> ## Documentation Index > Fetch the complete documentation index at: https://docs.kalshi.com/llms.txt > Use this file to discover all available pages before exploring further. # 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 ## AsyncAPI ````yaml asyncapi.yaml orderbook_delta id: orderbook_delta title: Orderbook Updates description: > 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 servers: - id: production protocol: wss host: external-api-ws.kalshi.com bindings: [] variables: [] address: orderbook_delta parameters: [] bindings: [] operations: - &ref_7 id: receiveOrderbookSnapshot title: Orderbook Snapshot description: Receive complete orderbook state type: send messages: - &ref_9 id: orderbookSnapshot contentType: application/json payload: - name: Orderbook Snapshot description: Complete view of the order book's aggregated price levels type: object properties: - name: type type: string description: orderbook_snapshot required: true - name: id type: integer description: > Unique ID of the command request. Generated by the client and should be unique within a WS session. The simplest way to use it would be to start from 1 and then increment the value for every new command sent to the server. If the id is set to 0, the server treats it the same way as if there was no id. required: false - name: sid type: integer description: >- Server-generated subscription identifier (sid) used to identify the channel required: true - name: seq type: integer description: >- Sequential number that should be checked if you want to guarantee you received all the messages. Used for snapshot/delta consistency required: true - name: msg type: object required: true properties: - name: market_ticker type: string description: Unique market identifier examples: &ref_0 - FED-23DEC-T3.00 - HIGHNY-22DEC23-B53.5 required: true - name: market_id type: string description: Unique market UUID required: true - name: clock type: integer description: > Exchange clock of the newest change this snapshot includes, or 0 if the market has no recorded change. The snapshot includes every change to this market with a clock at or below this one, and none above it. required: true - name: yes_dollars_fp type: array description: > Optional - This key will not exist if there are no Yes offers in the orderbook. Price levels represented as [price_in_dollars, contract_count_fp]. Format: [price_in_dollars, contract_count_fp] required: false properties: - name: item type: array required: false properties: - name: item type: string required: false - name: no_dollars_fp type: array description: > Optional - Same format as "yes_dollars_fp" but for the NO side of the orderbook. This key will not exist if there are no No offers in the orderbook. Format: [price_in_dollars, contract_count_fp] required: false properties: - name: item type: array required: false properties: - name: item type: string required: false - name: sending_ts_ms type: integer description: >- Unix timestamp in milliseconds when Kalshi queued this message at the network layer. required: false headers: [] jsonPayloadSchema: type: object required: - type - sid - seq - msg properties: type: type: string const: orderbook_snapshot x-parser-schema-id: id: type: integer description: > Unique ID of the command request. Generated by the client and should be unique within a WS session. The simplest way to use it would be to start from 1 and then increment the value for every new command sent to the server. If the id is set to 0, the server treats it the same way as if there was no id. minimum: 0 x-parser-schema-id: commandId sid: &ref_1 type: integer description: >- Server-generated subscription identifier (sid) used to identify the channel minimum: 1 x-parser-schema-id: subscriptionId seq: &ref_2 type: integer description: >- Sequential number that should be checked if you want to guarantee you received all the messages. Used for snapshot/delta consistency minimum: 1 x-parser-schema-id: sequenceNumber msg: type: object required: - market_ticker - market_id - clock properties: market_ticker: &ref_3 type: string description: Unique market identifier examples: *ref_0 x-parser-schema-id: marketTicker market_id: &ref_4 type: string description: Unique market UUID format: uuid x-parser-schema-id: marketId clock: type: integer format: int64 minimum: 0 description: > Exchange clock of the newest change this snapshot includes, or 0 if the market has no recorded change. The snapshot includes every change to this market with a clock at or below this one, and none above it. x-parser-schema-id: yes_dollars_fp: type: array description: > Optional - This key will not exist if there are no Yes offers in the orderbook. Price levels represented as [price_in_dollars, contract_count_fp]. Format: [price_in_dollars, contract_count_fp] items: type: array items: type: string x-parser-schema-id: minItems: 2 maxItems: 2 x-parser-schema-id: x-parser-schema-id: no_dollars_fp: type: array description: > Optional - Same format as "yes_dollars_fp" but for the NO side of the orderbook. This key will not exist if there are no No offers in the orderbook. Format: [price_in_dollars, contract_count_fp] items: type: array items: type: string x-parser-schema-id: minItems: 2 maxItems: 2 x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: sending_ts_ms: &ref_5 type: integer format: int64 description: >- Unix timestamp in milliseconds when Kalshi queued this message at the network layer. x-parser-schema-id: sendingTimestampMs x-parser-schema-id: orderbookSnapshotPayload title: Orderbook Snapshot description: Complete view of the order book's aggregated price levels example: |- { "type": "orderbook_snapshot", "sending_ts_ms": 1669149841234, "sid": 2, "seq": 2, "msg": { "market_ticker": "FED-23DEC-T3.00", "market_id": "9b0f6b43-5b68-4f9f-9f02-9a2d1b8ac1a1", "clock": 4182057, "yes_dollars_fp": [ [ "0.0800", "300.00" ], [ "0.2200", "333.00" ] ], "no_dollars_fp": [ [ "0.5400", "20.00" ], [ "0.5600", "146.00" ] ] } } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbookSnapshot bindings: [] extensions: &ref_6 - id: x-parser-unique-object-id value: orderbook_delta - &ref_8 id: receiveOrderbookDelta title: Orderbook Update description: Receive incremental orderbook changes type: send messages: - &ref_10 id: orderbookDelta contentType: application/json payload: - name: Orderbook Delta description: Update to be applied to the current order book view type: object properties: - name: type type: string description: orderbook_delta required: true - name: sid type: integer description: >- Server-generated subscription identifier (sid) used to identify the channel required: true - name: seq type: integer description: >- Sequential number that should be checked if you want to guarantee you received all the messages. Used for snapshot/delta consistency required: true - name: msg type: object required: true properties: - name: market_ticker type: string description: Unique market identifier examples: *ref_0 required: true - name: market_id type: string description: Unique market UUID required: true - name: clock type: integer description: > Exchange clock of the exchange action that made this change. Every connection sends the same clock for the same change. Several deltas can share a clock when one action makes several changes. required: true - name: price_dollars type: string description: Price level in dollars required: true - name: delta_fp type: string description: Fixed-point contract delta (2 decimals) required: true - name: side type: string description: Market side enumValues: - 'yes' - 'no' required: true - name: client_order_id type: string description: > Optional - Present only when you caused this orderbook change. Contains the client_order_id of your order that triggered this delta. required: false - name: ts type: string description: >- Deprecated - Optional timestamp for when the orderbook change was recorded (RFC3339, truncated to milliseconds). Use ts_ms instead. deprecated: true required: false - name: ts_ms type: integer description: >- Optional - Unix timestamp for when the orderbook change was recorded (in milliseconds) required: false - name: subaccount type: integer description: > Optional - Present only when you caused this orderbook change and are using subaccounts. Contains the subaccount number of your order that triggered this delta. required: false - name: sending_ts_ms type: integer description: >- Unix timestamp in milliseconds when Kalshi queued this message at the network layer. required: false headers: [] jsonPayloadSchema: type: object required: - type - sid - seq - msg properties: type: type: string const: orderbook_delta x-parser-schema-id: sid: *ref_1 seq: *ref_2 msg: type: object required: - market_ticker - market_id - clock - price_dollars - delta_fp - side properties: market_ticker: *ref_3 market_id: *ref_4 clock: type: integer format: int64 minimum: 1 description: > Exchange clock of the exchange action that made this change. Every connection sends the same clock for the same change. Several deltas can share a clock when one action makes several changes. x-parser-schema-id: price_dollars: type: string description: Price level in dollars x-rust-type: common::types::Price x-rust-serialize-with: ws::dto::serde_money::serialize_price_dollars x-parser-schema-id: delta_fp: type: string description: Fixed-point contract delta (2 decimals) x-rust-type: i64 x-rust-serialize-with: ws::dto::serde_money::serialize_centicount_fixed_point_count x-parser-schema-id: side: type: string description: Market side enum: - 'yes' - 'no' x-parser-schema-id: marketSide client_order_id: type: string description: > Optional - Present only when you caused this orderbook change. Contains the client_order_id of your order that triggered this delta. x-parser-schema-id: ts: type: string deprecated: true description: >- Deprecated - Optional timestamp for when the orderbook change was recorded (RFC3339, truncated to milliseconds). Use ts_ms instead. format: date-time x-parser-schema-id: ts_ms: type: integer description: >- Optional - Unix timestamp for when the orderbook change was recorded (in milliseconds) format: int64 x-parser-schema-id: subaccount: type: integer description: > Optional - Present only when you caused this orderbook change and are using subaccounts. Contains the subaccount number of your order that triggered this delta. x-parser-schema-id: x-parser-schema-id: sending_ts_ms: *ref_5 x-parser-schema-id: orderbookDeltaPayload title: Orderbook Delta description: Update to be applied to the current order book view example: |- { "type": "orderbook_delta", "sending_ts_ms": 1669149841123, "sid": 2, "seq": 3, "msg": { "market_ticker": "FED-23DEC-T3.00", "market_id": "9b0f6b43-5b68-4f9f-9f02-9a2d1b8ac1a1", "clock": 4182061, "price_dollars": "0.9600", "delta_fp": "-54.00", "side": "yes", "ts": "2022-11-22T20:44:01Z", "ts_ms": 1669149841000 } } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbookDelta bindings: [] extensions: *ref_6 sendOperations: [] receiveOperations: - *ref_7 - *ref_8 sendMessages: [] receiveMessages: - *ref_9 - *ref_10 extensions: - id: x-parser-unique-object-id value: orderbook_delta securitySchemes: - id: apiKey name: apiKey type: apiKey description: | API key authentication required for WebSocket connections. The API key should be provided during the WebSocket handshake. in: user extensions: [] ```` This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.