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

Matching updates across connections:

• clock is the exchange clock. It is the same on every connection, so it can match a market’s updates across redundant connections; seq counts messages on one subscription only
• One exchange action can make several deltas, so several deltas can share a clock. Every connection sends them in the same order, before any delta for that market with a higher clock
• A snapshot includes every change with a clock at or below its own; the deltas that follow it on that connection have higher clocks
• While you are subscribed to a market, its clocks never go down outside exchange maintenance, but they skip values. They are not comparable across markets. Keep checking seq on each connection for missed messages
• A market’s clock may decrease during exchange maintenance, so don’t compare clocks from before a maintenance period with clocks after it

Use case: Building and maintaining a real-time orderbook