Version 2

Level 2 Data

Subscribe

Field Name	Type	Values
type	string	subscribe
subscriptions	array
-- name	string	l2
-- symbols	array	["BTCUSD", "ETHBTC", ...]

---

Level 2 Update Response

Field Name	Type	Values
type	string	l2_updates
symbol	string	BTCUSD, etc.
changes	array of arrays	Changes to order book
--	string	Buy or Sell
--	string	Price Level
--	string	Quantity

---

Trade Response

Field Name	Type	Values
type	string	trade
symbol	string	BTCUSD, etc
event_id	long	Event ID of the trade
timestamp	long	Time of the trade in milliseconds
price	string	Price of the trade
quantity	string	Quantity traded
side	string	Side of the taker in the trade. buy or sell
tid	long	Trade ID of the trade

---

Examples

Initial JSON response for l2 subscription

Code
 
{
  "type": "l2_updates",
  "symbol": "BTCUSD",
  "changes": [
    [
      "buy",
      "9122.04",
      "0.00121425"
    ],
    ...,
    [
      "sell",
      "9122.07",
      "0.98942292"
    ]
    ...
  ],
  "trades": [
      {
          "type": "trade",
          "symbol": "BTCUSD",
          "eventid": 169841458,
          "timestamp": 1560976400428,
          "price": "9122.04",
          "quantity": "0.0073173",
          "side": "sell",
          "tid": 2840140800042677
      },
      ...
  ],
}

---

JSON response for l2 update

Code
 
{
  "type": "l2_updates",
  "symbol": "BTCUSD",
  "changes": [["sell", "9160.20", "0.1921229751"]]
}

---

JSON response for trade execution

Code
 
{
  "type": "trade",
  "symbol": "BTCUSD",
  "event_id": 3575573053,
  "timestamp": 151231241,
  "price": "9004.21000000",
  "quantity": "0.09110000",
  "side": "buy",
  "tid": 2840140800042677
}