SUBCRIBE Orderbook

SUB wss://ws.aevo.xyz

Returns the orderbook snapshot during the initial subscription. Subsequently, returns orderbook difference when there is any created order, matched order or cancelled order.

REQUEST

op string required
Operation code allowed values: subscribe unsubscribe
data array of strings required
Channel name in the format orderbook:SYMBOL. Eg. orderbook:ETH-31MAR23-1350-C
Example
{
	"op":"subscribe", 
	"data": ["orderbook:ETH-31MAR23-1350-C"]
}

RESPONSE

channel string required
Channel name in the format orderbook:INSTRUMENT_NAME. Eg. orderbook:ETH-31MAR23-1350-C
data.type string required
Type of orderbook message. Allowed values: snapshot update
data.instrument_id string required
Instrument ID number. Eg. 12
data.instrument_name string required
Instrument symbol. Eg. ETH-24DEC22-1250-C
data.instrument_type string required
Type of instrument. Allowed values: OPTION PERPETUAL
data.bids array of arrays required
Array of 3 elements - price in USD, contract amount and order IV. Eg.[["1", "10", "0.75"]]
data.asks array of arrays required
Array of 3 elements - price in USD, contract amount and order IV. Eg.[["1", "10", "0.85"]]
data.last_updated string required
Last updated timestamp in UNIX timestamp in nanoseconds. Eg. 1680249600000000000
data.checksum string required
Payload checksum. Eg. 1321749405
Example
{
    "channel": "orderbook:ETH-31MAR23-1350-C",
    "data": {
      	"type": "update",
        "instrument_id": "165",
        "instrument_name": "ETH-31MAR23-1350-C",
        "instrument_type": "OPTION",  
        "bids": [
            [
                "1",
                "10",
              	"0.75"
            ]
        ],
        "asks": [
            [
                "10",
                "1",
              	"0.85"
            ]
        ],
        "last_updated": "1673436052887313432",
        "checksum": "1321749405"
    }
}

πŸ“˜

Note!

Bid or ask contract amount can be 0. This indicates that the price level has been removed from the orderbook.