WebSocket API

Live order book stream

The stream follows the snapshot-plus-deltas model: exactly one snapshot frame with the top-depth levels of each side, then update frames carrying only changed levels. In updates size "0" removes a level. Levels are keyed by numeric price value, so a client must not distinguish "1.5" from "1.50". An upstream resync or transparent reconnect is absorbed into a regular update diff — a client sees exactly one snapshot frame per connection. A positive throttlingDelay coalesces diffs (latest size per price wins) into at most one update frame per delay; 0 or omitted forwards every upstream batch. A terminal upstream error is delivered as an error frame and closes the socket; a client that does not read the stream fast enough for its depth is dropped with too_much_data.

Cost: 50 credits per subscription, charged again in every quota window the connection stays open in.

WSS

api

marketdata

orderbook

stream

Messages

{
  "type": "orderbook",
  "meta": {
    "exchange": "CXBNCE",
    "symbol": "BTC/USDT",
    "depth": 3
  },
  "snapshot": {
    "timestamp": "2026-09-22T05:39:24.614Z",
    "bids": [
      [
        "85320.85",
        "6.35745"
      ],
      [
        "85320.84",
        "0.00012"
      ],
      [
        "85320.83",
        "0.00012"
      ]
    ],
    "asks": [
      [
        "85320.86",
        "0.20388"
      ],
      [
        "85320.87",
        "0.00047"
      ],
      [
        "85320.88",
        "0.00012"
      ]
    ]
  }
}

{
  "type": "orderbook",
  "meta": {
    "exchange": "CXBNCE",
    "symbol": "BTC/USDT",
    "depth": 3
  },
  "update": {
    "timestamp": "2026-09-22T05:39:24.914Z",
    "bids": [],
    "asks": [
      [
        "85320.86",
        "0.20274"
      ],
      [
        "85320.87",
        "0.0004"
      ]
    ]
  }
}

x-api-key

type:httpApiKey

API key sent on the WebSocket upgrade request. Exactly one header value is required; duplicate or comma-combined values are rejected.

method

type:string

GET

query

type:object

Order book snapshot frame

type:object

The full initial top-depth view of the book; exactly one per connection.

Order book update frame

type:object

Changed levels only; size "0" removes a level.

Error frame

type:object

Terminal error converted from an upstream status; closes the socket.

Messages

{
  "type": "orderbook",
  "meta": {
    "exchange": "CXBNCE",
    "symbol": "BTC/USDT",
    "depth": 3
  },
  "snapshot": {
    "timestamp": "2026-09-22T05:39:24.614Z",
    "bids": [
      [
        "85320.85",
        "6.35745"
      ],
      [
        "85320.84",
        "0.00012"
      ],
      [
        "85320.83",
        "0.00012"
      ]
    ],
    "asks": [
      [
        "85320.86",
        "0.20388"
      ],
      [
        "85320.87",
        "0.00047"
      ],
      [
        "85320.88",
        "0.00012"
      ]
    ]
  }
}

{
  "type": "orderbook",
  "meta": {
    "exchange": "CXBNCE",
    "symbol": "BTC/USDT",
    "depth": 3
  },
  "update": {
    "timestamp": "2026-09-22T05:39:24.914Z",
    "bids": [],
    "asks": [
      [
        "85320.86",
        "0.20274"
      ],
      [
        "85320.87",
        "0.0004"
      ]
    ]
  }
}