market:futures:order:events

Subscribes/Unsubscribes to market futures Order Book Events data.


🆕

Important Update: WebSocket Endpoint Migration

We are excited to announce an upgrade to our WebSocket service! To ensure that our users enjoy enhanced reliability and performance, we have migrated our WebSocket endpoint. Please update your applications to connect to the new endpoint as described here:

  • Old Endpoint: wss://ws.web3api.io/
  • New Endpoint: wss://ws.amberdata.com/futures

Action Required

Users are required to update the endpoint URL in their applications. The good news is that the response JSON schemas remain unchanged, so you can expect a seamless transition with minimal adjustments needed on your end.

Support

We understand that changes like these can raise questions. Our support team is here to assist with any issues or concerns you may have during this migration process. Please don’t hesitate to contact us for support at: [email protected].

We appreciate your prompt action to migrate to the new WebSocket endpoint.

Once you're connected to this subscription: wss://ws.amberdata.com/futures, you must provide either the instrument or exchange - one needs to be specified, both cannot be empty.

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:futures:order:events", { "instrument": "XRPUSDT", "exchange": "binance" } ]
}
ParamTypeDescription
instrumentstringThe asset instrument.
exchangestringThe exchange for which to retrieve asset instruments.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "daa10b81-e434-417c-a172-a0ac73a6cb25",
        "result": {
            "exchange": "binance",
            "instrument": "BTCUSDT",
            "timestamp": 1711570943299,
            "exchangeTimestamp": 1711570943297,
            "exchangeTimestampNanoseconds": 0,
            "receivedTimestamp": 1711570943299,
            "receivedTimestampNanoseconds": 658463,
            "isBid": false,
            "data": [
                [
                    69020,
                    0.353,
                    null
                ],
                [
                    69028.7,
                    0.112,
                    null
                ],
                [
                    69030.4,
                    0.009,
                    null
                ]
            ],
            "sequence": 4292890252329
        }
    }
}
FieldTypeDescription
exchangestringThe exchange name.
instrumentstringThe instrument name.
timestampnumberThe timestamp at which the order book event took place.
exchangeTimestampnumberThe timestamp at which the event was recorded by the exchange.
exchangeTimestampNanosecondsnumberThe nanosecond timestamp at which the event was recorded by the exchange.
receivedTimestampnumberThe timestamp for when the update was received by our system.
receivedTimestampNanosecondsnumberThe nanosecond timestamp for when the update was received by our system.
isBidbooleanA boolean value indicating whether the data pertains to bid orders (true) or ask orders (false).
data[0][0]numberThe price level of the order(s).
data[0][1]numberThe quantity of the contract(s) at that price level.
data[0][2]numberThe number of individual orders at the specified price level.
sequencenumberA unique identifier for the order book event.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/futures', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:order:events', {'instrument': 'XRPUSDT', 'exchange': 'binance'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});