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Subscribe to real-time orderbook updates for a market.
  • Topic: orderbook/{market_addr}
  • Stream: Public (wss://api.ekiden.fi/ws/public)

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Subscribe

{ "op": "subscribe", "args": ["orderbook/0x88a70ff..."], "req_id": "101001" }
Ack: 
{ "op": "subscribed", "args": ["orderbook/0x88a70ff..."], "req_id": "101001" }

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Events

Messages arrive with op: "event", topic: "orderbook/{addr}", and data being either a snapshot or a delta. Snapshot example: 
{
    "op": "event",
    "topic": "orderbook/0x88a70ff...",
    "data": {
        "market_addr": "0x88a70ff...",
        "seq": 123,
        "asks": [[100200, 3], [100300, 2]],
        "bids": [[100100, 5], [100000, 1]],
        "timestamp": 1681234567
    }
}
Delta example: 
{
    "op": "event",
    "topic": "orderbook/0x88a70ff...",
    "data": {
        "market_addr": "0x88a70ff...",
        "seq": 124,
        "asks": [[100300, 0]],
        "bids": [[100100, 7]],
        "timestamp": 1681234568
    }
}

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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.
  • timestamp is a Unix timestamp in seconds.
  • Zero-change deltas: it is valid for one or both sides to be empty when no sizes changed for that side. Clients should treat such messages as a no-op and maintain their current local book. Servers may omit sending zero-change deltas entirely in future versions.
See schema details in AsyncAPI: OrderbookSnapshot, OrderbookDelta.