Orderbook Incremental Updates

WSProductionwss://ws.btse.com/ws/oss/futuresTestnetwss://testws.btse.io/ws/oss/futures

Subscribe to full orderbook updates with delta streaming. Topic format: update:<symbol>_<grouping> (e.g. update:BTC-PERP_0)

On successful subscribe, the server pushes one snapshot message (up to 50 levels) followed by delta updates. The snapshot is delivered without grouping (raw book); only delta updates respect the subscribed <grouping> value. If the market is idle, the snapshot still arrives but no deltas follow until book activity resumes.

Applying deltas:

[price, size] tuple: if size is "0", remove the price level; otherwise update it
seqNum must equal prevSeqNum + 1. On gap, unsubscribe and re-subscribe
On crossed orderbook (best bid >= best ask), unsubscribe and re-subscribe

Response Content

Name	Type	Required	Description
topic	String	Yes	WebSocket topic
data	Object	Yes	Data object

Data Object:

Name	Type	Required	Description
bids	String[][]	Yes	Bid updates [price, size]
asks	String[][]	Yes	Ask updates [price, size]
seqNum	Integer	Yes	Current sequence number
prevSeqNum	Integer	Yes	Previous sequence number
type	String	Yes	snapshot (first) or delta (updates)
timestamp	Long	Yes	Orderbook timestamp
symbol	String	Yes	Market symbol

example

Response

{
  "topic": "update:BTC-PERP_0",
  "data": {
    "bids": [
      [
        "122160.1",
        "69350"
      ],
      [
        "122159.9",
        "226150"
      ]
    ],
    "asks": [
      [
        "122133.3",
        "1000"
      ],
      [
        "122124.0",
        "343410"
      ]
    ],
    "seqNum": 628282,
    "prevSeqNum": 628281,
    "type": "snapshot",
    "timestamp": 1565135165600,
    "symbol": "BTC-PERP"
  }
}

Response Content​

Response Content