Book subscription

REQUEST wss://ws-mdpro.bitvavo.com/v2 book

Subscribes to events that return data when there is a change in the order book.

Request

Schema

Body

actionstringrequired
Set to subscribe to start or to unsubscribe to stop the subscription.
Possible values: [subscribe, unsubscribe]
channels object[]required
The events you want to subscribe to.
Array [
namestring
The channel to which you want to subscribe.
Example: book
marketsstring[]
The markets for which you want stream the data.
Example: ["BTC-EUR"]
]

Example (body)

{
  "action": "subscribe",
  "channels": [
    {
      "name": "book",
      "markets": [
        "BTC-EUR"
      ]
    }
  ]
}

Response

Book confirmation

Schema

Schema

eventstring
The returned event.
Example: book
subscriptions object
The object with all currently active subscriptions.
bookstring[]
The markets for which to stream order book data.
Example: ["BTC-EUR"]

Example (body)

{
  "event": "book",
  "subscriptions": {
    "book": [
      "BTC-EUR"
    ]
  }
}

Book event

Schema

Schema

eventstring
The returned event.
Example: book
marketstring
The market to which you subscribed.
Example: BTC-EUR
nonceintegerdeprecated
Unique identifier of the market data snapshot. Increments by 1 with each order book update.


WS Market Data Pro nonce values cannot be used with standard WebSocket or REST APIs.
Example: 438524
bidsarray[]
All bids with the price and the size. Bids with size 0 are no longer available at that price.
Example: [["9209.3","0.015"]]
asksarray[]
All asks with the price and the size. Asks with size 0 are no longer available at that price.
Example: [["9220.2","0.015"]]
timestampinteger
The Unix timestamp in nanoseconds of the last transaction event.
Example: 1542967486256
startMdSeqNointeger
Sequence number identifying the start of the range of events that the order book update includes. To learn more, see Sync your local order book.
Example: 438524
endMdSeqNointeger
Sequence number identifying the end of the range of events that the order book update includes. To learn more, see Sync your local order book.
Example: 438524
typestring
The type of order book update. Currently, only update is supported.
Possible values: [update]
Example: update

Example (body)

{
  "event": "book",
  "market": "BTC-EUR",
  "nonce": 438524,
  "bids": [
    [
      "9209.3",
      "0.015"
    ]
  ],
  "asks": [
    [
      "9220.2",
      "0.015"
    ]
  ],
  "timestamp": 1542967486256,
  "startMdSeqNo": 438524,
  "endMdSeqNo": 438524,
  "type": "update"
}