WebSockets

Orderbook Updates

Real-time orderbook price level changes. Provides incremental updates to maintain a live orderbook.

Requirements:

Authentication required
Market specification required:
- Use market_ticker (string) for a single market
- Use market_tickers (array of strings) for multiple markets
- market_id/market_ids are not supported for this channel
Sends orderbook_snapshot first, then incremental orderbook_delta updates
Supports update_subscription with add_markets / delete_markets / get_snapshot actions
get_snapshot returns an orderbook_snapshot for the requested market_tickers without modifying the subscription

Use case: Building and maintaining a real-time orderbook

WSS

orderbook_delta

Messages

{
  "type": "orderbook_snapshot",
  "sid": 2,
  "seq": 2,
  "msg": {
    "market_ticker": "FED-23DEC-T3.00",
    "market_id": "9b0f6b43-5b68-4f9f-9f02-9a2d1b8ac1a1",
    "yes_dollars_fp": [
      [
        "0.0800",
        "300.00"
      ],
      [
        "0.2200",
        "333.00"
      ]
    ],
    "no_dollars_fp": [
      [
        "0.5400",
        "20.00"
      ],
      [
        "0.5600",
        "146.00"
      ]
    ]
  }
}

{
  "type": "orderbook_delta",
  "sid": 2,
  "seq": 3,
  "msg": {
    "market_ticker": "FED-23DEC-T3.00",
    "market_id": "9b0f6b43-5b68-4f9f-9f02-9a2d1b8ac1a1",
    "price_dollars": "0.960",
    "delta_fp": "-54.00",
    "side": "yes",
    "ts": "2022-11-22T20:44:01Z",
    "ts_ms": 1669149841000
  }
}

apiKey

type:apiKey

API key authentication required for WebSocket connections. The API key should be provided during the WebSocket handshake.

Orderbook Snapshot

type:object

Complete view of the order book's aggregated price levels

Orderbook Delta

type:object

Update to be applied to the current order book view

Connection Keep-Alive Market Ticker