Order Routing Top of Book

Real-time best bid and ask updates for Order Routing platform.

The Top of Book channel provides real-time updates of the best bid and best ask prices for authorized Order Routing customers. This lightweight channel is ideal when you only need the best available prices without the full order book depth.

Subscribe to Top of Book

Request

{
  "type": "subscribe",
  "channels": [
    {
      "type": "market_data.top_of_book",
      "params": {
        "market": "BTCUSD"
      }
    }
  ]
}

Response

{
  "type": "subscribe",
  "channels": [
    {
      "type": "market_data.top_of_book",
      "success": true
    }
  ]
}

Error Response

{
  "type": "subscribe",
  "channels": [
    {
      "type": "market_data.top_of_book",
      "success": false,
      "error": "UNKNOWN_CHANNEL_PARAMS_CONFIGURATION"
    }
  ]
}

Top of Book Message Format

Real-time updates of the best bid and ask prices:

{
  "channel": "market_data.top_of_book",
  "payload": {
    "market": "BTCUSD",
    "type": "TOP_OF_BOOK",
    "timestamp": "2024-01-15T10:30:00.123456789Z",
    "bids": [
      {
        "price": "50000.00",
        "amount": "1.5"
      }
    ],
    "asks": [
      {
        "price": "50100.00",
        "amount": "2.0"
      }
    ]
  }
}

Message Fields

Field	Type	Description
market	string	The market pair (e.g., “BTCUSD”)
type	string	Always "TOP_OF_BOOK" for this channel
timestamp	string	Server timestamp in RFC3339Nano format
bids	array	Array with best bid price and amount
asks	array	Array with best ask price and amount

Price Level Fields

Field	Type	Description
price	string	Price level as a decimal string
amount	string	Available amount at this price level as a decimal string

Unsubscribe

To stop receiving top of book updates:

{
  "type": "unsubscribe",
  "channels": [
    {
      "type": "market_data.top_of_book",
      "params": {
        "market": "BTCUSD"
      }
    }
  ]
}

List Active Subscriptions

Get all active subscriptions including top of book:

{
  "type": "subscription_list"
}

Response

{
  "type": "subscription_list",
  "channels": [
    {
      "type": "market_data.top_of_book",
      "params": {
        "market": "BTCUSD"
      }
    },
    {
      "type": "market_data",
      "params": {
        "market": "ETHUSD"
      }
    }
  ]
}

Questions? Contact Support.