This feed returns information about the order book.
Authentication is not required.
|
Feed |
Event Type |
Permissible API Keys |
|
book
|
subscribe / unsubscribe
|
N/A |
| Sample Sent Message |
| { "event":"subscribe", "feed":"book", "product_ids":[ "FI_XBTUSD_180921", "FV_XRPXBT_180615" ] } |
|
Sample Return if Successful. (A result message is received per product id) |
|
{ { |
|
Field |
Type | Description |
|
event
|
string | The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed |
| feed | string | The requested subscription feed |
| product_ids | list of strings | A list of strings which represent the products that user will receive information upon |
| Sample Subscription Snapshot Data |
| { "feed":"book_snapshot", "product_id":"FI_XBTUSD_180615", "seq":0, "bids":[ { "price":14851.0, "qty":10000.0 }, { "price":14711.0, "qty":5000.0 }, .... ], "asks":[ { "price":14851.0, "qty":10000.0 }, { "price":14711.0, "qty":5000.0 }, .... ] } |
|
Field |
Type | Description |
| feed | string | The subscribed snapshot feed |
| product_id | string | The subscribed product (referred also as instrument or symbol) |
| seq | positive integer | The subscription message sequence number |
| bids | list of structures | A list containing buy / bid order structures |
| asks | list of structures | A list containing sell / ask order structures |
| price | positive float | The price (referred also as limit price) of the order |
| qty | non-negative float | The total quantity of the orders at the price level. |
| Sample Subscription Delta Data |
| { "feed":"book", "product_id":"FI_XBTUSD_180316", "side":"buy", "seq":2, "price":10027.0, "qty":10.0 } |
|
Field |
Type | Description |
| feed | string | The subscribed feed |
| product_id | string | The subscribed product (referred also as instrument or symbol) |
| side | string | The order side, either buy or sell |
| seq | positive integer | The subscription message sequence number |
| price | positive float | The price of the order |
| qty | non-negative float | The updated total quantity of the orders at the price level. Value is set to 0 if all orders at this price level have been cancelled |
| Sample Return if Unsuccessful |
| { "event":"error", "message":"Invalid product id" } |
|
Field |
Type | Description |
| event | string | Always error |
| message | string |
An error message out of:
|