Raw Order Books

📘
Note
PRICE = 0 means that you have to remove the order from your book.

// request
{
   "event":"subscribe",
   "channel":"book",
   "pair":"<PAIR>",
   "prec":"R0"
}

// response
{
   "event":"subscribed",
   "channel":"book",
   "chanId":"<CHANNEL_ID>",
   "pair":"<PAIR>",
   "prec":"R0",
   "len":"<LENGTH>"
}

// snapshot
[
   "<CHANNEL_ID>",
   [
      [
         "<ORD_ID>",
         "<PRICE>",
         "<AMOUNT>"
      ],
      [
         "..."
      ]
   ]
]

// updates
[
   "<CHANNEL_ID>",
   "<ORD_ID>",
   "<ORD_PRICE>",
   "<AMOUNT>"
]

Fields

Fields	Type	Description
PRECISION	string	Aggregation level (R0).
ORD_ID	int	Order id.
ORD_PRICE	float	Order price.
±AMOUNT	float	Total amount available at that price level. Positive values mean bid, negative values mean ask.
LENGTH	string	Number of price points (“25”)

📘Note

📘
Note