Feed 'B' - Global order books

Global book feed, returns only first 25 book levels


{"event": "bind", "feed": "B", "feedId": "BTC-EUR"}

Useinstrument name as "feedId" value to subscribe on instrument book

Feed handling

bookLevel = [
  0: price (Efx::Price)
  1: size (Efx::Size)

bookUpdate = [
  0: action ('+', 'M', '-' or '~')
  1: price (Efx::Price)
  2: size (Efx::Size)

"+" action: book level added
"M" action: book level size modified
"-" action: book level removed
"~" action: top of book removed till specified price, 
            price and size of a new top level are returned 
            (both zeros if book side became empty)

For detailed book description


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