market:futures:order:events

Once you're connected to this subscription: wss://ws.amberdata.com/futures, every subscription message must include an explicit instrument. This is mandatory across all market types.

You must always specify the instrument.
For Futures and Options, you must also include the exchange field.

See here for more details and examples.

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]	`number`	The price level of the order(s).
data[1]	`number`	The quantity of the contract(s) at that price level.
data[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));
});