Added
v1.8.0 - 2025-08-30
1 day ago by ReadMe CLI
Added
-
WebSocket orderbook subscription filtering by maker address
- New capability: Filter orderbook events (
post_order,cancel_order,trade) by specific market maker address - Benefits: Reduces bandwidth usage by receiving only relevant orderbook updates, enables tracking specific market makers
- Channels affected:
orderbook_options,orderbook_perps
Example:
// Subscribe to orderbook events from a specific maker only const subscription = { channel: 'orderbook_options', query: { pair: 'BTC_USDC', maker: '0x1234567890abcdef1234567890abcdef12345678' } }; - New capability: Filter orderbook events (
-
WebSocket orderbook snapshot skipping option
- New capability: Skip initial orderbook snapshot when subscribing to orderbook channels
- Benefits: Faster subscription initialization, reduced initial data transfer for clients that only need incremental updates
- Use case: Ideal for applications that maintain their own orderbook state or only need real-time updates
Example:
// Subscribe without receiving initial orderbook state const subscription = { channel: 'orderbook_perps', query: { instrument_name: 'BTC_USDC-PERPETUAL', options: { skip_snapshot: true // Only receive incremental updates } } };
Changed
-
WebSocket orderbook subscriptions now support optional
pairparameter- Breaking Change: The
pairparameter is now optional fororderbook_optionsandorderbook_perpschannels - Benefits: Subscribe to all instruments across all markets in a single subscription, simplified market-wide monitoring
Before:
// Previously required to specify a pair const subscription = { channel: 'orderbook_options', query: { pair: 'BTC_USDC', // Was required maturity: '29AUG25' } };After:
// Now can subscribe to all markets at once const subscription = { channel: 'orderbook_options', query: { // pair is now optional - omit to receive all markets maturity: '29AUG25' // Can filter by maturity across all pairs } }; // Or subscribe to absolutely everything const subscribeToAll = { channel: 'orderbook_perps', query: {} // Receives all perpetual orderbook events };Migration Guide:
- Existing subscriptions with
pairspecified will continue to work unchanged - To subscribe to all markets, simply omit the
pairparameter - Consider using the new
makerfilter orskip_snapshotoption to manage data volume when subscribing broadly
- Breaking Change: The
