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_level
can 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
Last updated