Stream Orderbooks

This channel provides orderbook data specified by the market. It will tick every time there were updates in the targeted market.

Subscribe

Parameters:

Parameter	Type	Description
markets	array	A list of Solana program addresses or market symbols.
limit	number	OPTIONAL. The maximum number of orders to fetch on both sides. If not specified, gets the whole orderbook.

Subscribe:

WebSocket

wscat --header "Authorization: $AUTH_HEADER" \
-c wss://ny.solana.dex.blxrbdn.com/ws --wait 1000 --execute '{"jsonrpc": "2.0", "id": 1, "method": "subscribe", "params": ["GetOrderbooksStream", {"markets": ["SOL/USDC"], "limit": 10}]}'

Go

//Make sure to set environment variable AUTH_HEADER.
stream, err := w.GetOrderbooksStream(ctx, []string{"SOL/USDC"}, 3)
if err != nil {
	panic(err)
}

orderbookCh := stream.Channel(0)
for i := 1; i <= 5; i++ {
	update, ok := <-orderbookCh
	fmt.Println(update)
}

Python

# Make sure to set environment variable AUTH_HEADER.
async for response in api.get_orderbooks_stream(market="["SOLUSDC"]"):
    print(response.to_json())

TypeScript

await provider.getOrderbooksStream({
    markets: ["SOLUSDC"],
    project: "P_OPENBOOK",
    limit: 5,
})

Even Result Details:

Field	Type	Description
slot	string	The slot number.
orderbook	string	See orderbook below for details.

orderbook

Field	Type	Description
market	string	Symbol of the market.
marketAddress	string	The program address the target market.
project	string	Name of the DEX project. "P_OPENBOOK", "P_SERUM"
bids	list	See bids & asks below for details. Sorted by price in descending order.
asks	list	See bids & asks below for details. Sorted by price in ascending order.

bids & asks

Field	Type	Description
price	number	The price of the order (in quote/base currency).
size	number	The size of the order (in base currency).

Sample event:

{
    "method":"subscribe",
    "params":{
        "subscription":"1b9c7fd7-69a3-4aab-8c23-3c6f9d9684b6",
        "result":{
            "slot":"150678295",
            "orderbook":{
                "market":"SOL/USDC",
                "project": "S_SERUM",
                "marketAddress":"9wFFyRfZBsuAha4YcuxcXLKwMxJR43S7fPfQLusDBzvT",
                "bids":[
                    {
                        "price":33.333,
                        "size":0.1
                    },
                    {
                        "price":33.334,
                        "size":0.1
                    },
                    {
                        "price":33.34,
                        "size":201.9
                    },
                    {    
                        "price":33.344,
                        "size":0.1
                    },
                    {
                        "price":33.365,
                        "size":0.1
                    }
                ],
                "asks":[
                    {
                        "price":33.389,
                        "size":59.7
                    },
                    {
                        "price":33.391,
                        "size":406.2
                    },
                    {
                        "price":33.392,
                        "size":149.8
                    },
                    {
                        "price":33.401,
                        "size":60.5
                    },
                    {
                        "price":33.403,
                        "size":89.8
                    }
                ]
            }
        }
    },
    "jsonrpc":"2.0"}