Websocket Ticker Feed: Best Ask, Best Bid

Advanced Trade API
1

Hi,
Is there a way to get a Best Ask and Best Bid price and volume as a part of the Ticker Websocket feed?
Or maybe have an Order Book Websocket feed that continuously sends the top 5 of each Best Ask and Best Bid prices and volumes?
Thanks Bomes

2

Hey @Bomes, for Best Ask and Best Bid, you may use the endpoint Get Best Bid/Ask

Sample response data:

   "pricebooks": [
        {
            "product_id": "",
            "bids": [
                {
                    "price": "",
                    "size": ""
                }
            ],
            "asks": [
                {
                    "price": "",
                    "size": ""
                }
            ],
            "time": ""

We hope this helps. We’d be happy to answer any more questions.

Thank you!

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3

Ok yeah,
I saw that for the REST API, but does it show up anywhere in any of the Websocket channels? Other than having to calculate Best Ask, Best Bid from Level2 feed.
Thank you for your time
Bomes

1 Like
4

Hey @Bomes , Unfortunately we do not have a dedicated websocket channel for Best Bid/Ask. Currently, this is offered via endpoint Get Best Bid/Ask.

The Level2 channel sends a message with one of the fields → updates, which does contains objects → bid/ask, representing the entire order book.

Thank you!

1 Like
5

Wonderful, I will attempt to use level2 websocket now and obtain this information in real time.

Thank you @rishabh!

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