Ws orderbook levels feed selector v1

WSOrderbookLevelsFeedSelectorV1

Subscribes to aggregated orderbook updates for a single instrument. The book.s channel offers simpler integration. To experience higher publishing rates, please use the book.d channel.
Unlike the book.d channel which publishes an initial snapshot, then only streams deltas after, the book.s channel publishes full snapshots at each feed.

The Delta feed will work as follows:

  • On subscription, the server will send a full snapshot of all levels of the Orderbook.
  • After the snapshot, the server will only send levels that have changed in value.


Subscription Pattern:
  • Delta - instrument@rate
  • Snapshot - instrument@rate-depth


Field Semantics:
  • [DeltaOnly] If a level is not updated, level not published
  • If a level is updated, {size: '123'}
  • If a level is set to zero, {size: '0'}
  • Incoming levels will be published as soon as price moves
  • Outgoing levels will be published with size = 0

Name
Lite		 Type Required
Default		 Description
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
rate
r		 integer True The minimal rate at which we publish feeds (in milliseconds)
Delta (50, 100, 500, 1000)
Snapshot (500, 1000)
depth
d		 integer False
'0'		 Depth of the order book to be retrieved
Delta(0 - unlimited)
Snapshot(10, 50, 100, 500)