Order Book Events
Updates to exchange order books that are granular enough to let you completely rebuild them on your client side
Subscribing
Request
e.g.
See Supported Topics/Feeds for all of the supported options for exchange
and feed
Initial Response
Streamed Messages
Note that many of these fields aren't often filled in -- treat the schema as more of an indication of what we plan to do going forward. Basic fields like price, size, side, e.t.c. will always be included.
Sample Response
Unsubscribing
Request
e.g.
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