l2:bbo

Best Bid/Offer — sent on every best bid or ask price/amount change. Full state, no deltas.

Channel: l2:bbo:{instrument} Example: l2:bbo:BTC_USDC-PERPETUAL

Payload

Positional array format. Empty string "" for absent sides.

[1704067200000, "50000", "1000", "50100", "800"]

Index	Type	Field	Description
0	integer	timestamp	Unix timestamp in milliseconds
1	string	best_bid_price	Highest bid price ("" if no bids)
2	string	best_bid_amount	Notional USD at best bid ("" if no bids)
3	string	best_ask_price	Lowest ask price ("" if no asks)
4	string	best_ask_amount	Notional USD at best ask ("" if no asks)

sub.on("publication", (ctx) => {
  const [timestamp, bidPrice, bidAmount, askPrice, askAmount] = ctx.data;
});

Recovery

BBO channels do not use cache recovery — updates are frequent enough that clients receive data within milliseconds. Reconnect recovery is still automatic (server-pushed).