asks.

string

Example: "BTC/USD"The symbol of the currency pair.

string

Format: RFC3339
Example: 2022-12-25T09:30:59.123456ZThe book order update timestamp.

Unsubscribe

Request
Response

string

required

Value: unsubscribe

object

required

Hide properties

string

required

Value: book

string[]

required

Example: ["BTC/USD", "MATIC/GBP"]A list of currency pairs.

integer

One of: 10, 25, 100, 500, 1000The number of price levels to be unsubscribed.

integer

Optional client originated request identifier sent as acknowledgment in the response.

There is a separate acknowledgement response for each symbol in the unsubscription list.

string

required

Value: unsubscribe

object

Hide properties

string

required

Value: book

string

required

Example: "BTC/USD"The currency pair associated with this subscription.

integer

One of: 10, 25, 100, 500, 1000Specifies the number of price levels (in each side of the book) to be unsubscribed.

boolean

Indicates if the request was successfully processed by the engine. One of: true, false

string

Error message. Condition: if success is false.

string

The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

string

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

integer

Optional client originated request identifier sent as acknowledgment in the response.

Ticker Candles (OHLC)

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