market:futures:order:events

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" } ]
}

Param	Type	Description
instrument	`string`	The asset instrument.
exchange	`string`	The 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
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The timestamp at which the order book event took place.
exchangeTimestamp	`number`	The timestamp at which the event was recorded by the exchange.
exchangeTimestampNanoseconds	`number`	The nanosecond timestamp at which the event was recorded by the exchange.
receivedTimestamp	`number`	The timestamp for when the update was received by our system.
receivedTimestampNanoseconds	`number`	The nanosecond timestamp for when the update was received by our system.
isBid	`boolean`	A boolean value indicating whether the data pertains to bid orders (true) or ask orders (false).
data[0][0]	`number`	The price level of the order(s).
data[0][1]	`number`	The quantity of the contract(s) at that price level.
data[0][2]	`number`	The number of individual orders at the specified price level.
sequence	`number`	A 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));
});