Subscribe Order Book

API Description

This Websocket API provides real-time order book data for a specified instrument, including bids and asks.

Note: Order book data is available via both Resful and Websocket APIs. This page describes the Websocket API. For information on the RESTful API, please click here

Precautions

1. This Websocket returns the depth information for the specified instrument.
2. This Websocket does not allow user to specify a bid/ask levels. By default, it returns 100 levels of bids and asks in response.

Authentication

This is a public Websocket and does not require authentication. For details on using the Websocket API, please refer to Introduction > Authentication & Code Snippet > Futures > Websocket Public Interface.

Websocket URL

wss://ws.futurescw.com/perpum

Frequency Limit

The frequency limit for this subscription is 10 requests/2s per IP.

Subscription Parameters

Parameter	Mandatory	Type	Description
event	true	String	Subscribe or unsubscribe. sub: subscribe; unsub: unsubscribe. Note: This parameter is case-sensitive.
params	true	Json	Requested parameter objects including:
-biz	true	String	Specifies the channel, e.g., "futures". Note: Lowercase is recommended.
-type	true	String	Defines the function type, e.g., "depth". Note: Lowercase is recommended.
-pairCode	true	String	The base currency of a instrument. (e.g., BTC or btc). This parameter is case-insensitive. Note: For instruments that start with numbers (e.g., 1000PEPE), both uppercase and lowercase formats are valid.

Response Parameters

Parameter	Type	Description
biz	String	Specifies the channel, e.g., "futures".
type	String	Function type e.g., "depth"
result	boolean	Indicates whether the subscription or or unsubscription is successful: true, false
channel	String	Specifies the action performed: subscribe or unsubscribe.
pairCode	String	Base currency of the instrument, i.e., BTC
data	Json	Data object, containing the following fields:
-ask	List	Sell-side depth containing 100 levels
-bids	List	Buy-side depth containing 100 levels
--p	BigDecimal	Price
--m	BigDecimal	Quantity
n	String	Base currency of the instrument, i.e., btc.

Subscription Example

The following Python code shows how to subscribe to the order book of BTC.

Note: For a complete code example, please refer to Introduction > Authentication & Code Snippet > Futures > Websocket Public Interface.

subscription_params =  { "event": "sub",
                        "params": {
                        "biz": "futures",
                        "pairCode": "BTC",
                        "type": "depth"}}
url = "wss://ws.futurescw.com/perpum"
FuturesWebsocketPublic(url, subscription_params)   # function FuturesWebsocketPublic() is defined in section (Introduction > Authentication & Code Snippet > Futures > Websocket Public Interface.)

Note: For a complete Java code example, please refer to Introduction > Authentication & Code Snippet > Futures > Websocket Public Interface.

Response Example

The Websocket will keep updating the order book for BTC in real time. For brevity, only 8 levels of asks and bids are shown below from Python Subscription:

{'biz': 'futures',
 'pairCode': 'BTC',
 'data': {'result': True},
 'channel': 'subscribe',
 'type': 'depth'}
{'biz': 'futures',
 'pairCode': 'BTC',
 'data': {'asks': [{'p': '95640.3', 'm': '0.807'},
   {'p': '95640.5', 'm': '0.201'},
   {'p': '95640.6', 'm': '0.317'},
   {'p': '95640.7', 'm': '0.08'},
   {'p': '95640.8', 'm': '0.234'},
   {'p': '95640.9', 'm': '0.39'},
   {'p': '95641', 'm': '0.454'},
   ..........................................
   {'p': '96202.8', 'm': '5.819'}],
  'bids': [{'p': '95640.2', 'm': '0.068'},
   {'p': '95639.9', 'm': '1.381'},
   {'p': '95639.8', 'm': '0.099'},
   {'p': '95639.7', 'm': '0.655'},
   {'p': '95639.5', 'm': '0.441'},
   {'p': '95639.4', 'm': '0.187'},
   {'p': '95639.2', 'm': '1.104'},
   ..........................................
   {'p': '95095.8', 'm': '0.02'}]......},
  'n': 'btc'},
 'type': 'depth'}