Messages
{
"topic": "depth:0xabcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890:1",
"market": "0xabcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890",
"bids": [
{
"price": 50000,
"size": 10.5
},
{
"price": 49950,
"size": 15.2
},
{
"price": 49900,
"size": 20
}
],
"asks": [
{
"price": 50050,
"size": 8.3
},
{
"price": 50100,
"size": 12.7
},
{
"price": 50150,
"size": 18.5
}
],
"unix_ms": 1699564800000,
"best_bid": 50000,
"best_ask": 50050
}Websockets
Market depth
Market order book depth with aggregated price levels. Optional aggregationLevel parameter (1, 2, 5, 10, 100, or 1000) can be appended to the topic, defaults to 1 if not specified.
WSS
depth:
{marketAddr}
:
{aggregationLevel}
Messages
{
"topic": "depth:0xabcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890:1",
"market": "0xabcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890",
"bids": [
{
"price": 50000,
"size": 10.5
},
{
"price": 49950,
"size": 15.2
},
{
"price": 49900,
"size": 20
}
],
"asks": [
{
"price": 50050,
"size": 8.3
},
{
"price": 50100,
"size": 12.7
},
{
"price": 50150,
"size": 18.5
}
],
"unix_ms": 1699564800000,
"best_bid": 50000,
"best_ask": 50050
}marketAddr
type:string
required
Market address (Aptos address format, e.g. 0x456...)
aggregationLevel
type:string
required
Price aggregation level for order book depth (1, 2, 5, 10, 100, or 1000)
MarketDepthMessage
type:object
Market order book depth with aggregated price levels. Optional aggregationLevel parameter (1, 2, 5, 10, 100, or 1000) can be appended to the topic, defaults to 1 if not specified.
⌘I