Incremental Order Book

Channel Update Frequency: 100ms

Incremental order book stream

Usage Instructions: 1. Connect to websocket wss://api.ox.fun/v2/websocket 2. Subscribe to depthUpdate and you will get a message reply saying your subscription is successful 3. Afterwards you will get a snapshot of the book with table:depthUpdate 4. If you receive a reply with table:depthUpdate-diff first, keep it locally and wait for snapshot reply in step 3 5. The first incremental depthUpdate-diff message should have the same seqNum as the depthUpdate snapshot 6. After that, each new incremental update should have an incrementally larger seqNum to the previous update 7. The data in each event represents the absolute quantity for a price level. 8. If the quantity is 0, remove the price level.

Curl

Request format

{
    "op": "subscribe",
    "tag": "test1",
    "args": [
        "depthUpdate:BTC-USD-SWAP-LIN"
    ]
}

Success response format

{
    "success": true,
    "tag": "test1",
    "event": "subscribe",
    "channel": "depthUpdate:BTC-USD-SWAP-LIN",
    "timestamp": "1665456142779"
}

** depth update channel format**

{
    "table": "depthUpdate-diff",
    "data": {
        "seqNum": 2166539633794590,
        "asks": [],
        "bids": [],
        "checksum": 364462986,
        "marketCode": "BTC-USD-SWAP-LIN",
        "timestamp": "1665456142843"
    },
    "action": "increment"
}

{
    "table": "depthUpdate",
    "data": {
        "seqNum": 2166539633794591,
        "asks": [
            [
                19042.0,
                1.0
            ]
        ],
        "bids": [
            [
                19003.0,
                1.0
            ]
        ],
        "checksum": 2688268653,
        "marketCode": "BTC-USD-SWAP-LIN",
        "timestamp": "1665456142843"
    },
    "action": "partial"
}

Request Parameters

Parameters	Type	Required	Description
op	STRING	Yes	subscribe
tag	INTEGER or STRING	No	If given it will be echoed in the reply
args	LIST	Yes	List of individual markets <depthUpdate>:<marketCode> e.g: ["depthUpdate:BTC-USD-SWAP-LIN"]

Channel Update Fields

Fields	Type	Description
table	STRING	depthUpdate-diff depthUpdate
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
checksum	LONG
timestamp	STRING	Millisecond timestamp
action	STRING	partial increment