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Order Book WebSocket

Streams order book snapshots for a futures symbol.

Event nameFETCH_ORDER_BOOK_CS_PRO
ConnectionSee Connection for handshake and namespace.

Each push is a full snapshot, not a delta. Replace your local book on every event.

Subscribe

import socketio

sio = socketio.Client()

BASE_URL = "wss://ws.coinswitch.co/"
NAMESPACE = "/exchange_2"
pair = "BTCUSDT"

sio.connect(
url=BASE_URL,
namespaces=[NAMESPACE],
transports="websocket",
socketio_path="/pro/realtime-rates-socket/futures/exchange_2",
wait=True,
wait_timeout=3600,
)

sio.emit(
"FETCH_ORDER_BOOK_CS_PRO",
{"event": "subscribe", "pair": pair},
namespace=NAMESPACE,
)

@sio.on("FETCH_ORDER_BOOK_CS_PRO", namespace=NAMESPACE)
def on_book(data):
print("Order book:", data)

sio.wait()

Update payload

{
"data": {
"timestamp": 1732685131699,
"asks": [
["3388.92", "0.10"],
["3388.94", "0.01"]
],
"bids": [
["3425.71", "2.16"],
["3425.69", "0.01"]
],
"symbol": "ETHUSDT"
}
}
FieldTypeDescription
symbolstringSymbol echoed back.
timestampintegerSnapshot time (Unix ms).
bidsarraySorted descending. Each entry [price, quantity] (both strings).
asksarraySorted ascending. Each entry [price, quantity] (both strings).