Orderbook Notification

Subscribe to this topic to receive notifications about orderbook updates for specific trading pairs.

Rules

• Topic name: orderbook

• ApiKey requred: No

Parameters

Parameter	Note
market	Trading pair
level	Price aggregation level
count	Number of bids/ask price slots, count can not be larger than 50, and only take effect when snapshot is true.
snapshot	Default to false. If true, the client will receive full notification with up to count bid/ask price slots when at least one slot has update.

Status code

Value	Note
104107	Invalid topic or parameters

Notification example

{
    "topic": {
        "topic:": "orderbook",
        "market": "LRC-USDT",
          "level": 0
    },
    "ts": 1584717910000,
    "startVersion": 1212121,
    "endVersion": "1212123",
    "data": {
        "bids": [
            [
                "295.97",  //price
                "456781000000000",  //size
                "3015000000000",  //volume
                "4"  //count
            ]
        ],
        "asks": [
            [
              "298.97",
              "456781000000000000",
              "301500000000000",
              "2"
            ]
        ]
    }
}

Data Model

Notification

Field	Type	Note
topic	JSON	Topic and parameters
ts	integer	Notification timestamp (milliseconds)
startVersion	integer	Previous version number
endVersion	integer	Updated versionnumber
data	OrderBook	The orderbook

OrderBook

Field	Type	Note
bids	List[List[string]]	PriceSlot array for bids
asks	List[List[string]]	PriceSlot array for asks

PriceSlot

Index	Type	Note
1	string	Price
2	string	Amount (quantity of base token)
3	string	Total (quantity of quote token)
4	string	Number of orders at this price

Note that amount and total are the current values, not the delta between the current and the previous values.