Connection
URL:
/marketdata/v5/info?access_token={YOUR_ACCESS_TOKEN}
arguments array
The connection parameters.
In the first element, provide the accountId as a string.
In the second element, provide the marketId as a string.
invocationId string
The invocation identifier.
Must be unique and increase by 1 for each sent message.
target string
The stream name.
Specify "Book".
type int
The operation type.
Set to 4 to indicate a subscription to the stream.
Example:
{
"arguments": [
"67d0456f8c7b1108e4cf5d46",
"cfd.eur_chf"
],
"invocationId": "0",
"target": "Book",
"type": 4
}Message
type string
The operation type.
2 indicates the streaming is in progress.
invocationId string
The invocation identifier. Same as in the request.
item object
The dataset object.
item.instrument string
The market identifier, in the following format: {marketType}.{baseAssetId}_{quoteAssetId}, for example: cfd.eth_eur.
item.askTotalAmount string
The total ask amount.
item.bidTotalAmount string
The total bid amount.
item.asks array of objects
The array of ask price objects.
item.asks.price string
The price, in the quote asset.
item.asks.amount string
The total amount of the base asset available at a corresponding price level.
item.asks.total string
The total amount, in the quote asset, required to fully execute the orders at a corresponding price level.
item.bids array of objects
The array of bid price objects.
item.bids.price string
The price, in the quote asset.
item.bids.amount string
The total amount of the base asset available at a corresponding price level.
item.bids.total string
The total amount, in the quote asset, required to fully execute the orders at a corresponding price level.
item.version string
The order book version.
item.snapshot boolean
The data snapshot.
If snapshot: true, it indicates the message contains the full dataset. Subsequent messages with snapshot: false only include updates or changes since the initial snapshot.
Example:
{
"type": 2,
"invocationId": "0",
"item": {
"instrument": "cfd.eur_chf",
"askTotalAmount": "18700000",
"bidTotalAmount": "19100000",
"asks": [
{
"price": "0.93677",
"amount": "5000000",
"total": "4683850"
},
{
"price": "0.93676",
"amount": "0",
"total": "0"
},
{
"price": "0.93676",
"amount": "0",
"total": "0"
}
],
"bids": [
{
"price": "0.93654",
"amount": "0",
"total": "0"
},
{
"price": "0.93654",
"amount": "0",
"total": "0"
},
{
"price": "0.93655",
"amount": "5000000",
"total": "4682750"
}
],
"version": "12498",
"snapshot": false
}
}