Market orderbooks

Returns a WebSocket stream of orderbooks for specified markets. Orderbooks are delivered using a sequence of snapshot and update messages. Zero value of the size response field for asks or bids means negative update. If you are falling behind (slow client) you will get warning message first, then error message and disconnection will happen.

get

Authorizations

api_keystringRequired

Coin Metrics API key can be specified as ?api_key= query parameter.

Query parameters

marketsstring[]Required

Comma separated list of markets or market patterns like exchange-* or exchange-*-spot or *USDT-future.
Use a corresponding /catalog-all-v2/market-{dataType} endpoint for the full list of supported markets for a given data type.

depth_limitstring · enumOptional

Book depth limit.

Default: 100Possible values:

backfillstring · enumOptional

What data should be sent upon a connection.
By default the latest values are sent just before real-time data.

Default: latestPossible values:

prettybooleanOptional

Human-readable formatting of JSON responses.

Default: false

Responses

default

Orderbook WebSocket message.

application/json

marketstringRequired

Unique name of the market.

timestring · date-timeRequired

The time in ISO 8601 date-time format. Always with nanoseconds precision.

coin_metrics_idstringRequired

ID of an order book or quote. It can be generated by Coin Metrics or provided by an exchange. If it is generated by Coin Metrics it is unique. If it is generated by exchange we can't guarantee its uniqueness.

typestring · enumRequired

Type of the order book.

Possible values:

collect_timestring · date-timeRequired

Time of when the order book was received from the exchange.

cm_sequence_idstringRequired

The monotonically increasing message number, resets on disconnection.

get/timeseries-stream/market-orderbooks

ws = new WebSocket("wss://api.coinmetrics.io/v4/timeseries-stream/market-orderbooks?markets=coinbase-btc-usd-spot&pretty=true&api_key=<your_key>")
ws.onmessage = m => console.log(m.data); ws.onclose = () => console.log("closed")

default

Orderbook WebSocket message.

{
  "time": "2020-06-08T21:07:27.015507000Z",
  "market": "coinbase-btc-usd-spot",
  "coin_metrics_id": "1591540219445728-16126985",
  "asks": [
    {
      "price": 9695.09,
      "size": 1.58265903
    },
    {
      "price": 9695.1,
      "size": 0.01056118
    },
    {
      "price": 9695.14,
      "size": 0.0257
    }
  ],
  "bids": [
    {
      "price": 9695.07,
      "size": 0.97684462
    },
    {
      "price": 9694.38,
      "size": 0.14852787
    },
    {
      "price": 9694.37,
      "size": 0.90808736
    },
    {
      "price": 9693.24,
      "size": 0.46738235
    },
    {
      "price": 9693,
      "size": 0.0023
    }
  ],
  "type": "snapshot",
  "collect_time": "2020-06-08T21:07:27.082612000Z",
  "cm_sequence_id": 0
}