One Trading API
REST APIWebSocket API
REST APIWebSocket API
  1. Orderbook
  • Introduction
  • Authenticate
  • Subscribe
  • Ping / Pong
  • Trading
    • Introduction
    • Dead Man Switch (Auto Cancellation)
    • Create Order
    • Cancel All Orders
    • Cancel Order by Client ID
    • Cancel Order by Order ID
    • Margin Update
    • Settlement
    • Funding Payment
    • Order Booked
    • Order Rejected
    • Order Closed
    • Trade Executed
    • Order Fully Filled
    • Balance Adjustment
  • Orderbook
    • Introduction
    • Orderbook Snapshot
    • Orderbook Update
  • Price Ticks
    • Introduction
    • Price Tick
  • Book Ticker
    • Introduction
    • Book Tick
  1. Orderbook

Orderbook Update

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
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