Order Book Incremental Update

Subscribe to order book incremental changes for local maintenance of complete order book.

Subscription Format

{symbol}@order_book_update

Subscribe Request

{
  "action": "subscribe",
  "streams": ["MSX@order_book_update"]
}

Push Data Fields

Field	Type	Description
s	string	Trading pair
U	int64	First update ID
u	int64	Last update ID
b	array	Bid changes [price, quantity]
a	array	Ask changes [price, quantity]
t	int64	Timestamp

Important

Quantity "0" indicates deletion of that price level

Push Example

{
  "action": "order_book_update",
  "result": {
    "s": "MSX",
    "U": 100,
    "u": 105,
    "b": [
      ["9.9", "1000"],
      ["9.8", "500"]
    ],
    "a": [
      ["10.1", "800"],
      ["10.2", "0"]
    ],
    "t": 1736163000000
  }
}