> ## Documentation Index > Fetch the complete documentation index at: https://takeprofit.com/docs/llms.txt > Use this file to discover all available pages before exploring further. # 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. ## AsyncAPI ````yaml platform-api/specs/asyncapi.yaml orderbook id: orderbook title: Live order book stream description: >- 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. servers: - id: production protocol: wss host: public-api.takeprofit.com bindings: [] variables: [] address: /api/v1/marketdata/orderbook/stream parameters: [] bindings: - protocol: ws version: 0.1.0 value: method: GET query: type: object additionalProperties: false required: - exchange - symbol properties: exchange: &ref_0 type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. example: CXBNCE x-parser-schema-id: ExchangeCode symbol: &ref_1 type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. example: BTC/USDT x-parser-schema-id: SecuritySymbol depth: type: integer minimum: 0 default: 200 description: Number of best levels per side; 0 streams the full book. throttlingDelay: type: integer minimum: 0 maximum: 60000 default: 0 description: >- Throttling delay in milliseconds; a positive delay coalesces updates into at most one frame per delay, 0 or omitted applies no gateway-side throttling. x-parser-schema-id: ThrottlingDelay schemaProperties: - name: method type: string description: GET required: false - name: query type: object required: false properties: - name: exchange type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. required: true - name: symbol type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. required: true - name: depth type: integer description: Number of best levels per side; 0 streams the full book. required: false - name: throttlingDelay type: integer description: >- Throttling delay in milliseconds; a positive delay coalesces updates into at most one frame per delay, 0 or omitted applies no gateway-side throttling. required: false operations: - &ref_5 id: streamOrderBook title: Stream the order book description: Frames the gateway delivers to a connected order book stream client. type: send messages: - &ref_6 id: snapshot contentType: application/json payload: - name: Order book snapshot frame description: >- The full initial top-depth view of the book; exactly one per connection. type: object properties: - name: const type: string description: orderbook required: false - name: meta type: object description: >- Echo of the normalized subscription parameters; depth is the effective value after the default is applied. required: true properties: - name: exchange type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. required: true - name: symbol type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. required: true - name: depth type: integer description: Levels per side; 0 means the full book. required: true - name: snapshot type: object description: >- Levels listed best price first: bids descending, asks ascending. The timestamp is the exchange timestamp of the underlying upstream batch. required: true properties: - name: timestamp type: string required: true - name: bids type: array required: true properties: - name: item type: array description: >- One price level as the positional array [price, size] of decimal strings. In updates size "0" removes the level. Levels are keyed by numeric price value, so "1.5" and "1.50" are the same level. required: false properties: - name: item type: string required: false - name: asks type: array required: true properties: - name: item type: array description: >- One price level as the positional array [price, size] of decimal strings. In updates size "0" removes the level. Levels are keyed by numeric price value, so "1.5" and "1.50" are the same level. required: false properties: - name: item type: string required: false headers: [] jsonPayloadSchema: type: object additionalProperties: false required: - type - meta - snapshot properties: type: const: orderbook x-parser-schema-id: meta: &ref_3 type: object description: >- Echo of the normalized subscription parameters; depth is the effective value after the default is applied. required: - exchange - symbol - depth properties: exchange: *ref_0 symbol: *ref_1 depth: type: integer description: Levels per side; 0 means the full book. x-parser-schema-id: x-parser-schema-id: OrderBookMeta snapshot: &ref_4 type: object description: >- Levels listed best price first: bids descending, asks ascending. The timestamp is the exchange timestamp of the underlying upstream batch. required: - timestamp - bids - asks properties: timestamp: type: string format: date-time x-parser-schema-id: bids: type: array items: &ref_2 type: array description: >- One price level as the positional array [price, size] of decimal strings. In updates size "0" removes the level. Levels are keyed by numeric price value, so "1.5" and "1.50" are the same level. minItems: 2 maxItems: 2 items: type: string x-parser-schema-id: example: - '109250.5' - '0.42' x-parser-schema-id: OrderBookLevel x-parser-schema-id: asks: type: array items: *ref_2 x-parser-schema-id: x-parser-schema-id: OrderBookFrame x-parser-schema-id: title: Order book snapshot frame description: >- The full initial top-depth view of the book; exactly one per connection. example: |- { "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" ] ] } } bindings: [] extensions: - id: x-parser-unique-object-id value: snapshot - &ref_7 id: update contentType: application/json payload: - name: Order book update frame description: Changed levels only; size "0" removes a level. type: object properties: - name: const type: string description: orderbook required: false - name: meta type: object description: >- Echo of the normalized subscription parameters; depth is the effective value after the default is applied. required: true properties: - name: exchange type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. required: true - name: symbol type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. required: true - name: depth type: integer description: Levels per side; 0 means the full book. required: true - name: update type: object description: >- Levels listed best price first: bids descending, asks ascending. The timestamp is the exchange timestamp of the underlying upstream batch. required: true properties: - name: timestamp type: string required: true - name: bids type: array required: true properties: - name: item type: array description: >- One price level as the positional array [price, size] of decimal strings. In updates size "0" removes the level. Levels are keyed by numeric price value, so "1.5" and "1.50" are the same level. required: false properties: - name: item type: string required: false - name: asks type: array required: true properties: - name: item type: array description: >- One price level as the positional array [price, size] of decimal strings. In updates size "0" removes the level. Levels are keyed by numeric price value, so "1.5" and "1.50" are the same level. required: false properties: - name: item type: string required: false headers: [] jsonPayloadSchema: type: object additionalProperties: false required: - type - meta - update properties: type: const: orderbook x-parser-schema-id: meta: *ref_3 update: *ref_4 x-parser-schema-id: title: Order book update frame description: Changed levels only; size "0" removes a level. example: |- { "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" ] ] } } bindings: [] extensions: - id: x-parser-unique-object-id value: update - &ref_8 id: error contentType: application/json payload: - name: Error frame description: >- Terminal error converted from an upstream status; closes the socket. type: object properties: - name: const type: string description: error required: false - name: meta type: object description: >- Echo of the normalized subscription parameters; depth is the effective value after the default is applied. required: true properties: - name: exchange type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. required: true - name: symbol type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. required: true - name: depth type: integer description: Levels per side; 0 means the full book. required: true - name: error type: object required: true properties: - name: code type: string description: Stable public error code. enumValues: - canceled - invalid_argument - unauthenticated - permission_denied - not_found - conflict - rate_limited - too_much_data - deadline_exceeded - unimplemented - unavailable - upstream_error required: true - name: message type: string description: Human-readable public error message. required: true headers: [] jsonPayloadSchema: type: object additionalProperties: false required: - type - meta - error properties: type: const: error x-parser-schema-id: meta: *ref_3 error: type: object required: - code - message properties: code: type: string description: Stable public error code. enum: - canceled - invalid_argument - unauthenticated - permission_denied - not_found - conflict - rate_limited - too_much_data - deadline_exceeded - unimplemented - unavailable - upstream_error x-parser-schema-id: message: type: string description: Human-readable public error message. x-parser-schema-id: x-parser-schema-id: ErrorBody x-parser-schema-id: title: Error frame description: Terminal error converted from an upstream status; closes the socket. example: |- { "type": "error", "meta": { "exchange": "CXBNCE", "symbol": "UNKNOWN", "depth": 200 }, "error": { "code": "not_found", "message": "security not found" } } bindings: [] extensions: - id: x-parser-unique-object-id value: error bindings: [] extensions: - id: x-parser-unique-object-id value: orderbook sendOperations: [] receiveOperations: - *ref_5 sendMessages: [] receiveMessages: - *ref_6 - *ref_7 - *ref_8 extensions: - id: x-parser-unique-object-id value: orderbook securitySchemes: - id: ApiKeyAuth name: x-api-key type: httpApiKey description: >- API key sent on the WebSocket upgrade request. Exactly one header value is required; duplicate or comma-combined values are rejected. in: header extensions: [] ````