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Orderbook snapshots

Subscribes to full orderbook snapshots for one or more instruments. Snapshots are pushed at ~100 ms intervals per subscribed symbol, depth-limited to 25 price levels per side.

Subscribe​

{"op": "subscribe", "args": ["orderbook:BTCUSD_PERP"]}

Topic format: orderbook:{symbol}, e.g. orderbook:BTCUSD_PERP.

Snapshot Message​

{
  "channel": "orderbook",
  "type": "snapshot",
  "symbol": "BTCUSD_PERP",
  "bids": [
    {"price": "67542.00", "amount": "1234"},
    {"price": "67541.50", "amount": "567"}
  ],
  "asks": [
    {"price": "67543.00", "amount": "890"},
    {"price": "67543.50", "amount": "1456"}
  ],
  "timestamp": "2025-06-15T07:30:00.123Z"
}
  • bids: up to 25 levels, sorted by price descending
  • asks: up to 25 levels, sorted by price ascending
  • timestamp: server-side snapshot time, ISO 8601 with milliseconds
  • Each snapshot is a full replacement — no client-side book reconstruction required