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Orderbook

Subscribe to the orderbook stream. Supports different depths.

tip
  • Once you have subscribed successfully, you will receive a snapshot.
  • The WebSocket will keep pushing delta messages every time the orderbook changes. If you receive a new snapshot message, you will have to reset your local orderbook.
  • If there is a problem on Zoomex's end, a snapshot will be re-sent, which is guaranteed to contain the latest data.
info

Linear & inverse level 1 data: if 3 seconds have elapsed without a change in the orderbook, a snapshot message will be pushed again.

Linear & inverse:
Level 1 data, push frequency: 10ms
Level 50 data, push frequency: 20ms
Level 200 data, push frequency: 100ms
Level 500 data, push frequency: 100ms

Spot:
Level 1 data, push frequency: 10ms
Level 50 data, push frequency: 20ms
Level 200 data, push frequency: 200ms

Topic:
orderbook.{depth}.{symbol} e.g., orderbook.1.BTCUSDT

Response Parameters​

ParameterTypeComments
topicstringTopic name
typestringData type. snapshot,delta
tsnumberThe timestamp (ms) that the system generates the data
dataarrayObject
> sstringSymbol name
> barrayBids. For snapshot stream, the element is sorted by price in descending order
>> b[0]stringBid price
>> b[1]stringBid size
  • The delta data has size=0, which means that all quotations for this price have been filled or cancelled
    • > aarrayAsks. For snapshot stream, the element is sorted by price in ascending order
    >> a[0]stringAsk price
    >> a[1]stringAsk size
  • The delta data has size=0, which means that all quotations for this price have been filled or cancelled
    • > uintegerUpdate ID. Is a sequence. Occasionally, you'll receive "u"=1, which is a snapshot data due to the restart of the service. So please overwrite your local orderbook
    > seqintegerCross sequence.
  • You can use this field to compare different levels orderbook data, and for the smaller seq, then it means the data is generated earlier.
    • ctsnumberThe timestamp from the match engine when this orderbook data is produced. It can be correlated with T from public trade channel

    Subscribe Example​

    // 创建WebSocket对象
    const socket = new WebSocket('wss://stream-testnet.zoomex.com/v3/public/linear');

    // 订阅WebSocket
    socket.onopen = function() {
      console.log('WebSocket连接已经打开');
      // 发送订阅消息
      const subscribeMsg = {
        "op": "subscribe",
        "args": ["orderbook.50.BTCUSDT"]
      };
      socket.send(JSON.stringify(subscribeMsg));
    };

    // 监听WebSocket消息
    socket.onmessage = function(event) {
      console.log('收到WebSocket消息：', event.data);
    };

    // 监听WebSocket关闭事件
    socket.onclose = function(event) {
      console.log('WebSocket连接已经关闭', event);
    };

    Response Example​

    {
        "topic": "orderbook.50.BTCUSDT",
        "type": "snapshot",
        "ts": 1672304484978,
        "data": {
            "s": "BTCUSDT",
            "b": [
                ...,
                [
                    "16493.50",
                    "0.006"
                ],
                [
                    "16493.00",
                    "0.100"
                ]
            ],
            "a": [
                [
                    "16611.00",
                    "0.029"
                ],
                [
                    "16612.00",
                    "0.213"
                ],
                ...,
            ],
        "u": 18521288,
        "seq": 7961638724
        }
    }