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Documentation Index

Fetch the complete documentation index at: https://docs.roxom.com/llms.txt

Use this file to discover all available pages before exploring further.

Overview

The depth stream provides order book snapshots and incremental updates (deltas) for efficient reconstruction of the full book.

Channel information

PropertyValue
Channel Namedepth
AuthenticationRequired
Update FrequencyReal-time
Data TypeSnapshot and delta

Subscribe

{
  "op": "subscribe",
  "args": [
    { "channel": "depth", "symbol": "US500-BTC" },
    { "channel": "depth", "symbol": "GOLD-BTC" },
    { "channel": "depth", "symbol": "USDT-BTC" }
  ]
}

Snapshot example

{
  "topic": "depth.GOLD-BTC",
  "type": "snapshot",
  "createdTime": 1640995200000000000,
  "data": {
    "symbol": "GOLD-BTC",
    "bid": [["0.00089410", "89.25"], ["0.00089400", "50.00"]],
    "ask": [["0.00089430", "156.75"], ["0.00089440", "203.00"]],
    "timestamp": 1640995200000000000
  }
}

Delta example

{
  "topic": "depth.GOLD-BTC",
  "type": "delta",
  "createdTime": 1640995200000000000,
  "data": {
    "symbol": "OIL-BTC",
    "bid": [["0.00089415", "10.00"]],
    "ask": [["0.00089435", "-5.00"]],
    "timestamp": 1640995200000000000
  }
}
Apply deltas in order to the last known snapshot. Quantities of 0 or negative indicate removals depending on your reconstruction strategy. The service will send an initial snapshot on subscribe when available.
Last modified on March 16, 2026