# 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 %}


---

# Agent Instructions: Querying This Documentation

If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.

Perform an HTTP GET request on the current page URL with the `ask` query parameter:

```
GET https://docs.sfox.com/websocket-api/market-data/order-book.md?ask=<question>
```

The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.

Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.