OrderBook

Subscribe

Rate Limit: 1 requests per 1 seconds per IP

Request

JSON

{  
    "action":"SUBSCRIBE",  
    "args":[  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_SPOT_BTC_USDT"  
        },  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"OKX_SPOT_BTC_USDT"  
        },{  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_PERP_BTC_USDT"  
        },  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"OKX_PERP_BTC_USDT"  
        }
    ]  
}
 

Field name	Type	Necessary	Remarks
action	String	Y	Action
args	Array	Y	Subscribe param，there can be no more than 20 instId parameters per subscribe
> channel	String	Y	Channel name
> instId	String	Y	Unique identifier

Response

JSON

{  
    "event": "SUBSCRIBE",  
    "args": [  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_SPOT_BTC_USDT"  
        },  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"OKEX_SPOT_BTC_USDT"  
        },{  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_PERP_BTC_USDT"  
        },  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"OKX_PERP_BTC_USDT"  
        }   
    ],  
    "code": 0  
}
 

Field	Type	Remarks
event	String	Event
code	String	Code
args	Array	Data
> channel	String	Channel
> instId	String	Unique identifier

Order book example:

JSON

{
    "instId": "BINANCE_SPOT_BNB_USDT",
    "publicChannelTypeEnum": "ORDER_BOOK",
    "exchangeTs": 1701048908942000000,
    "localTs": 1701048908944715333,
    "seqNum": 685893995,
    "ltp": 231.7,
    "ttv": 5.77130203645613E9,
    "ttq": 2.3642697332062364E7,
    "symbol": "BNBUSDT",
    "bookId": 0,
    "exchange": "BINANCE_SPOT",
    "tradingState": "NORMAL",
    "levelsBids": [
        {
            "price": 231.6,
            "qty": 282.5720000000001
        },
        {
            "price": 231.5,
            "qty": 701.415
        },
        {
            "price": 231.4,
            "qty": 688.059
        }
    ],
    "levelsAsks": [
        {
            "price": 231.7,
            "qty": 407.454
        },
        {
            "price": 231.8,
            "qty": 479.671
        },
        {
            "price": 231.9,
            "qty": 554.856
        },
        {
            "price": 232.0,
            "qty": 464.976
        }
    ],
    "updates": [
        {
            "price": 231.7,
            "qty": 0.258,
            "side": "SELL",
            "type": "TRADE",
            "level": 0
        }
    ]
}

Field	Type	Remarks
instId	String	Unique identifier
publicChannelTypeEnum	String	PublicChannelType, example: ORDER_BOOK
exchangeTs	Long	Exchange timestamp
localTs	Long	Local timestamp
seqNum	Long	Message sequence number
ltp	Double	Last traded price
ttv	Double	Latest traded volume
ttq	Double	Latest traded quote
symbol	String	Trading symbol , example: BTCUSDT
bookId	Integer	Book ID
exchange	String	Exchange
tradingState	String	Trading state(NORMAL,CLOSE)
levelsBids	Array	Bid levels, up to 50 levels
> price	Double	Price
> qty	Double	Quantity
levelsAsks	Array	Ask levels, up to 50 levels
> price	Double	Price
> qty	Double	Quantity
updates	Array	Updates, up to 50 items
> price	Double	Price
> qty	Double	Quantity
> side	String	Side(BUY,SELL)
> type	String	Update type(ADD,DELETE,MODIFY)
> level	Integer	Level of the order book

Unsubscribe

Rate Limit: 1 requests per 1 seconds per IP

Request

JSON

{  
    "action":"UNSUBSCRIBE",  
    "args":[  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_SPOT_BTC_USDT"  
        },  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"OKX_SPOT_BTC_USDT"  
        },{  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_PERP_BTC_USDT"  
        },  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"OKX_PERP_BTC_USDT"  
        }   
    ]  
}
 

Field name	Type	Necessary	Remarks
action	String	Y	Action
args	Array	Y	Data
> channel	String	Y	Channel name
> instId	String	Y	Unique identifier

Response

JSON

 {  
    "event": "UNSUBSCRIBE",  
    "args": [  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_SPOT_BTC_USDT"  
        },  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"OKX_SPOT_BTC_USDT"  
        },{  
            "channel":"ORDER_BOOK",  
            "instId":"BINANCE_PERP_BTC_USDT"  
        },  
        {  
            "channel":"ORDER_BOOK",  
            "instId":"OKX_PERP_BTC_USDT"  
        }   
    ],  
    "code": 0  
}

Field	Type	Remarks
event	String	Event
code	String	Code
args	Array	Data
> channel	String	Channel name
> instId	String	Unique identifier