Orderbook

Refer to Websocket for establishing the websocket connection.

Params

{
    "source": "book",
    "symbol": "<token_symbol>",
    "aggLevel": <aggregation_level>
}

where aggLevelcan be one of 1, 2, 5, 10, 100, 1000.

Stream

{
  'channel': 'book',
  'data': {
    'l': [
            [
                {
                    "a": "<bid_size>",
                    "n": "<num_orders>",
                    "p": "<bid_price>"
                },
                ...
            ],
            [
                {
                    "a": "<ask_size>",
                    "n": "<num_orders>",
                    "p": "<ask_price>"
                },
                ...
            ]
        ],
    's': '<symbol>'
  }
}

Field	Type	Description
'a'	string	Total size (quantity) of all orders at this price level
'n'	string	Number of individual orders aggregated at this price level
'p'	string	Price level of the order