Order Book

Real-time order books for a specified currency pair.

Subscription Instructions

Subscription Format	Example
orderbook.net.<basequote>	orderbook.net.btcusd

Payload Details

Order book subscriptions receive full order book snapshots for the pair. sFOX does not support sending changes at this time.

Key	Description
bids	An array of the bids available in this order book. Each bid is a price, quantity, and liquidity source
asks	An array of the asks available in this order book. Each ask is a price, quantity, and liquidity source
market making	The best bids and offers of the available destinations for maker orders placed on this pair
pair	The currency pair of this order book
lastupdated	The UNIX timestamp this order book was last updated
lastpublished	The UNIX timestamp this order book was last published

Example Code & Order Book Message

NodeJS

const WebSocket = require('ws')

const ws = new WebSocket('wss://ws.sfox.com/ws')

ws.on('open', function() {
  const authMessage = {
   type: 'authenticate',
   apiKey: '<ENTERPRISE_API_KEY>',
   enterprise: 'true'
  }
  
  ws.send(JSON.stringify(authMessage))
})

// After successful authentication, subscribe to order book feed
const subscribeMsg = {
  type: 'subscribe',
  feeds: ['orderbook.net.btcusd', 'orderbook.net.ethusd']
}

ws.send(JSON.stringify(subscribeMsg))

Python

import asyncio
import json
import websockets

async def main(uri):
    async with websockets.connect(uri) as ws:
        await ws.send(json.dumps({
            "type": "authenticate",
            "apiKey": "<ENTERPRISE_API_KEY>",
            "enterprise": "true"
        }))

        # After successful authentication message, subscribe to the order book feed
        await ws.send(json.dumps({
            "type": "subscribe",
            "feeds": ["orderbook.net.btcusd"]
        }))
        async for msg in ws:
            print(msg)


asyncio.run(main("wss://ws.sfox.com/ws"))

Example Message

{
  "sequence": 18,
  "recipient": "orderbook.net.btcusd",
  "timestamp": 1649900198079450163,
  "payload": {
    "bids": [
      [41368.2, 0.3, "market1"],
      [41367.742812, 0.001963, "otc1"],
      [41367.292857, 0.006878, "market2"],
      [41365.91428571, 0.7, "otc2"],
      [41362.1, 2, "market3"],
      [41361.453441, 0.014505, "otc3"]
    ],
    "asks": [
      [41364.5, 0.5, "otc1"],
      [41367.9, 0.5, "market1"],
      [41371.325, 4, "otc2"],
      [41373.322712, 0.03838193, "market2"],
      [41373.332716, 0.01, "otc3"]
    ],
    "market_making": {
      "bids": [
        [41345.224109, 1.27, "market1"],
        [41361.46, 0.39449605, "otc3"],
        [41366.05, 0.0023, "market2"],
        [41371.88, 0.001963, "otc2"],
        [41374, 0.69001372, "market4"],
        [41374.4, 0.00331432, "otc4"]
      ],
      "asks": [
        [41381.49, 0.12087124, "market5"],
        [41375.29, 0.01103, "market7"],
        [41374.5, 2.0260228, "otc3"],
        [41368.5, 0.01005354, "market1"],
        [41352.644322, 0.03838193, "market2"]
      ]
    },
    "pair": "btcusd",
    "lastupdated": 1649900198016,
    "lastpublished": 1649900198017
  }
}