OrderBook

Description

Rate Limit: 10 requests per second per IP for Subscribe and Unsubscribe.

A message with type="all" indicates a full snapshot, while type="update" indicates an incremental update. Upon initial subscription, a full snapshot is sent, followed by incremental updates. The order book should be maintained using seqNum (current sequence number) and preSeqNum (previous sequence number).

Response Packet Protocol: binary

Request

JSON

{
    "event": "SUBSCRIBE",
    "arg": [
        {
            "channel": "ORDER_BOOK",
            "instId": "OKX_PERP_BTC_USDT"
        },
        {  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_SPOT_BTC_USDT"  
        },  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"OKX_SPOT_BTC_USDT"  
        },{  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_PERP_BTC_USDT"  
        }
    ]  
}
 

Field name	Type	Necessary	Remarks
event	String	Y	SUBSCRIBE, UNSUBSCRIBE
arg	Array	Y	Subscribe param. There can be no more than 50 instId parameters per subscribe.
> channel	String	Y	Channel name
> instId	String	Y	Unique identifier

Response

JSON

{
    "event": "SUBSCRIBE",
    "arg": [
        {
            "channel": "ORDER_BOOK",
            "instId": "OKX_PERP_BTC_USDT"
        },
        {
            "channel": "ORDER_BOOK",
            "instId": "BINANCE_SPOT_BTC_USDT"
        },
        {
            "channel": "ORDER_BOOK",
            "instId": "OKX_SPOT_BTC_USDT"
        },
        {
            "channel": "ORDER_BOOK",
            "instId": "BINANCE_PERP_BTC_USDT"
        }
    ],
    "code": 0,
    "message": "Success"
}

Field	Type	Remarks
event	String	SUBSCRIBE, UNSUBSCRIBE
code	String	Error Code
msg	String	Error Message
arg	Array	Subscribe param
> channel	String	Channel
> instId	String	Unique identifier

Order book example:

JSON

{
    "arg": {
        "channel": "ORDER_BOOK",
        "instId": "BINANCE_PERP_BTC_USDT"
    },
    "data": {
        "localTs": 1736426510957751300,
        "exchangeTs": 1736426510956000000,
        "seqNum": 5818843132,
        "type": "update",
        "preseqNum": 5818843129,
        "ltp": "93261.400000",
        "ttv": "167880070889.075409",
        "ttq": "1742014.077255",
        "state": "0",
        "bids": [
            [
                "93252.900000",
                "0.000000"
            ],
            [
                "93253.000000",
                "4.086000"
            ],
            [
                "93254.200000",
                "0.003000"
            ],
            [
                "93256.300000",
                "0.055000"
            ],
            [
                "93261.300000",
                "7.568000"
            ]
        ],
        "asks": [
            [
                "93261.400000",
                "1.434000"
            ],
            [
                "93271.700000",
                "0.008000"
            ]
        ],
        "trades": [
            [
                "93261.400000",
                "0.012000",
                "1",
                "1736426510914000000"
            ],
            [
                "93261.400000",
                "0.009000",
                "1",
                "1736426510956000000"
            ]
        ]
    }
}

Field	Type	Remarks
channel	String	example: ORDER_BOOK
instId	String	Unique identifier
exchangeTs	Long	Exchange timestamp
localTs	Long	Local timestamp
type	String	"Update" for Incremental Data, "All" for Full Data.
preseqNum	Long	Last Sequence Number
seqNum	Long	Current Sequence Number
ltp	String	Last traded price
ttv	String	Latest traded volume
ttq	String	Latest traded quantity
state	String	Trading Pairs state(NORMAL=0,CLOSE=1)
bids	Array	Bid levels, up to 50 levels
> price	String	Price
> qty	String	Quantity
asks	Array	Ask levels, up to 50 levels
> price	String	Price
> qty	String	Quantity
trades	Array	transactions
> price	String	Price
> qty	String	Quantity
> side	String	Side(BUY=0,SELL=1)
> exchangeTs	Long	Transaction Time