Orderbook

Streams book data for given symbol at a set aggregation level as they update

Refer to Websocket for establishing the websocket connection.

Params

{
    "method": "subscribe",
    "params": {
        "source": "book",
        "symbol": "SOL",
        "agg_level": 1  // Aggregation level
    }
}

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

Stream

{
  "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
  }
}
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

  • In bids array, this is highest price in aggregation level.

  • In asks array, this is lowest price is aggregation level

's'

string

Symbol

't'

number

Timestamp in milliseconds

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