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v1

latestOpenAPI 3.0.2Apache 2.02026-07-17189642856.1 KB
Timeseries stream

Market orderbooks

Returns a WebSocket stream of orderbooks for specified markets.<br/> Orderbooks are delivered using a sequence of snapshot and update messages.<br/> Zero value of the size response field for asks or bids means negative update.<br/> If you are falling behind (slow client) you will get warning message first, then error message and disconnection will happen.

get/timeseries-stream/market-orderbooks

Query parameters

marketsstring[] required

Comma separated list of markets or market patterns like exchange-* or exchange-*-spot or *USDT-future.<br/> Use a corresponding /catalog-all-v2/market-{dataType} endpoint for the full list of supported markets for a given data type.

depth_limitstring

Book depth limit.

backfill'latest' | 'none'

What data should be sent upon a connection.<br/> By default the latest values are sent just before real-time data.

prettyboolean

Human-readable formatting of JSON responses.

Response

Orderbook WebSocket message.

marketstring required

Unique name of the market.

timestring required

The time in ISO 8601 date-time format. Always with nanoseconds precision.

coin_metrics_idstring required

ID of an order book or quote. It can be generated by Coin Metrics or provided by an exchange. If it is generated by Coin Metrics it is unique. If it is generated by exchange we can't guarantee its uniqueness.

type'snapshot' | 'update' required

Type of the order book.

collect_timestring required

Time of when the order book was received from the exchange.

cm_sequence_idstring required

The monotonically increasing message number, resets on disconnection.