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API Documentation

market:futures:order:events

Subscribes/Unsubscribes to market futures Order Book Events data.

Once you're connected to this subscription: wss://ws.amberdata.com/futures, your subscription message must include either a pair/instrument or an exchange field. At least one must be specified — both cannot be empty.

🗒️

Note:

  • Instrument-level wildcards (e.g., "instrument": "ALL") are no longer supported.
  • Exchange-level wildcard subscriptions are only supported for Spot markets.
  • For Futures and Options, you must subscribe using explicit instrument-level subscriptions. See here for more details.

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));
});