Ws orderbook levels feed data v1

WSOrderbookLevelsFeedDataV1

Name
Lite		 Type Required
Default		 Description
stream
s		 string True Stream name
selector
s1		 string True Primary selector
sequence_number
sn		 string True A sequence number used to determine message order within a stream.
- If useGlobalSequenceNumber is false, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts.
- If useGlobalSequenceNumber is true, this returns the global sequence number, which uniquely identifies messages across the cluster.
- A single cluster payload can be multiplexed into multiple stream payloads.
- To distinguish each stream payload, a dedupCounter is included.
- The returned sequence number is computed as: cluster_sequence_number * 10^5 + dedupCounter.
feed
f		 OrderbookLevels True An orderbook levels object matching the request filter
OrderbookLevels
Name
Lite		 Type Required
Default		 Description
event_time
et		 string True Time at which the event was emitted in unix nanoseconds
instrument
i		 string True The readable instrument name:
  • Perpetual: ETH_USDT_Perp
  • Future: BTC_USDT_Fut_20Oct23
  • Call: ETH_USDT_Call_20Oct23_2800
  • Put: ETH_USDT_Put_20Oct23_2800
bids
b		 [OrderbookLevel] True The list of best bids up till query depth
asks
a		 [OrderbookLevel] True The list of best asks up till query depth
OrderbookLevel
Name
Lite		 Type Required
Default		 Description
price
p		 string True The price of the level, expressed in 9 decimals
size
s		 string True The number of assets offered, expressed in base asset decimal units
num_orders
no		 integer True The number of open orders at this level
OrderbookLevel
Name
Lite		 Type Required
Default		 Description
price
p		 string True The price of the level, expressed in 9 decimals
size
s		 string True The number of assets offered, expressed in base asset decimal units
num_orders
no		 integer True The number of open orders at this level