This feed returns information about the order book. Once subscribed successfully, an order book snapshot will be sent, then a new message will be sent when any time there is a delta in 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":[ "PI_XBTUSD", ] } |
|
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": "PI_XBTUSD", "timestamp": 1612269825817, "seq": 326072249, "tickSize": null, "bids": [ { "price": 34892.5, "qty": 6385 }, { "price": 34892, "qty": 10924 }, ], "asks": [ { "price": 34911.5, "qty": 20598 }, { "price": 34912, "qty": 2300 }, ] } |
|
Field |
Type | Description |
| feed | string | The subscribed snapshot feed |
| product_id | string | The subscribed product (referred also as instrument or symbol) |
| timestamp | positive integer | Timestamp in milliseconds |
| seq | positive integer | The subscription message sequence number |
| tickSize | string | Always null |
| 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": "PI_XBTUSD", "side": "sell", "seq": 326094134, "price": 34981, "qty": 0, "timestamp": 1612269953629 } |
|
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 |
| timestamp | positive integer | Timestamp in milliseconds |
| Sample Return if Unsuccessful |
| { "event":"error", "message":"Invalid product id" } |
|
Field |
Type | Description |
| event | string | Always error |
| message | string |
An error message out of:
|