Orderbook Update - One Trading API

You must be subscribed to the ORDER_BOOK channel to receive any order book related updates. You will only receive updates for instrument_codes you have specified.

The ORDER_BOOK_UPDATE provides an immediate overview of all the bids and aks in a particular market at the time of subscription.

{
  "type": "ORDER_BOOK_UPDATE",
  "channel_name": "ORDER_BOOK",
  "time": 1715268699262970610,
  "instrument_code": "BTC_EUR",
  "changes": [
    [
      "BUY",
      "6500.09",
      "0.84702376"
    ]
  ]
}

In the array of changes, the 3 components are:

[
  "BUY", // SIDE
  "6500.09", // PRICE
  "0.84702376" // AMOUNT
]

If the amount value is 0, this means the price level has been removed from the orderbook.

OrderbookUpdate

channel_name

enum<string>

required

Allowed value:

ORDER_BOOK

type

enum<string>

required

Allowed value:

ORDER_BOOK_UPDATE

time

integer

required

Time in nanoseconds of the update

instrument_code

string

required

changes

array [array]

required

string

optional

string

optional

string

optional