Subscribes/Unsubscribes to market order book event data. Events can either be per pair or general exchange level.
Important Notice
This WebSocket endpoint is in beta and will undergo enhancements to improve performance and functionality. We encourage you to review the updated documentation to ensure continued compatibility with our service. Should you need assistance, please reach out to us at [email protected].
Make sure you're connected. Either the pair or exchange have to be specified - one needs to be specified, but both cannot be empty.
Note that there is a dedicated URL for this subscription: wss://ws.amberdata.com/spot.
Request
All exchanges:
{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:order:events",{"pair":"btc_usd"}]}
Specific exchange:
{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:order:events",{"pair":"btc_usd","exchange":"gdax"}]}
Param | Type | Description |
---|---|---|
pair* | string | The asset pair. |
exchange | string | The exchange for which to retrieve asset pairs. |
*required
Note: Subscription response will include a field metadata
which includes the names of the columns in the order in which they appeared in the event notification response.
Response
{
"jsonrpc": "2.0",
"method": "subscription",
"params": {
"subscription": "5cfe1382-7fde-429c-b882-84c6e19b8dc3",
"result": [
[
"gdax",
"btc_usd",
1709727644482,
669000,
66909.96,
0,
true,
478739139482319
]
],
"metadata": [
"exchange",
"pair",
"timestamp",
"timestampNanoseconds",
"price",
"volume",
"isBid",
"sequence"
]
}
}
Field | Type | Description |
---|---|---|
exchange | string | The exchange. |
pair | string | The pair |
timestamp | number | The time at which the order book event took place. |
timestampNanoseconds | number | The nano second part of the timestampMilliseconds , where applicable. |
price | number | The quote price of the asset pair. |
volume | number | The number of assets traded in a specific asset pair within a given period of time. |
isBid | bool | Indicates if it is a bid or ask order: true for a bid and false for an ask. |
sequence | number | The sequence |
Example
const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/spot', {headers: {'x-api-key':'<api_key>'}});
ws.on('open', () => {
ws.send(JSON.stringify({
jsonrpc: '2.0',
method: 'subscribe',
params: ["market:spot:order:events", {"pair": "btc_usd", "exchange": "gdax"}],
id: 1,
}));
});
ws.on('message', data => {
console.log(JSON.stringify(JSON.parse(data), null, 2));
});