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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, 10, 100, 1000, 10000.

​
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,
    "li": 1559885104
  }
}
The book websocket stream updates once every 250ms
FieldTypeDescription
'l'array[Bids, Asks]
'a'decimal stringTotal amount in aggregation level.
'n'integerNumber 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 in aggregation level.
's'stringSymbol
't'numberTimestamp in milliseconds
'li'numberExchange-wide nonce. Used to reliably determine exchange event ordering. Sequential and not subject to clock drift.