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Order book

L2 books under the sync contract.

URL wss://marketdata.immix.xyz/

Topic book.{symbol}

Topic parameterDescription
symbolrefdata’s canonical symbol

Request parameters

ParameterTypeRequiredDescription
opstringYessubscribe
reqIdstringNoclient correlation id, echoed verbatim on the ack
paramsobjectYes
> topicsarray of stringsYesthe dotted topic string, e.g. trade.OKX@BTC/USDT or candlestick.OKX@BTC/USDT.ONE_MINUTE.250ms

Response parameters

ParameterTypeRequiredDescription
opstringYesOne of auth, subscribe, unsubscribe, error.
reqIdstringNo
successbooleanYes
errorstringNoOne of auth_required, invalid_token, unknown_op, malformed, too_many_topics.
topicsarray of objectsNoanswers ride in request order — the correlator for entries whose topic could not compose (error rows echo the composed topic best-effort, absent parts empty)
> topicstringYes
> statestringYeslive: data flows now (latest-image lanes — tob, mark, funding, oi, ticker — answer live whether or not an image is held yet; the first image flows on arrival). syncing (book topics): the gateway holds no synced book yet — the snapshot is pushed unprompted the moment it syncs, at latest one connector restate interval. error on a plain (string-topic) row, no code: the topic composed nothing, and it never arms retroactively. Either the channel is outside the vocabulary or the tier suffix is outside the configured set (an unrecognized suffix reads as part of the symbol) — correct the topic — or the symbol is unknown to the gateway’s refdata fold (derivative symbols are refdata’s ccxt spelling BASE/QUOTE:SETTLE, e.g. OKX@BTC/USDT:USDT — there is no :SWAP form) — resubscribe once refdata holds the instrument. Composite rows: live iff every enabled source book is synced, stated within the topic’s output scales, AND every required FX pair is current (the full image pushes immediately); syncing otherwise, kept by the first tick at which the composite becomes computable — a source out for precision is named by a degraded frame at that tick, since syncing alone does not say it; a composite error row carries code. One of live, syncing, error, unsubscribed, not_subscribed.
> priceScaleintegerNocomposite live/syncing rows only — the resolved output price scale (max over all configured sources’ reference records, disabled included), bounding the fractional digits any price on the topic can carry; never padding. It holds until a status rescaled frame on the topic restates it
> qtyScaleintegerNocomposite rows only — the resolved output qty scale; as priceScale
> codestringNocomposite error rows only — the closed vocabulary clients parse; every validation failure maps to exactly one code. One of unknown_channel, bad_name, bad_tier, tier_required, name_in_use, unknown_instrument, duplicate_source, mixed_base_asset, unit_mismatch, bad_normalisation, bad_depth, bad_ladder, too_many_sources, budget_exceeded, malformed.
> messagestringNosupplementary human text naming the offending source or field — never something a client parses

Push data parameters

ParameterTypeRequiredDescription
eventstringYesbook
topicstringYes
seqstringYesthe envelope’s global sequence, as a decimal string
seqTsstringYes
statusstringNopresent on the stale marker only; data is absent. One of stale.
dataobjectNo
> snapshotbooleanYestrue = a complete restatement replacing all held levels (never conflated); false = changed levels only
> exchangeSeqstringYesthe exchange sequence the payload brings the book to
> prevExchangeSeqstringNoraw chained deltas only — apply iff it equals the last applied exchangeSeq; conflated diffs carry no chain semantics and omit it
> bidsarray of array of stringssYeslevels as [price, qty] decimal-string pairs, best first; in diffs the quantities are absolute (idempotent) and qty “0” removes the level
> asksarray of array of stringssYes
> exchTsstringYes

Behaviour

The raw form streams every applied chained delta (prevExchangeSeq present) and every restatement as snapshot: true; the conflated form book.{symbol}.{tier} delivers coalesced level diffs per tick — absolute quantities, idempotent to apply, qty “0” removing a level, no chain semantics — while restatements and stale markers always bypass conflation.