Params
agg_levelcan be one of 1, 10, 100, 1000, 10000.
Stream
book websocket stream updates once every 250ms
Documentation Index
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Streams book data for given symbol at a set aggregation level as they update
{
"method": "subscribe",
"params": {
"source": "book",
"symbol": "SOL",
"agg_level": 1 // Aggregation level
}
}
agg_levelcan be one of 1, 10, 100, 1000, 10000.
{
"channel": "book",
"data": {
"l": [
[
{
"a": "37.86",
"n": 4,
"p": "157.47"
},
// ... other aggegated bid levels
],
[
{
"a": "12.7",
"n": 2,
"p": "157.49"
},
{
"a": "44.45",
"n": 3,
"p": "157.5"
},
// ... other aggregated ask levels
]
],
"s": "SOL",
"t": 1749051881187,
"li": 1559885104
}
}
book websocket stream updates once every 250ms
| Field | Type | Description |
|---|---|---|
'l' | array | [Bids, Asks] |
'a' | decimal string | Total amount in aggregation level. |
'n' | integer | Number of orders in aggregation level. |
'p' | decimal string |
|
's' | string | Symbol |
't' | number | Timestamp in milliseconds |
'li' | number | Exchange-wide nonce. Used to reliably determine exchange event ordering. Sequential and not subject to clock drift. |