Orderbook
Orderbook
Get market orderbook snapshot.
GET /markets/orderbook
Params
{
market_id: "BTC-USD"
p_limit: 100, // max 1000
p_page: 0, // page starts at 0
p_order: "DESC" // default "DESC" for descending and "ASC" for ascending
}
Response
{
market_id string
bids [string, string] // returns array of (price, quantity)
asks [string, string] // returns array of (price, quantity)
sequence uint
timestamp int64
}
Guide to managing a local orderbook
Open a stream to wss://api.prod.rabbitx.io/ws
You will receive an orderbook snapshot upon initial subscribe.
Subsequent websocket events from the orderbook channel will give orderbook updates.
Use the sequence number to keep track.
If a sequence number is skipped, get a depth snapshot from https://api.prod.rabbitx.io/markets/orderbook
Drop any event where sequence is <= sequence in the snapshot.
The data in each event is the absolute quantity for a price level.
If the quantity is 0, remove the price level.
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