Book Stream

The book-stream endpoint streams ten levels of order book depth per side for a pair of token mints. See Market Data Streams for what the depth means and when to use the stream; this page documents the message format.

Book levels are approximations computed at runtime, on direct routes only. Each level’s size is cumulative from the spot outward.

Access to the book stream is gated. Reach out to the team to request access.

Connection

See the Websockets Overview for endpoint details. Send a subscribe op with the base and quote mints:

{
  "op": "subscribe",
  "base_mint": "So11111111111111111111111111111111111111112",
  "quote_mint": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v"
}

Unsubscribe

{
  "op": "unsubscribe",
  "base_mint": "So11111111111111111111111111111111111111112",
  "quote_mint": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v"
}

Message Format

Each message is a batch covering one slot. b and a each carry ten levels, ordered nearest to spot outward:

{
  "u": 425218519,
  "ts": 1780964621,
  "subscribe": [
    {
      "sb": "So11111111111111111111111111111111111111112",
      "sq": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v"
    }
  ],
  "updates": [
    {
      "sb": "So11111111111111111111111111111111111111112",
      "sq": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
      "mid": 66.287,
      "tick": 0.0066287,
      "crossed": false,
      "b": [
        { "price": 66.2803713, "cumulative_size_human": 11.275078961 },
        { "price": 66.2737426, "cumulative_size_human": 4030.117529621 }
      ],
      "a": [
        { "price": 66.2936287, "cumulative_size_human": 727.767025378 },
        { "price": 66.3002574, "cumulative_size_human": 1606.23883139 }
      ]
    }
  ]
}

Fields

Field	Type	Description
`u`	number	Slot the book was computed at
`ts`	number	Unix timestamp in seconds
`skipped`	number	Slots skipped before this batch under load. `0` when the stream kept up
`updates`	array	Per-pair book updates for this slot
`subscribe` / `unsubscribe`	array	Acknowledgements of subscription changes

Each entry in updates has:

Field	Type	Description
`sb`	string	Base mint
`sq`	string	Quote mint
`mid`	number	Mid price, quote per base
`tick`	number	Tick width, quote per base
`crossed`	boolean	Whether the aggregated book was crossed before being uncrossed
`b`	array	Ten bid levels, nearest to spot outward
`a`	array	Ten ask levels, nearest to spot outward
`e`	string	Per-pair error code (for example `no_market`), present instead of a book when one is unavailable

Each level in b and a has:

Field	Type	Description
`price`	number	Level price, quote per base
`cumulative_size_human`	number	Cumulative base size from the spot out to this level

Code Examples

// Dev endpoint — no API key required, but rate-limited.
// For production, use your production WS URL and add
// { headers: { "x-api-key": "YOUR_API_KEY" } } as the second arg to new WebSocket().
const WS_URL = "wss://dev-quote-api.dflow.net/book-stream";

const SOL = "So11111111111111111111111111111111111111112";
const USDC = "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v";

const ws = new WebSocket(WS_URL);

ws.onopen = () => {
  ws.send(JSON.stringify({ op: "subscribe", base_mint: SOL, quote_mint: USDC }));
};

ws.onmessage = (event) => {
  const frame = JSON.parse(event.data);
  for (const book of frame.updates ?? []) {
    if (book.e) {
      console.log(`${book.sb} / ${book.sq}: ${book.e}`);
      continue;
    }
    console.log(`slot ${frame.u}  mid ${book.mid}`);
    console.log("top ask:", book.a[0]);
    console.log("top bid:", book.b[0]);
  }
};

ws.onerror = (error) => console.error("WebSocket error:", error);
ws.onclose = () => console.log("WebSocket connection closed");

TypeScript Interface

interface BookLevel {
  price: number;
  cumulative_size_human: number; // cumulative base size from spot to this level
}

interface BookUpdate {
  sb: string; // base mint
  sq: string; // quote mint
  mid?: number;
  tick?: number;
  crossed?: boolean;
  b?: BookLevel[]; // 10 bid levels
  a?: BookLevel[]; // 10 ask levels
  e?: string; // per-pair error code
}

interface BookFrame {
  u: number; // slot
  ts: number; // unix seconds
  skipped?: number; // slots skipped under load
  updates?: BookUpdate[];
  subscribe?: { sb: string; sq: string }[];
  unsubscribe?: { sb: string; sq: string }[];
}

Quote Stream

Stream top-of-book bid and ask

Market Data Streams

How the streams work and when to use each

Websockets Overview

Connection details for Trading API streams

Stream Order Book Depth

Recipe: connect, subscribe, and render depth

Troubleshooting

Trading API

Wallets

Connection

Unsubscribe

Message Format

Fields

Code Examples

Quote Stream

Market Data Streams

Websockets Overview

Stream Order Book Depth

​Connection

​Subscribe

​Unsubscribe

​Message Format

​Fields

​Code Examples

​Related

Quote Stream

Market Data Streams

Websockets Overview

Stream Order Book Depth

Connection

Subscribe

Unsubscribe

Message Format

Fields

Code Examples

Related