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book.{instrument_name}.{depth}

CHANNEL 

wss://stream.crypto.com/exchange/v1/market

book.{instrument_name}.{depth}
Order book (L2). Subscribe with channels e.g. ["book.BTCUSD-PERP.10"] or ["book.BTCUSD-PERP.50"]. Optional params: book_subscription_type (SNAPSHOT | SNAPSHOT_AND_UPDATE), book_update_frequency (10 | 100 | 500 ms).

Request

Body

required
    id integerrequired

    Request id

    method stringrequired

    Possible values: [subscribe]

    params objectrequired
    channels string[]required

    e.g. ["book.BTCUSD-PERP.10"]

    book_subscription_type BookSubscriptionType (string)

    Possible values: [SNAPSHOT, SNAPSHOT_AND_UPDATE]

    Book subscription type for order book channel.

    book_update_frequency BookUpdateFrequency (string)

    Possible values: [10, 100, 500]

    Update frequency in ms; for book channel only.

    nonce integerrequired

    Current timestamp in milliseconds

WebSocket response
Schema
    id int64
    method string
    code int32
    result object
    instrument_name string
    subscription string
    channel string
    depth int32
    data object[]
  • Array [
  • asks array[]

    Ask levels (snapshot).

    bids array[]

    Bid levels (snapshot).

    t int64

    Timestamp (snapshot), ms, e.g. "1771761038000".

    tt int64

    Timestamp (snapshot), ms, e.g. "1771761038000".

    u int64

    Sequence (snapshot).

    update object

    Delta; has asks/bids.

    pu int64

    Previous sequence (delta).

  • ]