Order Book
Real-time streaming order book data
Real-time order books for a specified currency pair.
Subscription Instructions
Authentication required. Please refer to the WebSocket Authentication page here for more details.
| Subscription Format | Example |
|---|---|
|
|
Order Book Types
sFOX provides the following order book variations
| Order Book | Description | Example |
|---|---|---|
| Fee-adjusted order book prioritizing the best net prices |
|
| Unadjusted order book prioritizing the best raw prices |
|
Payload Details
| Key | Description |
|---|---|
| An array of the bids available in this order book. Each bid is a price, quantity, and liquidity source |
| An array of the asks available in this order book. Each ask is a price, quantity, and liquidity source |
| The best bids and offers of the available destinations for maker orders placed on this pair |
| The currency pair of this order book |
| The UNIX timestamp this order book was last updated |
| The UNIX timestamp this order book was last published |
Subscriptions to the order book will receive full order book snapshots for the pair. sFOX does not support sending changes at this time.
Example Code & Order Book Message
const WebSocket = require('ws')
const ws = new WebSocket('wss://ws.sfox.com/ws')
ws.on('message', function(data) {
console.log(data);
});
ws.on('open', function() {
const subscribeMsg = {
type: 'subscribe',
feeds: ['orderbook.sfox.ethbtc']
}
ws.send(JSON.stringify(subscribeMsg));
});import asyncio
import json
import websockets
async def main(uri):
async with websockets.connect(uri) as ws:
await ws.send(json.dumps({
"type": "subscribe",
"feeds": [
"orderbook.sfox.ethbtc",
],
}))
async for msg in ws:
print(msg)
asyncio.run(main("wss://ws.sfox.com/ws")){
"sequence": 18,
"recipient": "orderbook.net.btcusd",
"timestamp": 1649900198079450163,
"payload": {
"bids": [
[41368.2, 0.3, "b2c2"],
[41367.742812, 0.001963, "binance"],
[41367.292857, 0.006878, "binance"],
[41365.91428571, 0.7, "b2c2"],
[41362.1, 2, "b2c2"],
[41361.453441, 0.014505, "binance"],
[41360.143572, 0.00869, "binance"],
[41359.8561017, 0.2, "otc17"],
[41358.613725, 1.20871, "otc19"],
[41358.103776, 0.04, "binance"],
[41358.073779, 0.028977, "binance"],
[41357.873799, 0.012086, "binance"],
[41357.113875, 1.20871, "otc19"],
[41356.573929, 0.024173, "binance"],
[41355.903996, 1.81307, "otc19"],
[41355.8, 0.5, "otc23"],
[41355.194067, 2.41733, "otc19"],
[41353.994187, 0.017737, "binance"],
[41353.974189, 0.19, "binance"],
[41352.884298, 6.04332, "otc19"],
[41352.4, 0.5, "otc23"],
[41350.024584, 0.145041, "binance"],
[41348.975, 4, "otc23"],
[41348.96469, 0.003885, "binance"],
[41348.17142857, 7, "b2c2"],
[41346.76491, 0.05, "binance"],
[41345.5071109, 1, "otc17"],
[41344.76511, 8.46104, "otc19"],
[41344.56513, 0.003885, "binance"],
[41343.915195, 0.146232, "binance"],
[41341.675419, 0.475, "binance"],
[41340.77927, 0.39449605, "bitstamp"],
[41340.615525, 0.035367, "binance"],
[41339.06013, 0.00723432, "bitstamp"],
[41338.770275, 0.15077458, "bitstamp"],
[41338.525734, 12.08665, "otc19"],
[41338.26053, 1.03596356, "bitstamp"],
[41335.4205242, 5, "otc17"],
[41335.272025, 0.12036964, "bitstamp"],
[41335.06213, 0.13449116, "bitstamp"],
[41333.60286, 0.12056821, "bitstamp"],
[41333.516235, 0.241751, "binance"],
[41333.4, 5, "otc23"],
[41333.0256, 0.00331432, "kraken"],
[41332.60336, 0.12087285, "bitstamp"],
[41331.82375, 0.42, "bitstamp"],
[41330.386548, 0.012, "binance"],
[41330.376549, 0.142368, "binance"],
[41330.306556, 12.08665, "otc19"],
[41330.114605, 0.16802493, "bitstamp"],
[41330.0286, 0.60222489, "kraken"],
[41330.026584, 0.1, "binance"],
[41328.776709, 0.036344, "binance"],
[41328.63, 0.70524095, "kraken"],
[41327.495915, 0.42, "bitstamp"],
[41327.3313, 0.42197361, "kraken"],
[41327.276025, 0.12088751, "bitstamp"],
[41326.2324, 0.1, "kraken"],
[41326.1325, 0.54830808, "kraken"],
[41326.0326, 0.24161579, "kraken"],
[41325.976989, 0.01, "binance"],
[41325.96699, 0.1716, "binance"],
[41325.3333, 0.12087016, "kraken"],
[41325.257035, 1, "bitstamp"],
[41324.68395, 0.0023, "gemini"],
[41324.56713, 0.055, "binance"],
[41324.553564, 1.27, "market1"],
[41324.4342, 0.64773203, "kraken"],
[41324.047182, 0.011, "binance"],
[41324.037183, 0.1, "binance"],
[41324.027184, 1, "binance"],
[41323.84774, 0.1571347, "bitstamp"],
[41323.5351, 3.62613745, "kraken"],
[41323.34799, 0.42, "bitstamp"],
[41322.497337, 0.09679, "binance"],
[41322.484392, 0.01, "market1"],
[41322.34849, 0.05, "bitstamp"],
[41322.207366, 0.095, "binance"],
[41322.157371, 1.007778, "binance"],
[41321.14909, 0.03705224, "bitstamp"],
[41321.1073014, 25, "otc17"],
[41320.2384, 0.67345556, "kraken"],
[41319.927594, 12.0873, "otc19"],
[41319.8388, 0.0001, "kraken"],
[41319.745488, 0.04009981, "market1"],
[41319.735492, 0.0421593, "market1"],
[41319.41922, 0.04865, "gemini"],
[41319.1395, 0.003149, "kraken"],
[41318.9397, 0.25, "kraken"],
[41318.9397, 0.635, "gemini"],
[41318.69032, 0.19340004, "bitstamp"],
[41318.356044, 1.25, "market1"],
[41318.31033, 0.02417329, "gemini"],
[41317.5411, 0.6040736, "kraken"],
[41317.45094, 0.42, "bitstamp"],
[41316.52212, 0.0686, "market7"],
[41315.8, 15, "b2c2"],
[41314.898097, 3.583457, "binance"],
[41314.888098, 0.095, "binance"],
[41314.644, 0.12090144, "kraken"],
[41314.46814, 0.133897, "binance"],
[41314.2444, 0.01, "gemini"],
[41314.16448, 0.42, "gemini"],
[41313.37298, 0.1941, "bitstamp"],
[41313.328254, 0.280266, "binance"],
[41312.5461, 6.04332265, "kraken"],
[41312.003665, 0.42, "bitstamp"],
[41311.81683, 0.1274, "market7"],
[41311.688418, 12.0873, "otc19"],
[41311.65384, 0.0365641, "bitstamp"],
[41311.4, 25, "b2c2"],
[41311.324005, 0.61, "bitstamp"],
[41311.0476, 0.37887065, "kraken"],
[41310.7479, 0.2995721, "kraken"],
[41310.744295, 0.05, "bitstamp"],
[41310.648, 1, "gemini"],
[41309.55909, 0.00121092, "gemini"],
[41309.348652, 0.095, "binance"],
[41309.21943, 0.04834911, "gemini"],
[41309.15949, 0.60812, "gemini"]
],
"asks": [
[41364.5, 0.5, "otc23"],
[41367.9, 0.5, "otc23"],
[41371.325, 4, "otc23"],
[41373.322712, 0.03838193, "market1"],
[41373.332716, 0.01, "market1"],
[41374.163048, 0.03712564, "market1"],
[41374.173052, 0.1, "market1"],
[41375.1855912, 0.2, "otc17"],
[41375.39354, 0.1, "market1"],
[41376.423952, 0.2, "market1"],
[41377.417328, 1.2087, "otc19"],
[41377.464368, 0.01, "market1"],
[41378.317418, 1.20871, "otc19"],
[41379.417528, 1.81307, "otc19"],
[41379.427529, 0.01103, "binance"],
[41379.43753, 0.006888, "binance"],
[41379.535196, 0.01, "market1"],
[41380.367623, 0.02579, "binance"],
[41380.555604, 0.26, "market1"],
[41381.03769, 0.024176, "binance"],
[41381.43773, 0.001568, "binance"],
[41381.857772, 2.41742, "otc19"],
[41381.897776, 0.012086, "binance"],
[41382.886536, 0.02943697, "market1"],
[41384.2189484, 5, "otc17"],
[41385.648151, 0.04, "binance"],
[41385.658152, 0.035678, "binance"],
[41385.728159, 6.04332, "otc19"],
[41385.8, 0.3, "b2c2"],
[41386.358222, 0.00869, "binance"],
[41386.9, 5, "otc23"],
[41387.2238233, 1, "otc17"],
[41387.478372, 0.7, "market1"],
[41387.858372, 0.145044, "binance"],
[41388.08571429, 0.7, "b2c2"],
[41388.872938, 0.2047, "market11"],
[41388.968483, 0.095, "binance"],
[41388.99898, 0.99, "market1"],
[41389.1385, 0.05, "binance"],
[41390.0494, 1.25, "market1"],
[41390.308617, 0.095, "binance"],
[41390.89974, 0.13, "market1"],
[41390.933556, 0.0072, "market11"],
[41391.188705, 0.000003, "binance"],
[41391.198706, 0.00077, "binance"],
[41391.55, 0.07250918, "bitfinex"],
[41391.673778, 0.039, "market11"],
[41391.898776, 8.46065, "otc19"],
[41392.158802, 0.24179, "binance"],
[41392.2, 2, "b2c2"],
[41392.708857, 0.018085, "binance"],
[41394.489035, 0.000545, "binance"],
[41395.074798, 0.0112, "market11"],
[41395.129099, 0.0081, "binance"],
[41395.21484, 0.255, "market11"],
[41395.63915, 0.001944, "binance"],
[41395.799166, 0.001572, "binance"],
[41396.25188, 1.25, "market1"],
[41396.552, 0.5, "bitfinex"],
[41397.749361, 0.036018, "binance"],
[41398.5528, 0.19739821, "bitfinex"],
[41398.93948, 0.1716, "binance"],
[41399.5532, 0.00034227, "bitfinex"],
[41400.089595, 12.08665, "otc19"],
[41400.5536, 0.55271771, "bitfinex"],
[41401.233872, 1, "market1"],
[41401.31667, 0.2421, "market11"],
[41401.99063, 0.0574, "market7"],
[41402.180745, 0.12087124, "bitstamp"],
[41402.5544, 0.61221032, "bitfinex"],
[41402.919878, 0.000635, "binance"],
[41403.347279, 0.5076, "market11"],
[41403.5548, 0.07973682, "bitfinex"],
[41403.81742, 0.51, "market11"],
[41404.5552, 0.1662, "bitfinex"],
[41404.962135, 0.23964408, "bitstamp"],
[41404.97214, 0.12087406, "bitstamp"],
[41405.100096, 0.000502, "binance"],
[41405.5556, 0.38084686, "bitfinex"],
[41406.02857143, 7, "b2c2"],
[41406.28492, 0.0131, "market7"],
[41406.482895, 0.15073263, "bitstamp"],
[41406.556, 0.03624, "bitfinex"],
[41406.89553, 0.1386, "market7"],
[41407.488521, 0.4988, "market11"],
[41407.74036, 0.1, "binance"],
[41407.770363, 0.099338, "binance"],
[41408.310417, 12.08665, "otc19"],
[41408.5568, 0.060436, "bitfinex"],
[41409.5572, 0.009672, "bitfinex"],
[41409.8685, 0.01005354, "gemini"],
[41410.330619, 0.012075, "binance"],
[41410.464885, 0.42, "bitstamp"],
[41410.5576, 0.0011, "bitfinex"],
[41411.11521, 0.00122, "bitstamp"],
[41411.125215, 0.0144676, "bitstamp"],
[41411.1366896, 25, "otc17"],
[41411.145225, 0.05, "bitstamp"],
[41411.37, 0.0481, "market7"],
[41411.445375, 0.1571276, "bitstamp"],
[41411.558, 1.047576, "bitfinex"],
[41411.629763, 0.4912, "market11"],
[41412.5584, 0.39479641, "bitfinex"],
[41413.15178, 0.0128, "market7"],
[41413.206255, 0.25653181, "bitstamp"],
[41413.5588, 0.8926, "bitfinex"],
[41414.1728, 0.2814, "market7"],
[41414.346825, 0.03670669, "bitstamp"],
[41414.391025, 0.001, "binance"],
[41414.5592, 0.20304, "bitfinex"],
[41414.606955, 0.42, "bitstamp"],
[41414.83707, 0.19339577, "bitstamp"],
[41415.5596, 0.0121, "bitfinex"],
[41415.771005, 0.4851, "market11"],
[41415.8745, 2.0260228, "kraken"],
[41416.25488, 0.2394, "market7"],
[41416.2749, 3.62582685, "kraken"],
[41416.311167, 0.0605, "market11"],
[41416.53516, 0.291, "gemini"],
[41416.54124, 12.08665, "otc19"]
],
"market_making": {
"bids": [
[41345.224109, 1.27, "market1"],
[41361.46, 0.39449605, "bitstamp"],
[41366.05, 0.0023, "gemini"],
[41371.88, 0.001963, "binance"],
[41374, 0.69001372, "bitfinex"],
[41374.4, 0.00331432, "kraken"]
],
"asks": [
[41381.49, 0.12087124, "bitstamp"],
[41375.29, 0.01103, "binance"],
[41374.5, 2.0260228, "kraken"],
[41368.5, 0.01005354, "gemini"],
[41352.644322, 0.03838193, "market1"]
]
},
"pair": "btcusd",
"lastupdated": 1649900198016,
"lastpublished": 1649900198017
}
}Last updated