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
    }
  }
}
ParameterRequiredDescription
instrument_nameNoFull instrument name (e.g., "BTC_USDC-PERPETUAL")
pairNoTrading pair (e.g., "BTC_USDC")
directionNo"buy" or "sell"
options.skip_snapshotNoSkip 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.

EventDescription
post_orderNew order posted to the orderbook
cancel_orderOrder cancelled
update_orderOrder fill status updated (partial or complete fill)