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Subscribe to real-time orderbook updates for a market.
  • Topic: orderbook.<depth>.<symbol> (e.g., orderbook.1.BTC-USDC)
  • Stream: Public (wss://api.ekiden.fi/ws/public)

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Subscribe

{ "op": "subscribe", "args": ["orderbook.1.BTC-USDC"], "req_id": "101001" }
Ack: 
{ "op": "subscribed", "args": ["orderbook.1.BTC-USDC"], "req_id": "101001" }

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Events

Messages arrive with op: "event", topic: "orderbook.<depth>.<symbol>", include type (snapshot or delta), and data is an OrderBookSnapshot. Snapshot example: 
{
    "op": "event",
    "topic": "orderbook.1.BTC-USDC",
    "server_ts_ms": 1731541800000,
    "type": "snapshot",
    "data": {
        "s": "BTC-USDC",
        "ts": "1731541800000",
        "mts": "1731541799990",
        "u": 123,
        "seq": 123,
        "a": [["100200", "3"], ["100300", "2"]],
        "b": [["100100", "5"], ["100000", "1"]]
    }
}
Delta example: 
{
    "op": "event",
    "topic": "orderbook.1.BTC-USDC",
    "server_ts_ms": 1731541801000,
    "type": "delta",
    "data": {
        "s": "BTC-USDC",
        "ts": "1731541801000",
        "mts": "1731541800990",
        "u": 124,
        "seq": 124,
        "a": [["100300", "0"]],
        "b": [["100100", "7"]]
    }
}

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Building a Local Book

  • On subscribe, wait for a snapshot, then apply subsequent deltas by ascending seq.
  • Each price level is a two-element array [price, size].
  • Delta semantics: if size === "0", delete the level at price; otherwise upsert the level to size.
  • If you detect a gap in seq, resubscribe to receive a fresh snapshot.

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Notes

  • Arrays asks and bids are ordered by ascending price.
  • In the payload, asks are a and bids are b.
  • ts and mts are Unix timestamps in milliseconds (encoded as strings).
  • server_ts_ms is the gateway processing time in milliseconds.
  • All numeric values in data are strings to preserve precision.
See schema details in AsyncAPI: OrderBookSnapshot.