> For the complete documentation index, see [llms.txt](https://docs.ticko.xyz/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.ticko.xyz/api-documentation/market/websocket/l2-book.md).

# L2 Book

Name of channel: `l2_book`

Description: Pushes order book snapshots and deltas.

URL path: `/v1/public/market`

Authentication: No auth required

Request parameters:

| Parameter   | Type    | Required | Description                                           |
| ----------- | ------- | -------- | ----------------------------------------------------- |
| `channel`   | string  | Yes      | `l2_book`                                             |
| `symbol_id` | integer | Yes      | Trading pair ID.                                      |
| `depth`     | integer | No       | `5`, `10`, `20`, `50`, `100`, or `200`. Default `20`. |
| `merge`     | integer | No       | Price merge multiplier of `price_step`. Default `1`.  |

Subscription acknowledgement fields:

| Field     | Type    | Description                                                             |
| --------- | ------- | ----------------------------------------------------------------------- |
| `id`      | string  | Echoes the request `id`. String, max 32 characters, `[A-Za-z0-9]` only. |
| `op`      | string  | `subscribe` or `unsubscribe`.                                           |
| `success` | boolean | Whether at least one subscription succeeded.                            |
| `args`    | array   | Successful subscription args. Present on success.                       |
| `code`    | string  | Error code. Present on failure.                                         |
| `msg`     | string  | Error message. Present on failure.                                      |

Push data parameters:

| Field | Type    | Description                                |
| ----- | ------- | ------------------------------------------ |
| `s`   | integer | Symbol ID.                                 |
| `b`   | array   | Bid levels as `[price, size]`, descending. |
| `a`   | array   | Ask levels as `[price, size]`, ascending.  |
| `p`   | integer | Previous sequence.                         |
| `q`   | integer | Current sequence.                          |
| `t`   | integer | Market data timestamp.                     |

Book update sequencing:

* Use a \`snapshot\` message to initialize the local order book.
* For later update messages, apply the update only when \`p\` matches the last applied \`q\`.
* If \`p\` does not match the last applied \`q\`, resubscribe to rebuild from a fresh snapshot.

Request example:

```json
{
  "id": "subBook",
  "op": "subscribe",
  "args": [
    { "channel": "l2_book", "symbol_id": 100001, "depth": 20, "merge": 1 }
  ]
}
```

Response example, success:

```json
{
  "id": "subBook",
  "op": "subscribe",
  "success": true,
  "args": [
    { "channel": "l2_book", "symbol_id": 100001, "depth": 20, "merge": 1 }
  ]
}
```

Response example, failure:

```json
{
  "id": "subBook",
  "op": "subscribe",
  "success": false,
  "code": "222001",
  "msg": "Invalid depth"
}
```

Push data example:

```json
{
  "arg": { "channel": "l2_book", "symbol_id": 100001, "depth": 20, "merge": 1 },
  "type": "snapshot",
  "finality": "final",
  "data": {
    "s": 100001,
    "b": [["67499.50", "0.900"]],
    "a": [["67500.00", "1.200"]],
    "p": 0,
    "q": 123456,
    "t": 1719500000000
  },
  "ts": 1719500000000
}
```


---

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