OrderBook Subscription

Subscribe to order book data updates for a specific instrument.

Subscribe Request

{
  "id": 2,
  "method": "SUBSCRIBE",
  "params": {
    "chainId": 143,
    "instrument": "0x73ada1ea346cc3908f41cf67a040f0acd7808be0",
    "expiry": 4294967295,
    "type": "orderBook"
  }
}

Unsubscribe Request

{
  "id": 2,
  "method": "UNSUBSCRIBE",
  "params": {
    "chainId": 143,
    "instrument": "0x73ada1ea346cc3908f41cf67a040f0acd7808be0",
    "expiry": 4294967295,
    "type": "orderBook"
  }
}

Parameter Description

• chainId (required): Chain ID

• instrument (required): Instrument address (lowercase)

• expiry (required): Expiry timestamp

• type (required): Must be "orderBook"

Data Stream Message

{
    "stream": "orderBook",
    "data": {
        "1": {
            "blockInfo": {
                "height": 41049956,
                "timestamp": 1765341076
            },
            "bids": [
                {
                    "tick": 114345,
                    "price": "92404255624567294332470",
                    "baseSize": "742737110457416",
                    "quoteSize": "68632069816559542183",
                    "baseSum": "742737110457416",
                    "quoteSum": "68632069816559542183"
                }
            ],
            "asks": [
                {
                    "tick": 114347,
                    "price": "92422737399734764037010",
                    "baseSize": "516732646566569",
                    "quoteSize": "47757845699491962224",
                    "baseSum": "516732646566569",
                    "quoteSum": "47757845699491962224"
                }
            ]
        },
        "10": {
            "blockInfo": {
                "height": 41049956,
                "timestamp": 1765341076
            },
            "bids": [...],
            "asks": [...]
        },
        "100": {
            "blockInfo": {
                "height": 41049956,
                "timestamp": 1765341076
            },
            "bids": [...],
            "asks": [...]
        },
        "200": {
            "blockInfo": {
                "height": 41049956,
                "timestamp": 1765341076
            },
            "bids": [...],
            "asks": [...]
        }
    }
}

Order Book Data Structure

• chainId (top-level): Chain ID of the order book update

• instrument (top-level): Instrument address corresponding to the update

• expiry (top-level): Expiry timestamp

• data: Map of order book entries, keyed by depth level (string: "1", "10", "100", "200"). Each entry contains:

  • blockInfo: Block information

    • height: Block height

    • timestamp: Block timestamp

  • bids: Buy order list (sorted by price from high to low)

  • asks: Sell order list (sorted by price from low to high)

  • Each order item contains:

    • tick: Price tick

    • price: Price (string format)

    • baseSize: Base asset quantity

    • quoteSize: Quote asset quantity

    • baseSum: Cumulative base asset quantity

    • quoteSum: Cumulative quote asset quantity

Depth Levels

The order book provides data at four depth levels:

• "1": 1-level depth

• "10": 10-level depth

• "100": 100-level depth

• "200": 200-level depth