WebSocket API

Real-time consolidated order book data across 20 exchanges via a single WebSocket connection.

Quick Start

Connect and get live BTC-USDT order book data in three lines:

const ws = new WebSocket("wss://api.microversesystems.com");
ws.onopen = () => ws.send('{"op":"subscribe","channel":"fullbook:BTC-USDT","depth":20}');
ws.onmessage = (e) => console.log(JSON.parse(e.data));

You'll receive a subscribed ack followed by continuous snapshot updates with the consolidated order book from all exchanges.

Connection

Connect via WebSocket to the API endpoint:

No authentication is required. The server sends a snapshot immediately after each successful subscription, then pushes updates at ~100ms intervals when the book changes.

subscribe

Subscribe to a market data channel. The server responds with a subscribed ack and an initial snapshot.

{
  "op": "subscribe",
  "channel": "fullbook:BTC-USDT",
  "depth": 20,
  "mode": "inc"
}

Parameters

Channel examples

unsubscribe

Unsubscribe from a channel. Server responds with an unsubscribed ack.

{
  "op": "unsubscribe",
  "channel": "fullbook:BTC-USDT"
}

ping

Keepalive. Server responds with pong.

{ "op": "ping" }

exchanges

Request the list of available exchanges with live symbol counts.

{ "op": "exchanges" }

symbols

Request available symbols. Optionally filter by quote asset or exchange.

{
  "op": "symbols",
  "quote": "USDT",
  "exchange": "binance"
}

snapshot

Book data pushed after subscribe and on each update. Format varies by channel type.

Full book fullbook:

Each level includes exchange attribution: [price, qty, orders, exchange_id]

{
  "type": "snapshot",
  "channel": "fullbook:BTC-USDT",
  "data": {
    "bids": [
      [45000.50, 1.234, 5, "binance"],
      [45000.25, 2.456, 3, "okx"],
      [45000.10, 0.789, 2, "coinbase"]
    ],
    "asks": [
      [45001.00, 0.789, 2, "binance"],
      [45001.50, 3.456, 7, "okx"]
    ],
    "ts": 1711100000000
  }
}

BBO top-of-book top:

Best bid/offer aggregated across all exchanges. Always 1 level per side: [price, qty, orders]

{
  "type": "snapshot",
  "channel": "top:BTC-USDT",
  "data": {
    "bids": [[45000.50, 4.234, 9]],
    "asks": [[45001.00, 4.245, 9]],
    "ts": 1711100000000
  }
}

Consolidated book consbook:

Multi-level aggregated across exchanges at the same price. No exchange attribution: [price, qty, orders]

{
  "type": "snapshot",
  "channel": "consbook:BTC-USDT",
  "data": {
    "bids": [
      [45000.50, 4.234, 9],
      [45000.10, 0.789, 2]
    ],
    "asks": [
      [45001.00, 4.245, 9],
      [45001.50, 3.456, 7]
    ],
    "ts": 1711100000000
  }
}

Single exchange {exchange}:

Book from one exchange only. No exchange attribution: [price, qty, orders]

{
  "type": "snapshot",
  "channel": "binance:BTC-USDT",
  "data": {
    "bids": [[45000.50, 1.234, 5]],
    "asks": [[45001.00, 0.789, 2]],
    "ts": 1711100000000
  }
}

Level fields

Bids are sorted descending by price. Asks are sorted ascending. Timestamp ts is milliseconds since epoch.

delta

When subscribed with "mode":"inc", the first message is a full snapshot. Subsequent messages are delta updates containing only levels that changed. No message is sent when nothing changes.

{
  "type": "delta",
  "channel": "consbook:BTC-USDT",
  "data": {
    "bids": [
      [45000.50, 1.200, 3],
      [44998.00, 0, 0]
    ],
    "asks": [
      [45001.00, 0.500, 1]
    ],
    "ts": 1711100000100
  }
}

A level with qty = 0 means the level was removed. Apply deltas on top of the last snapshot to maintain the current book state.

subscribed / unsubscribed

Acknowledgment messages confirming subscription changes.

{ "type": "subscribed", "channel": "fullbook:BTC-USDT" }
{ "type": "unsubscribed", "channel": "fullbook:BTC-USDT" }

exchanges response

{
  "type": "exchanges",
  "data": [
    {
      "id": "binance",
      "name": "Binance",
      "quote": "USDT",
      "symbols": 145,
      "status": "live"
    }
  ]
}

symbols response

{
  "type": "symbols",
  "data": [
    {
      "symbol": "BTC-USDT",
      "exchanges": ["binance", "coinbase", "okx"]
    }
  ]
}

pong

{ "type": "pong" }

error

{ "type": "error", "msg": "missing channel" }

Possible error messages:

Channel Types

Symbols use canonical format BASE-QUOTE (uppercase, hyphen-separated). Example: BTC-USDT, ETH-USD, SOL-USDT.

Exchanges

21 exchanges are supported. Use the exchange id as the channel prefix for single-exchange subscriptions.

Try It

Connect to the API and send commands interactively.