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.
{
"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"
]
]
}
}{
"type": "error",
"meta": {
"exchange": "CXBNCE",
"symbol": "UNKNOWN",
"depth": 200
},
"error": {
"code": "not_found",
"message": "security not found"
}
}API key sent on the WebSocket upgrade request. Exactly one header value is required; duplicate or comma-combined values are rejected.
GET
The full initial top-depth view of the book; exactly one per connection.
Changed levels only; size "0" removes a level.
Terminal error converted from an upstream status; closes the socket.
Was this page helpful?
{
"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"
]
]
}
}{
"type": "error",
"meta": {
"exchange": "CXBNCE",
"symbol": "UNKNOWN",
"depth": 200
},
"error": {
"code": "not_found",
"message": "security not found"
}
}