SUBSCRIBE Orderbook Throttled (NEW)

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. Note: The messages send are throttled by 100ms by default

UPDATE TIME

100ms

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"]
}

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"
    }
}

πŸ“˜

Note!

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