Version 1

Change Event

Elements of type change have the following fields:

Fields

Field	Type	Description
`price`	decimal	The price of this order book entry.
`side`	string	Either `bid` or `ask`.
`reason`	string	Either `place`, `trade`, `cancel`, or `initial`, to indicate why the change has occurred. `initial` is for the initial response message, which will show the entire existing state of the order book.
`remaining`	decimal	The quantity remaining at that price level after this change occurred. May be zero if all orders at this price level have been filled or canceled.
`delta`	decimal	The quantity changed. May be negative, if an order is filled or canceled. For `initial` messages, `delta` will equal `remaining`.

Note: every trade will trigger a message with entries of both types trade and change.

Keeping order book up-to-date

To keep an up-to-date order book, just watch for any events with {"type": "change"}, and update the price level at price with the amount at remaining. The initial response message will contain all the change events necessary to populate your order book from scratch.

Examples

When an order is placed

{
  "type": "update",
  "eventId": 5375504382,
  "timestamp": 1547759967,
  "timestampms": 1547759967559,
  "socket_sequence": 66,
  "events": [
    {
      "type": "change",
      "side": "bid",
      "price": "3626.73",
      "remaining": "1.6",
      "delta": "0.8",
      "reason": "place"
    }
  ]
}

json

When an order is canceled

{
  "type": "update",
  "eventId": 5375503736,
  "timestamp": 1547759964,
  "timestampms": 1547759964051,
  "socket_sequence": 2,
  "events": [
    {
      "type": "change",
      "side": "bid",
      "price": "3628.01",
      "remaining": "0",
      "delta": "-2",
      "reason": "cancel"
    }
  ]
}

json

About Trade Event

​Change Event

​Fields

​Keeping order book up-to-date

​Examples