order_book_stream.md

OrderBook Stream

Order book pushed all data every second when updated. You can specifiy one or more pairs and the default limit is 5. Valid limit values are 1, 5, 10, 20, 30 or 50.

Ws Request

GET wss://stream.bitopro.com:443/ws/v1/pub/order-books/{pair}

Parameters:

Path	Query	Type	Description
pair		string	Uppercase string literal of a pair, you can optionally a colon with limit. e.g. BTC_TWD or BTC_TWD:5
	pairs	string	The same with pair, multi pairs are comma-delimited. e.g. BTC_TWD:1,ETH_TWD:20,BITO_ETH

Ws Response

Response:

0	Field	Type	Description
0	event	string	String literal for event name
0	eventID	string	event id for debug usage
0	pair	string	Uppercase string underscore-delimited literal of a pair of currencies
0	bids	object array
0	asks	object array
0	timestamp	long integer	Unix Timestamp in milliseconds (seconds * 1000)
0	datetime	string	ISO8601 datetime string with milliseconds
1	price	string
1	amount	string
1	count	integer
1	total	string	Total amount

Response Example With Pair:

GET wss://stream.bitopro.com:443/ws/v1/pub/order-books/BTC_TWD

{
  "event": "ORDER_BOOK",
  "eventID": "dadf4ac1-665a-4f39-a139-ab95da102374",
  "pair": "BTC_TWD",
  "bids": [
    {
      "price": "1",
      "amount": "1",
      "count": 1,
      "total": "1"
    }
    ...
  ],
  "asks": [
    {
      "price": "0.9",
      "amount": "1",
      "count": 2,
      "total": "2"
    }
    ...
  ],
  "timestamp": 1136185445000,
  "datetime": "2006-01-02T15:04:05.700Z"
}

Response Example With Multiple Pairs:

GET wss://stream.bitopro.com:443/ws/v1/pub/order-books?pairs=BTC_TWD,ETH_TWD

{
  "event": "ORDER_BOOK",
  "eventID": "dadf4ac1-665a-4f39-a139-ab95da102374",
  "pair": "BTC_TWD",
  "bids": [
    {
      "price": "1",
      "amount": "1",
      "count": 1,
      "total": "1"
    }
    ...
  ],
  "asks": [
    {
      "price": "0.9",
      "amount": "1",
      "count": 2,
      "total": "2"
    }
    ...
  ],
  "timestamp": 1136185445000,
  "datetime": "2006-01-02T15:04:05.700Z"
},
{
  "event": "ORDER_BOOK",
  "eventID": "dadf4ac1-665a-4f39-a139-ab95da102374",
  "pair": "ETH_TWD",
  "bids": [
    {
      "price": "1",
      "amount": "1",
      "count": 1,
      "total": "1"
    }
    ...
  ],
  "asks": [
    {
      "price": "0.9",
      "amount": "1",
      "count": 2,
      "total": "2"
    }
    ...
  ],
  "timestamp": 1136185445000,
  "datetime": "2006-01-02T15:04:05.700Z"
}

Response Example With Pair And Limit:

GET wss://stream.bitopro.com:443/ws/v1/pub/order-books/BTC_TWD:1

{
  "event": "ORDER_BOOK",
  "eventID": "dadf4ac1-665a-4f39-a139-ab95da102374",
  "pair": "BTC_TWD",
  "bids": [
    {
      "price": "1",
      "amount": "1",
      "count": 1,
      "total": "1"
    }
    ...
  ],
  "asks": [
    {
      "price": "0.9",
      "amount": "1",
      "count": 2,
      "total": "2"
    }
    ...
  ],
  "timestamp": 1136185445000,
  "datetime": "2006-01-02T15:04:05.700Z"
}

Response Example With Multiple Pairs And Limit:

GET wss://stream.bitopro.com:443/ws/v1/pub/order-books?pairs=BTC_TWD:1,ETH_TWD:1

{
    "event": "ORDER_BOOK",
    "eventID": "dadf4ac1-665a-4f39-a139-ab95da102374",
    "pair": "BTC_TWD",
    "bids": [
      {
        "price": "1",
        "amount": "1",
        "count": 1,
        "total": "1"
      }
      ...
    ],
    "asks": [
      {
        "price": "0.9",
        "amount": "1",
        "count": 2,
        "total": "2"
      }
      ...
    ],
    "timestamp": 1136185445000,
    "datetime": "2006-01-02T15:04:05.700Z"
  },
  {
    "event": "ORDER_BOOK",
    "eventID": "88038887-1de1-4521-b411-93440156cb41",
    "pair": "ETH_TWD",
    "bids": [
      {
        "price": "1",
        "amount": "1",
        "count": 1,
        "total": "1"
      }
      ...
    ],
    "asks": [
      {
        "price": "0.9",
        "amount": "1",
        "count": 2,
        "total": "2"
      }
      ...
    ],
    "timestamp": 1136185445000,
    "datetime": "2006-01-02T15:04:05.700Z"
  }

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