Subscription Request
Subscribe method. Must be
subscribeArray of topics to subscribe to. Format:
orderbook/level_3@BASE_QUOTEExample: ["orderbook/level_3@ETH_BRL"]Stream Response
Each WebSocket message includes a sequential numeric id. Each topic has its own unique sequence, and for private topics, the sequence is unique to each topic and user. It’s important to note that some topics will send a “welcome message”, which will have an id value of -1. Additionally, this sequence may be reset between connections, so be sure to update this value locally whenever you reconnect.
Topic name (format:
orderbook/level_3@BASE_QUOTE)Timestamp in milliseconds
Order book details object
Subscription Example
Stream Response Example
Update Frequency
- Default: Every 30 seconds
- On Change: Immediately when an order is opened, canceled, or a trade happens
- Updates Include: Both sides of the order book (asks and bids)
Key Characteristics
- Level 3: Shows individual orders, not aggregated by price
- Up to 100 Orders: Each side contains maximum 100 orders
- Hash Value: Used to verify order book integrity
- Order IDs: Each order has a unique identifier
- Full Depth: Full order book depth is provided in each update
Usage Notes
- Order Tracking: You can track individual orders by their IDs
- Market Depth: See the complete market depth with individual orders
- Price Levels: Multiple orders can exist at the same price level
- Hash Verification: Use the hash to verify the order book hasn’t been corrupted
- Real-time Updates: Receive immediate updates when orders change
Use Cases
- Order Book Visualization: Display a detailed order book view with individual orders
- Market Analysis: Analyze individual order patterns and large orders
- Price Prediction: Track large orders that might indicate market direction
- Liquidity Analysis: Monitor order liquidity at different price levels
- Order Tracking: Track specific orders through their complete lifecycle