market:futures:order:snapshots

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: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]	`number`	The price level of the order.
data[1]	`number`	The quantity of the asset available at the specified price level.
data[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));
});