book.{instrument_name}.{interval}

Description

Notifies about changes to the order book for a certain instrument.

The first notification will contain the whole book (bid and ask amounts for all prices). After that there will only be information about changes to individual price levels.

The first notification will contain the amounts for all price levels (list of ['new', price, amount] tuples). All following notifications will contain a list of tuples with action, price level and new amount ([action, price, amount]). Action can be either new, change or delete.

Each notification will contain a change_id field, and each message except for the first one will contain a field prev_change_id. If prev_change_id is equal to the change_id of the previous message, this means that no messages have been missed.

The amount for perpetual and futures is in USD units, for options it is in corresponding cryptocurrency contracts, e.g., BTC or ETH.

New since 2025-10-14

Request Path And Method

wss path:

/ws/public

method:

public/subscribe

Request Example

{
  "method": "public/subscribe",
  "rid": 8,
  "params": {
    "channels": [
      "book.BTC-CS-14OCT25-111000_112000.100ms"
    ]
  }
}

Parameters

Parameter	Type	Required	Description
instrument_name	string	true	Instrument name
interval	string	true	Frequency of notifications. Events will be aggregated over this interval

Notification Message

Name	Type	Description
method	string	Equals to subscription
channel	string	Equals to book
result	object	Notification result
> asks	array	The first notification will contain the amounts for all price levels (a list of ["new", price, amount] tuples). All following notifications will contain a list of tuples with action, price level and new amount ([action, price, amount]). Action can be new, change or delete
> bids	array	The first notification will contain the amounts for all price levels (a list of ["new", price, amount] tuples). All following notifications will contain a list of tuples with action, price level and new amount ([action, price, amount]). Action can be new, change or delete
> changeId	integer	Identifier of the notification
> instrumentName	string	Unique instrument identifier
> prevChangeId	integer	Identifier of the previous notification (it's not included for the first notification)
> timestamp	long	The timestamp of last change (milliseconds since the Unix epoch)
> type	string	Type of notification: snapshot for initial, change for other

Book