# Order Book

Real-time order books for a specified currency pair and order book variation.

### **Subscribing**

<table data-header-hidden><thead><tr><th width="100">Feed</th><th>Example</th></tr></thead><tbody><tr><td>Feed</td><td><strong><code>orderbook.&#x3C;order_book_type>.&#x3C;basequote></code></strong></td></tr><tr><td>Example</td><td><strong><code>orderbook.net.btcusd</code></strong></td></tr></tbody></table>

```json
// Request -> order book feed
{
    "type": "subscribe", 
    "feeds": ["orderbook.net.btcusd"]
}
```

### Order Book Types

sFOX provides the following order book variations:

<table><thead><tr><th width="100">Order Book</th><th width="430">Description</th><th>Example</th></tr></thead><tbody><tr><td><strong><code>net</code></strong></td><td>Fee-adjusted order book prioritizing the best net prices.</td><td><strong><code>orderbook.net.ethbtc</code></strong></td></tr><tr><td><strong><code>sfox</code></strong></td><td>Unadjusted order book prioritizing the best raw prices. <strong>Please note:</strong> trades on the <code>sfox</code> order book are assessed an additional 10bps fee.</td><td><strong><code>orderbook.sfox.btcusd</code></strong></td></tr></tbody></table>

### **Order Book Message**

{% hint style="info" %}
Order book messages are full order book snapshots for the given currency pair. sFOX does not support sending changes at this time.
{% endhint %}

#### Order Book Object

<table><thead><tr><th width="206">Key</th><th>Description</th></tr></thead><tbody><tr><td><strong><code>bids</code></strong></td><td><p>An array of the bids available in this order book. </p><p>Each bid is a price, quantity, and liquidity source.</p></td></tr><tr><td><strong><code>asks</code></strong></td><td><p>An array of the asks available in this order book. </p><p>Each ask is a price, quantity, and liquidity source.</p></td></tr><tr><td><strong><code>market_making</code></strong></td><td>The best bids and offers of the available destinations for maker orders placed on this pair.</td></tr><tr><td><strong><code>pair</code></strong></td><td>The currency pair of this order book.</td></tr><tr><td><strong><code>lastupdated</code></strong></td><td>The UNIX timestamp this order book was last updated.</td></tr><tr><td><strong><code>lastpublished</code></strong></td><td>The UNIX timestamp this order book was last published.</td></tr></tbody></table>

<details>

<summary>Order Book Message</summary>

<pre class="language-json"><code class="lang-json"><strong>// Order book message
</strong><strong>{
</strong>  "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
  }
}
</code></pre>

</details>

### Example Code

{% tabs %}
{% tab title="NodeJS" %}

```javascript
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));
});
```

{% endtab %}

{% tab title="Python" %}

```python
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"))
```

{% endtab %}
{% endtabs %}