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Introduction

Subscriptions

Subscribe and unsubscribe dynamically over a single connection.

Subscribe and unsubscribe to data channels dynamically over a single WebSocket connection.

BBO (Best Bid/Offer)

Top of book with minimal latency. Only sends when bid/ask changes.

Subscribe

{"method": "subscribe", "subscription": {"type": "bbo", "coin": "BTC"}}
{"method": "subscribe", "subscription": {"type": "bbo", "coin": "BTC"}}
{"method": "subscribe", "subscription": {"type": "bbo", "coin": "BTC"}}

Response

{
  "channel": "bbo",
  "data": {
    "coin": "BTC",
    "time": 1702530000000,
    "bid": {"px": "100000.0", "sz": "0.5", "n": 1},
    "ask": {"px": "100001.0", "sz": "0.3", "n": 1}
  }
}
{
  "channel": "bbo",
  "data": {
    "coin": "BTC",
    "time": 1702530000000,
    "bid": {"px": "100000.0", "sz": "0.5", "n": 1},
    "ask": {"px": "100001.0", "sz": "0.3", "n": 1}
  }
}
{
  "channel": "bbo",
  "data": {
    "coin": "BTC",
    "time": 1702530000000,
    "bid": {"px": "100000.0", "sz": "0.5", "n": 1},
    "ask": {"px": "100001.0", "sz": "0.3", "n": 1}
  }
}

L2 Book

Aggregated price levels. Optional parameters: nSigFigs (2-5), nLevels (max 100, default 20), mantissa (2 or 5).

Subscribe

{"method": "subscribe", "subscription": {"type": "l2Book", "coin": "BTC"}}
{"method": "subscribe", "subscription": {"type": "l2Book", "coin": "BTC"}}
{"method": "subscribe", "subscription": {"type": "l2Book", "coin": "BTC"}}

L4 Book

Full orderbook with every individual order visible (user addresses, order IDs, triggers).

Subscribe

{"method": "subscribe", "subscription": {"type": "l4Book", "coin": "BTC"}}
{"method": "subscribe", "subscription": {"type": "l4Book", "coin": "BTC"}}
{"method": "subscribe", "subscription": {"type": "l4Book", "coin": "BTC"}}

Trades

Real-time trade/fill stream with execution details.

Subscribe

{"method": "subscribe", "subscription": {"type": "trades", "coin": "BTC"}}
{"method": "subscribe", "subscription": {"type": "trades", "coin": "BTC"}}
{"method": "subscribe", "subscription": {"type": "trades", "coin": "BTC"}}

Order Updates (User-Specific)

Stream raw order status data for a specific user address in real-time.

Subscribe

{"method": "subscribe", "subscription": {"type": "orderUpdates", "user": "0x1234...5678"}}
{"method": "subscribe", "subscription": {"type": "orderUpdates", "user": "0x1234...5678"}}
{"method": "subscribe", "subscription": {"type": "orderUpdates", "user": "0x1234...5678"}}

Response

{
  "channel": "orderUpdates",
  "data": [{
    "user": "0x...",
    "time": 1702530000000,
    "height": 12345,
    "orderStatus": {
      "status": "open",
      "order": {"coin": "BTC", "side": "B", "limitPx": "100000.0", "sz": "0.5"}
    }
  }]
}
{
  "channel": "orderUpdates",
  "data": [{
    "user": "0x...",
    "time": 1702530000000,
    "height": 12345,
    "orderStatus": {
      "status": "open",
      "order": {"coin": "BTC", "side": "B", "limitPx": "100000.0", "sz": "0.5"}
    }
  }]
}
{
  "channel": "orderUpdates",
  "data": [{
    "user": "0x...",
    "time": 1702530000000,
    "height": 12345,
    "orderStatus": {
      "status": "open",
      "order": {"coin": "BTC", "side": "B", "limitPx": "100000.0", "sz": "0.5"}
    }
  }]
}

Unsubscribe

Unsubscribe

{"method": "unsubscribe", "subscription": {"type": "l2Book", "coin": "BTC"}}
{"method": "unsubscribe", "subscription": {"type": "l2Book", "coin": "BTC"}}
{"method": "unsubscribe", "subscription": {"type": "l2Book", "coin": "BTC"}}

On this page

Orderbook WebSocket

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Subscriptions

Orderbook WebSocket

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Subscriptions