Full order book incremental update

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

Sent after the initial FULL_ORDERBOOK_SNAPSHOT with incremental changes to the order book. Uses the same PascalCase structure. A quantity of "0" for an order indicates it should be removed. Apply updates using the SequenceNumber to ensure correct ordering.

Updating rules:

• If an order ID exists in the local book, update its quantity (remove if "0")
• If an order ID is new, add it at the given price level
• If a price level becomes empty, remove it
• Verify the Checksum after applying each update

Subscription

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

{
    "type": "SUBSCRIBE",
    "subscriptions": [
        {
            "event": "FULL_ORDERBOOK_UPDATE"
        }
    ]
}

Message

Event type: FULL_ORDERBOOK_UPDATE

Payload Schema

Property	Type	Required	Description
LastChange	integer (int64)	Yes	-
Asks	WsFullOrderBookPriceLevel[]	Yes	-
Bids	WsFullOrderBookPriceLevel[]	Yes	-
SequenceNumber	integer (int64)	Yes	-
Checksum	integer (int64)	Yes	-

Asks (WsFullOrderBookPriceLevel)

Property	Type	Required	Description
Price	string	Yes	-
Orders	WsFullOrderBookOrder[]	Yes	-

Bids (WsFullOrderBookPriceLevel)

Property	Type	Required	Description
Price	string	Yes	-
Orders	WsFullOrderBookOrder[]	Yes	-

Example

"{\n    \"type\": \"FULL_ORDERBOOK_UPDATE\",\n    \"currencyPairSymbol\": \"BTCUSDT\",\n    \"data\": {\n        \"LastChange\": 1644242600000,\n        \"Asks\": [\n            {\n                \"Price\": \"46150.00\",\n                \"Orders\": [\n                    {\n                        \"orderId\": \"a38a0816-83a0-4340-b001-130ca2442417\",\n                        \"quantity\": \"0\"\n                    }\n                ]\n            }\n        ],\n        \"Bids\": [],\n        \"SequenceNumber\": 456,\n        \"Checksum\": 3456789012\n    }\n}"

Channel

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