Book

This feed returns information about the order book 

Authentication is not required.

Feed

Event Type

Perimissible API Keys
book
subscribeunsubscribe
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)

{  
    "event":"subscribed ",
    "feed":"book",
    "product_ids":[  
        "FI_XBTUSD_180921"
    ]
}

{  
    "event":"subscribed",
    "feed":"book",
    "product_ids":[  
        "FV_XRPXBT_180615"
    ]
}

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:

  • Invalid feed
  • Json Error