> For clean Markdown of any page, append .md to the page URL. > For a complete documentation index, see https://docs.immix.xyz/llms.txt. > For AI client integration (Claude Code, Cursor, etc.), connect to the MCP server at https://docs.immix.xyz/_mcp/server. # Order book **`Request — sent`** ```json title="Request — sent" { "op": "subscribe", "params": { "topics": [ "book.{symbol}" ] } } ``` **`Response — received`** ```json title="Response — received" { "op": "subscribe", "success": true, "topics": [ { "topic": "book.{symbol}", "state": "live" } ] } ``` **`Push data — received`** ```json title="Push data — received" { "event": "book", "topic": "book.{symbol}", "seq": "", "seqTs": "", "status": "stale", "data": { "snapshot": true, "exchangeSeq": "", "prevExchangeSeq": "", "bids": [ [ "" ] ], "asks": [ [ "" ] ], "exchTs": "" } } ``` Each frame is its shape, read off the contract: `` stands for a value, and a union shows its first form. **URL** `wss://marketdata.immix.xyz/` **Topic** `book.{symbol}` | Topic parameter | Description | | --------------- | -------------------------- | | `symbol` | refdata's canonical symbol | ## Request parameters | Parameter | Type | Required | Description | | ---------- | ---------------- | -------- | ------------------------------------------------------------------------------------------------ | | `op` | string | Yes | `subscribe` | | `reqId` | string | No | client correlation id, echoed verbatim on the ack | | `params` | object | Yes | | | > `topics` | array of strings | Yes | the dotted topic string, e.g. trade.OKX\@BTC/USDT or candlestick.OKX\@BTC/USDT.ONE\_MINUTE.250ms | ## Response parameters | Parameter | Type | Required | Description | | -------------- | ---------------- | -------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | `op` | string | Yes | One of `auth`, `subscribe`, `unsubscribe`, `error`. | | `reqId` | string | No | | | `success` | boolean | Yes | | | `error` | string | No | One of `auth_required`, `invalid_token`, `unknown_op`, `malformed`, `too_many_topics`. | | `topics` | array of objects | No | answers ride in request order — the correlator for entries whose topic could not compose (error rows echo the composed topic best-effort, absent parts empty) | | > `topic` | string | Yes | | | > `state` | string | Yes | live: 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`. | | > `priceScale` | integer | No | composite 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 | | > `qtyScale` | integer | No | composite rows only — the resolved output qty scale; as priceScale | | > `code` | string | No | composite 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`. | | > `message` | string | No | supplementary human text naming the offending source or field — never something a client parses | ## Push data parameters | Parameter | Type | Required | Description | | ------------------- | -------------------------- | -------- | ----------------------------------------------------------------------------------------------------------------------------------------- | | `event` | string | Yes | `book` | | `topic` | string | Yes | | | `seq` | string | Yes | the envelope's global sequence, as a decimal string | | `seqTs` | string | Yes | | | `status` | string | No | present on the stale marker only; data is absent. One of `stale`. | | `data` | object | No | | | > `snapshot` | boolean | Yes | true = a complete restatement replacing all held levels (never conflated); false = changed levels only | | > `exchangeSeq` | string | Yes | the exchange sequence the payload brings the book to | | > `prevExchangeSeq` | string | No | raw chained deltas only — apply iff it equals the last applied exchangeSeq; conflated diffs carry no chain semantics and omit it | | > `bids` | array of array of stringss | Yes | levels as \[price, qty] decimal-string pairs, best first; in diffs the quantities are absolute (idempotent) and qty "0" removes the level | | > `asks` | array of array of stringss | Yes | | | > `exchTs` | string | Yes | | ## 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.