Multi-Order Book

This allows simultaneous subscriptions to multiple L1 and L2 order books of different markets.

The order books of different markets to be subscribed are controlled by the parameters in the subscription message listed below.

/trading-api/v1/market-data/orderbook

Operations

SEND/trading-api/v1/market-data/orderbook

Subscribe

Multiple subscriptions could be opened within the same websocket.

The order book of different markets to be subscribed are controlled by the parameters in the subscription message listed below.

See connect to multi-order book WebSocket for a sample Python script.

Operation IDsubscribe

Accepts the following message:

Subscription

Let you subscribe to a given topic

• application/json

Message IDsubscribe

object

Examples

{
  "method": "subscribe",
  "id": "1611082473000",
  "jsonrpc": "2.0",
  "type": "command",
  "params": {
    "topic": "l1Orderbook",
    "symbol": "BTCUSD"
  }
}

This example has been generated automatically.

RECEIVE/trading-api/v1/market-data/orderbook

After subscribing, the server sends :

• an acknowledgement

Then (L1 / L2 depending on your topic):

• an initial snapshot
• followed by incremental updates

Operation IDsubscribe-ack

Sends one of the following messages:

• #1Acknowledgment

  Confirm the topic being subscribed

  • application/json

  Message IDsubscribe-ack

  object

  Examples

  {
    "id": "1611082473000",
    "jsonrpc": "2.0",
    "result": {
      "responseCodeName": "OK",
      "responseCode": "200",
      "message": "Successfully subscribed ( BTCUSD 1)"
    }
  }

  This example has been generated automatically.

• #2Snapshot/Update for L1

  Latest update for L1

  • application/json

  Message IDsubscribe-msg-0

  object

  Examples

  {
    "type": "update",
    "dataType": "V1TALevel1",
    "data": {
      "sequenceNumber": "8",
      "symbol": "BTCUSD",
      "timestamp": "1719642590000",
      "bid": [
        "5199.5000",
        "61.95995262"
      ],
      "ask": [
        "5199.6000",
        "96.59626782"
      ]
    }
  }

  This example has been generated automatically.

• #3Snapshot/Update for L2

  Latest update for L2

  • application/json

  Message IDsubscribe-msg-1

  object

  Examples

  {
    "type": "snapshot",
    "dataType": "V1TALevel2",
    "data": {
      "symbol": "BTCUSD",
      "bids": [
        "5199.5000",
        "61.95995262",
        "5199.4000",
        "20.92470365"
      ],
      "asks": [
        "5199.6000",
        "96.59626782",
        "5199.7000",
        "0.92465082"
      ],
      "sequenceNumberRange": [
        1370055970,
        1370055970
      ],
      "datetime": "2024-06-29T06:29:50.500Z",
      "timestamp": "1719642590000",
      "publishedAtTimestamp": "1719642590000"
    }
  }

  This example has been generated automatically.

RECEIVE/trading-api/v1/market-data/orderbook

In case of invalid subscription message, an error rejection would be sent.

Operation IDsubscribe-nack

Sends the following message:

Rejection

Explain why the topic could not be subscribed

• application/json

Message IDsubscribe-nack

object

Examples

{
  "id": "1611082473000",
  "jsonrpc": "2.0",
  "error": {
    "code": "-32602",
    "errorCode": "29013",
    "errorCodeName": "'abcde' is not a valid topic"
  }
}

This example has been generated automatically.

SEND/trading-api/v1/market-data/orderbook

Keepalive

In case nothing is subscribed to, keep the websocket connection alive.

Operation IDkeepalive-ping

Accepts the following message:

Keepalive Ping

• application/json

Message IDkeepalive-ping

object

Examples

{
  "method": "keepalivePing",
  "params": {},
  "id": "1611082473000",
  "jsonrpc": "2.0",
  "type": "command"
}

This example has been generated automatically.

RECEIVE/trading-api/v1/market-data/orderbook

Acknowledgement returned by the server in response to a keepalive-ping.

Operation IDkeepalive-pong

Sends the following message:

Keepalive Pong

• application/json

Message IDkeepalive-pong

object

Examples

{
  "id": "1611082473000",
  "jsonrpc": "2.0",
  "result": {
    "responseCodeName": "OK",
    "responseCode": 200,
    "message": "Keep alive pong"
  }
}

This example has been generated automatically.

SEND/trading-api/v1/market-data/orderbook

Unsubscribe

Let you unsubscribe a specific topic while keeping your websocket opened.

Operation IDunsubscribe

Accepts the following message:

Unsubscription

Let you unsubscribe to a given index

• application/json

Message IDunsubscribe

object

Examples

{
  "method": "unsubscribe",
  "id": "1611082473000",
  "jsonrpc": "2.0",
  "type": "command",
  "params": {
    "topic": "l1Orderbook",
    "symbol": "BTCUSD"
  }
}

This example has been generated automatically.

RECEIVE/trading-api/v1/market-data/orderbook

After unsubscribing, the server sends an acknowledgement.

Operation IDunsubscribe-ack

Sends the following message:

Acknowledgment

Confirm the topic being unsubscribed

• application/json

Message IDunsubscribe-ack

object

Examples

{
  "id": "1611082473000",
  "jsonrpc": "2.0",
  "result": {
    "responseCodeName": "OK",
    "responseCode": "200",
    "message": "Successfully unsubscribed ( BTCUSD 1)"
  }
}

This example has been generated automatically.

RECEIVE/trading-api/v1/market-data/orderbook

In case of invalid unsubscription message, an error rejection would be sent.

Operation IDunsubscribe-nack

Sends the following message:

Rejection

Explain why the topic could not be unsubscribed

• application/json

Message IDunsubscribe-nack

object

Examples

{
  "id": "1611082473000",
  "jsonrpc": "2.0",
  "error": {
    "code": "-32602",
    "errorCode": "29013",
    "errorCodeName": "'abcde' is not a valid topic"
  }
}

This example has been generated automatically.