Fixed Size Order Book

Channel Update Frequency: 100ms

This order book depth channel sends a snapshot of the entire order book every 50ms.

Curl

Request format

{
  "op": "subscribe",
  "tag": 103,
  "args": ["depthL10:BTC-USD-SWAP-LIN"]
}

Success response format

{
    "success": true,
    "tag": "103",
    "event": "subscribe",
    "channel": "depthL10:BTC-USD-SWAP-LIN",
    "timestamp": "1665454814275"
}

Order Book depth channel format

{
    "table": "depthL10",
    "data": {
        "seqNum": 2166539633781384,
        "asks": [
            [
                19024.0,
                1.0
            ],
            [
                19205.0,
                4.207
            ],
            [
                19395.0,
                8.414
            ]
        ],
        "bids": [
            [
                18986.0,
                1.0
            ],
            [
                18824.0,
                4.207
            ],
            [
                18634.0,
                8.414
            ]
        ],
        "marketCode": "BTC-USD-SWAP-LIN",
        "timestamp": "1665454814328"
    },
    "action": "partial"
}

Python

Request format

import websockets
import asyncio
import json

orderbook_depth = \
{
  "op": "subscribe",
  "tag": 103,
  "args": ["depthL10:BTC-USD-SWAP-LIN"]
}

url= 'wss://api.ox.fun/v2/websocket'
async def subscribe():
    async with websockets.connect(url) as ws:
        while True:
            if not ws.open:
                print("websocket disconnected")
                ws = await websockets.connect(url)
            response = await ws.recv()
            data = json.loads(response)
            print(data)
            if 'nonce' in data:
                await ws.send(json.dumps(orderbook_depth))
            elif 'success' in data and data['success'] == 'True':
                continue
asyncio.get_event_loop().run_until_complete(subscribe())

Request Parameters

Parameters	Type	Required	Description
op	STRING	Yes	subscribe
tag	INTEGER or STRING	No	If given it will be echoed in the reply and the max size of tag is 32
args	LIST	Yes	List of individual markets <depth>:<marketCode> e.g: [depthL10:BTC-USD-SWAP-LIN], valid book sizes are: depthL5 depthL10 depthL25

Channel Update Fields

Fields	Type	Description
table	STRING	depthL10
data	DICTIONARY
seqNum	INTEGER	Sequence number of the order book snapshot
asks	LIST of floats	Sell side depth; price quantity
bids	LIST of floats	Buy side depth; price quantity
marketCode	STRING	marketCode
timestamp	STRING	Millisecond timestamp
action	STRING