PUBLISH Get Orderbook

REQUEST

HEADER PARAMS


msg_type string required Message type: `get_orderbook`
id number required The ID of the request. This is returned in the response header.
version integer required Version number: `1`

BODY PARAMS


instrument_id string required The instrument for which to receive the orderbook.
depth integer required The number of price levels on each side of the orderbook.

Example

[
  {
    "msg_type":"get_orderbook",
    "id": 1002,
    "version": 1
  },
  {
    "instrument_id": "ETH-PERPETUAL",
    "depth": 10
  }
]

RESPONSE

asks array of array of strings
Array of 2 elements. Price in USD and size in underlying, respectively.


pricestring
sizestring

bids array of array of strings
Array of 2 elements. Price in USD and size in underlying, respectively.


pricestring
sizestring

market_seqno string
The latest market sequence corresponding to this orderbook snapshot. A monotonic sequence number updated for each book event. e.g. a fill, cancel, etc.

transaction_ts string
The time the latest order book update occurred in UNIX epoch nanoseconds.

Example

[
  {
    "msg_type": "get_orderbook_response",
    "id": 1367398,
    "version": 1
  },
  {
    "asks": [
      [
        "2945.4",
        "164.79"
      ],
      [
        "2945.5",
        "30.9"
      ],
      [
        "2945.6",
        "167.59"
      ],
      [
        "2945.7",
        "481.75"
      ],
      [
        "2945.8",
        "688.05"
      ]
    ],
    "bids": [
      [
        "2945.3",
        "63.19"
      ],
      [
        "2945.2",
        "325.3"
      ],
      [
        "2945.1",
        "22.99"
      ],
      [
        "2945",
        "349.66"
      ],
      [
        "2944.9",
        "283.28"
      ]
    ],
    "market_seqno": 123456,
    "transaction_ts": "1726080879628498287"
  }
]