Order Book Full Snapshot

Subscribe to periodically pushed complete order book snapshots.

Subscription Format

{symbol}@order_book{N}[@speed]

• N: Order book depth, possible values: 5, 10, 20, 50, 100
• speed: Push frequency, possible values: 100ms, 1000ms

Examples

• AAPL@order_book20 - 20-level depth, default frequency
• AAPL@order_book20@100ms - 20-level depth, push every 100 milliseconds

Subscribe Request

{
  "action": "subscribe",
  "streams": ["AAPL@order_book20"]
}

Push Data Fields

Field	Type	Description
event	string	Event type: data
channel	string	Channel: order_book
data.symbol	string	Trading pair
data.bids	array	Bids [price, quantity]
data.asks	array	Asks [price, quantity]
data.timestamp	int64	Snapshot timestamp
time	int64	Push timestamp

Push Example

{
  "event": "data",
  "channel": "order_book",
  "data": {
    "symbol": "AAPL",
    "bids": [
      ["150.00", "100"],
      ["149.99", "200"]
    ],
    "asks": [
      ["150.01", "150"],
      ["150.02", "180"]
    ],
    "timestamp": 1736163000000
  },
  "time": 1736163000000
}