Multi-Order Book WebSocket

Route

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

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

It also provides a heartbeat topic which sends heartbeat every 30s as an indicator of platform healthiness. Please refer to the heartbeat section for the details.

Subscription Sample

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

Parameters	Type	Description
topic	String	l1 order book: l1Orderbook l2 order book: l2Orderbook heartbeat: heartbeat
symbol	String	market symbol

L1 Subscription Message Sample:

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

L2 Subscription Message Sample:

{
  "jsonrpc": "2.0",
  "type": "command",
  "method": "subscribe",
  "params": {
    "topic": "l2Orderbook",
    "symbol": "BTCUSD"
  },
  "id": "1611082473000"
}

Heartbeat Subscription Message Sample:

{
  "jsonrpc": "2.0",
  "type": "command",
  "method": "subscribe",
  "params": {
    "topic": "heartbeat"
  },
  "id": "1611082473000"
}

L1 Update Response Sample

Name	Type	Description
sequenceNumber	String	incrementing, unique, unsigned integer that identifies a state of the L1 order book
symbol	String	market symbol
timestamp	String	denotes the time the update was created
bid	Array	nested array containing price and quantity of highest bid
ask	Array	nested array containing price and quantity of lowest ask

{
  "type": "update",
  "dataType": "V1TALevel1",
  "data": {
    "symbol": "BTCUSD",
    "bid": ["5199.5000", "61.95995262"],
    "ask": ["5199.6000", "96.59626782"],
    "sequenceNumber": "8",
    "datetime": "2020-06-29T06:28:55.500Z",
    "timestamp": "1593412135500"
  }
}

L2 Snapshot Response Sample

Name	Type	Description
symbol	String	market symbol
bids	Array	array of size 200 where even indices denote price, odd indices denote absolute quantities
asks	Array	array of size 200 where even indices denote price, odd indices denote absolute quantities
sequenceNumberRange	Array	array of size 2 where first element denotes lower bound, second element denotes upper bound of sequence numbers lower and upper bound are equal for initial snapshot; this may differ for subsequent snapshots
datetime	String	denotes the time the update was created by the engine, ISO 8601 with millisecond as string
timestamp	String	denotes the time the update was created by the engine
publishedAtTimestamp	String	denotes the time the update was broadcasted to connected WebSockets

{
  "type": "snapshot",
  "dataType": "V1TALevel2",
  "data": {
    "symbol": "BTCUSDC",
    "bids": [
      "5199.5000",
      "110.92467647",
      "5199.4000",
      "20.92470365",
      "5199.3000",
      "0.92473034",
      "5199.2000",
      "0.92475701",
      "5199.1000",
      "0.92478369",
      "5199.0000",
      "0.92481038",
      "5198.9000",
      "0.92483705",
      "5198.8000",
      "0.92486375",
      "5198.7000",
      "0.92489042",
      "5198.6000",
      "0.92491712"
    ],
    "asks": [
      "5199.6000",
      "96.37848193",
      "5199.7000",
      "0.92465082",
      "5199.8000",
      "11.04464563",
      "5199.9000",
      "0.92459696",
      "5200.0000",
      "0.92457029",
      "5200.1000",
      "0.92454362",
      "5200.2000",
      "0.92451695",
      "5200.3000",
      "0.92449028",
      "5200.4000",
      "0.92446361",
      "5200.5000",
      "0.92443695"
    ],
    "sequenceNumberRange": [1370055970, 1370055970],
    "datetime": "2025-02-14T07:15:33.797Z",
    "timestamp": "1739517333797",
    "publishedAtTimestamp": "1739517333798"
  }
}

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