Orderbook Perps
orderbook_perps Channel
Stream perpetual futures orderbook updates in real-time. Receive initial snapshots and incremental order events (post_order, cancel_order, update_order).
Subscribe
Two subscription formats are supported:
By instrument name:
{
"channel": "orderbook_perps",
"query": {
"instrument_name": "BTC_USDC-PERPETUAL",
"direction": "buy",
"options": {
"skip_snapshot": true
}
}
}By pair (optional for broad subscription):
{
"channel": "orderbook_perps",
"query": {
"pair": "BTC_USDC",
"direction": "buy",
"options": {
"skip_snapshot": false
}
}
}| Parameter | Required | Description |
|---|---|---|
instrument_name | No | Full instrument name (e.g., "BTC_USDC-PERPETUAL") |
pair | No | Trading pair (e.g., "BTC_USDC") |
direction | No | "buy" or "sell" |
options.skip_snapshot | No | Skip initial orderbook snapshot (default: false) |
When using
instrument_name, it must match the pattern:{PAIR}-PERPETUAL
Events
This channel delivers the following event types. See Orderbook Events for full event schemas.
| Event | Description |
|---|---|
post_order | New order posted to the orderbook |
cancel_order | Order cancelled |
update_order | Order fill status updated (partial or complete fill) |
Updated about 10 hours ago
