market:futures:order:snapshots

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:snapshots", { "instrument": "XRPUSDT", "exchange": "binance" } ]
}

Param	Type	Description
instrument	`string`	The asset instrument. (REQUIRED)
exchange	`string`	The exchange for which to retrieve asset instruments. (OPTIONAL)

Response

{
  "jsonrpc": "2.0",
  "method": "subscription",
  "params": {
      "subscription": "8e1f5873-5023-4989-8573-2e91a6e4112c",
      "result": [
          {
              "exchange": "binance",
              "instrument": "BTCUSDT",
              "timestamp": 0,
              "exchangeTimestamp": 1711570980336,
              "isBid": false,
              "data": [
                  [
                      69135.8,
                      0.07,
                      null
                  ],
                  [
                      69136.4,
                      0.029,
                      null
                  ]
              ],
              "sequence": 4292893574687,
              "currentFunding": null
          }
      ]
  }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The time at which the order book snapshot took place.
exchangeTimestamp	`number`	The timestamp at which the event was recorded by the exchange.
isBid	`boolean`	A boolean indicator of whether the orders in the snapshot are buy (bid) orders.
data[0][0]	`number`	The price level of the order.
data[0][1]	`number`	The quantity of the asset available at the specified price level.
data[0][2]	`number`	The number of individual orders that are aggregated at the specified price level.
sequence	`number`	A unique identifier for the order book state.
currentFunding	`number`	The current funding rate for perpetual futures contracts.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.web3api.io/', {headers: {x-api-key:'<api_key>'}});

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

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