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.
UPDATE TIME
Real Time
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"
}
}
Note!
Bid or ask contract amount can be 0. This indicates that the price level has been removed from the orderbook.