SUBSCRIBE Orderbook Throttled (NEW)

UPDATE TIME 100ms OR 500ms REQUEST


op* string required Operation code allowed values: `subscribe` `unsubscribe`
data* array of strings required Channel name in the format `orderbook-100ms:SYMBOL`. Eg. `orderbook-100ms:ETH-31MAR23-1350-C`

Example

{
	"op":"subscribe", 
	"data": ["orderbook-100ms:ETH-31MAR23-1350-C"]
}

{
	"op":"subscribe", 
	"data": ["orderbook-500ms:ETH-31MAR23-1350-C"]
}

RESPONSE


channel* string required Channel name in the format `orderbook-100ms:INSTRUMENT_NAME`. Eg. `orderbook-100ms: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-100ms: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.