Order Book
Last updated
Last updated
Real-time order books for a specified currency pair and order book variation.
// Request -> order book feed
{
"type": "subscribe",
"feeds": ["orderbook.net.btcusd"]
}sFOX provides the following order book variations:
| Order Book | Description | Example |
|---|---|---|
Order book messages are full order book snapshots for the given currency pair. sFOX does not support sending changes at this time.
// Order book message
{
"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
}
}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"))| Key | Description |
|---|---|
Feed
orderbook.<order_book_type>.<basequote>
Example
orderbook.net.btcusd
net
Fee-adjusted order book prioritizing the best net prices.
orderbook.net.ethbtc
sfox
Unadjusted order book prioritizing the best raw prices. Please note: trades on the sfox order book are assessed an additional 10bps fee.
orderbook.sfox.btcusd
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.