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Orderbook

📘

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
TypeValue
typetyTypeStringorderbook
codecdMarket code (ex. SDG-BTC)String
total_ask_sizetasTotal remaining volume of asking ordersDouble
total_bid_sizetbsTotal remaining volume of bidding ordersDouble
orderbook_unitsobuOrder book detailsList of Objects
ask_priceapAsk priceDouble
bid_pricebpBid priceDouble
ask_sizeasRemaining volume of askingDouble
bid_sizebsRemaining volume of biddingDouble
timestamptmsTimestamp (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"
}
...