Custom function for Orderbook Unit quantity is added from v1.1.0
From v1.1.0, you can adjust the quantity of Orderbook Units within the maximum provided amount (15) only for orderbook type packets.
Please input the market code and unit quantity in the
codes
as follows.Format:
{code}.{count}
ex) "SGD-BTC.5", "SGD-ETH.3"
Response
Field Name | Simplified Format (format: SIMPLE) | Description | Type | Value |
---|---|---|---|---|
type | ty | Type | String | orderbook |
code | cd | Market code (ex. SDG-BTC) | String | |
total_ask_size | tas | Total remaining volume of asking orders | Double | |
total_bid_size | tbs | Total remaining volume of bidding orders | Double | |
orderbook_units | obu | Order book details | List of Objects | |
ask_price | ap | Ask price | Double | |
bid_price | bp | Bid price | Double | |
ask_size | as | Remaining volume of asking | Double | |
bid_size | bs | Remaining volume of bidding | Double | |
timestamp | tms | Timestamp (millisecond) | Long |
Example
Request
[
{
"ticket": "test example"
},
{
"type": "orderbook",
"codes": [
"SGD-BTC",
"SGD-ETH"
]
},
{
"format": "DEFAULT"
}
]
Response
{
"type": "orderbook",
"code": "SGD-BTC",
"timestamp": 1693384093338,
"total_ask_size": 1.115048,
"total_bid_size": 2.22592683,
"orderbook_units": [
{
"ask_price": 37309,
"bid_price": 36951,
"ask_size": 0.09979228,
"bid_size": 0.19131158
},
{
"ask_price": 37398,
"bid_price": 36937,
"ask_size": 0.09464536,
"bid_size": 0.19275231
},
{
"ask_price": 37489,
"bid_price": 36925,
"ask_size": 0.11015019,
"bid_size": 0.00163167
},
{
"ask_price": 37589,
"bid_price": 36891,
"ask_size": 0.10465524,
"bid_size": 0.17920444
},
{
"ask_price": 37693,
"bid_price": 36796,
"ask_size": 0.10094518,
"bid_size": 0.20692374
},
{
"ask_price": 37758,
"bid_price": 36714,
"ask_size": 0.09545604,
"bid_size": 0.20008857
},
{
"ask_price": 37852,
"bid_price": 36617,
"ask_size": 0.06839442,
"bid_size": 0.19236415
},
{
"ask_price": 37892,
"bid_price": 36548,
"ask_size": 0.06563822,
"bid_size": 0.1826374
},
{
"ask_price": 37961,
"bid_price": 36533,
"ask_size": 0.06265596,
"bid_size": 0.18704693
},
{
"ask_price": 38028,
"bid_price": 36504,
"ask_size": 0.05943961,
"bid_size": 0.13372202
},
{
"ask_price": 38107,
"bid_price": 36408,
"ask_size": 0.05598151,
"bid_size": 0.12398731
},
{
"ask_price": 38163,
"bid_price": 36308,
"ask_size": 0.05266928,
"bid_size": 0.11447087
},
{
"ask_price": 38257,
"bid_price": 36246,
"ask_size": 0.05107561,
"bid_size": 0.11360791
},
{
"ask_price": 38326,
"bid_price": 36189,
"ask_size": 0.04724477,
"bid_size": 0.10775916
},
{
"ask_price": 38370,
"bid_price": 36109,
"ask_size": 0.04630433,
"bid_size": 0.09841877
}
],
"stream_type": "SNAPSHOT"
}
...