Orderbook

Subscribe to the Event Contract orderbook stream. Supports 25 levels.

Push frequency: 20ms

Topic:
orderbook.25.{symbol} e.g., orderbook.25.ETHUSDT-28AUG26-2450-2570-OUT

Process snapshot/delta

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.

To apply delta updates:

• If you receive a size of 0, delete the entry
• If you receive an entry that does not exist, insert it
• If the entry exists, update the size

Response Parameters

Parameter	Type	Comments
topic	string	Topic name
type	string	Data type: snapshot, delta
ts	number	Timestamp (ms) when the system generates the data
data	map	Object
> s	string	Symbol name
> r	array	Payout ratio orderbook entries. Up to 25 levels.
>> r[0]	string	Payout ratio (price)
>> r[1]	string	Order value (size). Size 0 means the entry should be deleted.
> u	integer	Update ID. If u=1, it is a snapshot caused by a service restart — overwrite your local orderbook.
> seq	integer	Cross sequence. Smaller seq means earlier data.
cts	number	Timestamp from the matching engine when this data is produced

Subscribe Example

{
    "op": "subscribe",
    "args": [
        "orderbook.25.ETHUSDT-28AUG26-2450-2570-OUT"
    ]
}

Response Example

Snapshot

{
    "topic": "orderbook.25.ETHUSDT-28AUG26-2450-2570-OUT",
    "ts": 1787794783020,
    "type": "snapshot",
    "data": {
        "s": "ETHUSDT-28AUG26-2450-2570-OUT",
        "r": [
            ["3.5", "14900"],
            ["2.28", "500"],
            ["2.07", "500"]
        ],
        "u": 702,
        "seq": 49115
    },
    "cts": 1787794647814
}

Delta

{
    "topic": "orderbook.25.ETHUSDT-28AUG26-2450-2570-OUT",
    "ts": 1787798930119,
    "type": "delta",
    "data": {
        "s": "ETHUSDT-28AUG26-2450-2570-OUT",
        "r": [
            ["2.39", "0"]
        ],
        "u": 724,
        "seq": 50266
    },
    "cts": 1787798930117
}