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Full order book snapshot ​

SEND Server to Client on wss://api.valr.com/ws/trade

Sent once on subscription. Contains the complete order book with individual orders visible at each price level (not aggregated). Uses PascalCase keys. After this initial snapshot, incremental updates are sent via FULL_ORDERBOOK_UPDATE messages.

The order book checksum (CRC32) can be used to verify data integrity. The SequenceNumber is incremented on each update and can be used to detect missed messages.

Subscription ​

This event requires an explicit subscription. Send a SUBSCRIBE message after connecting:

json
{
    "type": "SUBSCRIBE",
    "subscriptions": [
        {
            "event": "FULL_ORDERBOOK_SNAPSHOT"
        }
    ]
}

Message ​

Event type: FULL_ORDERBOOK_SNAPSHOT

Payload Schema ​

PropertyTypeRequiredDescription
LastChangeinteger (int64)Yes-
AsksWsFullOrderBookPriceLevel[]Yes-
BidsWsFullOrderBookPriceLevel[]Yes-
SequenceNumberinteger (int64)Yes-
Checksuminteger (int64)Yes-

Asks (WsFullOrderBookPriceLevel) ​

PropertyTypeRequiredDescription
PricestringYes-
OrdersWsFullOrderBookOrder[]Yes-

Bids (WsFullOrderBookPriceLevel) ​

PropertyTypeRequiredDescription
PricestringYes-
OrdersWsFullOrderBookOrder[]Yes-

Example ​

json
"{\n    \"type\": \"FULL_ORDERBOOK_SNAPSHOT\",\n    \"currencyPairSymbol\": \"BTCUSDT\",\n    \"data\": {\n        \"LastChange\": 1644242571116,\n        \"Asks\": [\n            {\n                \"Price\": \"46150.00\",\n                \"Orders\": [\n                    {\n                        \"orderId\": \"a38a0816-83a0-4340-b001-130ca2442417\",\n                        \"quantity\": \"0.01\"\n                    }\n                ]\n            }\n        ],\n        \"Bids\": [\n            {\n                \"Price\": \"45850.00\",\n                \"Orders\": [\n                    {\n                        \"orderId\": \"9e4b6b18-fd55-4e05-a355-1ffd5b6fbb63\",\n                        \"quantity\": \"0.001\"\n                    }\n                ]\n            }\n        ],\n        \"SequenceNumber\": 455,\n        \"Checksum\": 2345678942\n    }\n}"

Channel ​

Channel: trade Address: wss://api.valr.com/ws/trade