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The l2Book channel delivers a complete order book snapshot for a contract on every block — roughly every 500 ms. Every message includes all price levels for both bids and asks, so you can always replace your local book state in full rather than applying partial diffs. When you subscribe, the server immediately pushes the current snapshot, so you get a consistent starting state without making a separate REST call.

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Subscribing

Replace "1" with the numeric contract ID you want to track. You can hold simultaneous l2Book subscriptions for multiple assets on the same connection.

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Push message format

The server pushes a message like the following on every block:

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Field reference

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string
The contract ID this snapshot belongs to. Matches the asset value in your subscription.
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number
Snapshot timestamp in Unix milliseconds. May be 0 when the exchange is in a pre-launch state.
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number
Monotonically increasing version counter for this asset’s order book. Use this to detect duplicate or out-of-order messages — discard any message whose bookVersion is lower than or equal to the last one you processed.
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string
Current mark price as a raw string. Returns "0" when mark price is not yet available.
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string
Current oracle price as a raw string. Returns "0" when oracle price is not yet available.
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array
A two-element array: levels[0] contains bids sorted high-to-low by price; levels[1] contains asks sorted low-to-high by price. An empty array means no orders on that side.Each element within a level array is an object with the following fields:
  • px (string) — Price of this level (raw).
  • sz (string) — Total size resting at this price (raw).
  • n (number) — Number of individual orders aggregated at this price.

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Handling the initial snapshot

The server pushes the first snapshot immediately on subscribe. You can safely use this as your starting state:
1

Subscribe and receive the first snapshot

Send the subscribe message. The first l2Book message you receive is a full snapshot of the current book — store all levels in your local state.
2

Replace state on every subsequent message

Each subsequent push is also a full snapshot. Replace your entire local book (both sides) with the new levels — there is no need to apply diffs or maintain a patch log.
3

Use bookVersion for deduplication

If you subscribe to both l2Book and bbo for the same asset, compare bookVersion values to avoid processing stale data when messages arrive out of order.
Use the WebSocket l2Book channel instead of polling the REST /info l2Book endpoint. You receive the initial snapshot automatically on subscribe, and every subsequent push keeps your local state current without any request overhead.
All price and size values are returned as raw strings. Apply the appropriate decimal precision for the contract when displaying values to users.