> ## Documentation Index > Fetch the complete documentation index at: https://docs.agg.market/llms.txt > Use this file to discover all available pages before exploring further. # Orderbook > Subscribe to aggregated orderbook updates for canonical markets. Receive an initial snapshot, then incremental deltas with sequencing and checksums. Client maintains a local book by applying deltas. Request a resnapshot if your local state drifts. **Sequencing:** `seq` increments between consecutive messages for a given market. If you receive a `seq` that is not your expected next value, request a new snapshot via `resnapshot`. ## AsyncAPI ````yaml openapi/asyncapi.json orderbook id: orderbook title: Orderbook description: >- Subscribe to aggregated orderbook updates for canonical markets. Receive an initial snapshot, then incremental deltas with sequencing and checksums. Client maintains a local book by applying deltas. Request a resnapshot if your local state drifts. **Sequencing:** `seq` increments between consecutive messages for a given market. If you receive a `seq` that is not your expected next value, request a new snapshot via `resnapshot`. servers: - id: production protocol: wss host: ws.agg.market bindings: [] variables: [] address: / parameters: [] bindings: [] operations: - &ref_5 id: subscribeOrderbook title: Subscribe orderbook description: Subscribe to orderbook updates for one or more markets type: send messages: - &ref_13 id: subscribe payload: - name: Subscribe to orderbook description: Subscribe to aggregated orderbook updates for markets type: object properties: - name: action type: string description: subscribe required: true - name: channel type: string required: true - name: outcomeIds type: array description: Outcome IDs to subscribe to required: true properties: - name: item type: string required: false headers: [] jsonPayloadSchema: title: Subscribe type: object required: - action - channel - outcomeIds properties: action: const: subscribe type: string x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: x-parser-schema-id: outcomeIds: description: Outcome IDs to subscribe to type: array items: type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Subscribe to orderbook description: Subscribe to aggregated orderbook updates for markets example: |- { "action": "subscribe", "channel": "orderbook", "outcomeIds": [ "clv2abc123def456", "clv2xyz789ghi012" ] } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribe bindings: [] extensions: &ref_0 - id: x-parser-unique-object-id value: orderbook - &ref_6 id: unsubscribeOrderbook title: Unsubscribe orderbook description: Unsubscribe from orderbook updates type: send messages: - &ref_14 id: unsubscribe payload: - name: Unsubscribe from orderbook type: object properties: - name: action type: string description: unsubscribe required: true - name: channel type: string required: true - name: outcomeIds type: array description: Outcome IDs to unsubscribe from required: true properties: - name: item type: string required: false headers: [] jsonPayloadSchema: title: Unsubscribe type: object required: - action - channel - outcomeIds properties: action: const: unsubscribe type: string x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: x-parser-schema-id: outcomeIds: description: Outcome IDs to unsubscribe from type: array items: type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Unsubscribe from orderbook example: |- { "action": "unsubscribe", "channel": "orderbook", "outcomeIds": [ "clv2abc123def456", "clv2xyz789ghi012" ] } bindings: [] extensions: - id: x-parser-unique-object-id value: unsubscribe bindings: [] extensions: *ref_0 - &ref_7 id: requestResnapshot title: Request resnapshot description: Request a full snapshot (use on checksum mismatch or seq gap) type: send messages: - &ref_15 id: resnapshot payload: - name: Request full snapshot description: Request a fresh snapshot for the current market state type: object properties: - name: action type: string description: resnapshot required: true - name: channel type: string description: orderbook required: true - name: outcomeIds type: array description: Request a full snapshot for these outcomes required: true properties: - name: item type: string required: false headers: [] jsonPayloadSchema: title: Resnapshot type: object required: - action - channel - outcomeIds properties: action: const: resnapshot type: string x-parser-schema-id: channel: const: orderbook type: string x-parser-schema-id: outcomeIds: description: Request a full snapshot for these outcomes type: array items: type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Request full snapshot description: Request a fresh snapshot for the current market state example: |- { "action": "resnapshot", "channel": "orderbook", "outcomeIds": [ "clv2abc123def456", "clv2xyz789ghi012" ] } bindings: [] extensions: - id: x-parser-unique-object-id value: resnapshot bindings: [] extensions: *ref_0 - &ref_1 id: receiveOrderbookSnapshot title: Receive orderbook snapshot description: Full orderbook state (sent on subscribe or seq gap) type: receive messages: - &ref_8 id: orderbookSnapshot payload: - name: Orderbook snapshot description: Full aggregated orderbook state with venue attribution type: object properties: - name: type type: string description: orderbook_snapshot required: true - name: outcomeId type: string description: Outcome ID required: true - name: channel type: string required: false - name: seq type: number description: Sequence number for this outcome required: true - name: checksum type: number description: Checksum of the full book after this update required: true - name: bids type: array description: All bid levels, sorted desc by price required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: asks type: array description: All ask levels, sorted asc by price required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: venueOrderbooks type: object description: Per-venue orderbooks required: true - name: venues type: object description: Per-venue best bid/ask required: true - name: midpoint type: number required: true - name: spread type: number required: true - name: timestamp type: number required: true - name: tick type: number required: false - name: markSource type: string required: false headers: [] jsonPayloadSchema: title: OrderbookSnapshot type: object required: - type - outcomeId - seq - checksum - bids - asks - venueOrderbooks - venues - midpoint - spread - timestamp properties: type: const: orderbook_snapshot type: string x-parser-schema-id: outcomeId: description: Outcome ID type: string x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: x-parser-schema-id: seq: description: Sequence number for this outcome type: number x-parser-schema-id: checksum: description: Checksum of the full book after this update type: number x-parser-schema-id: bids: description: All bid levels, sorted desc by price type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: asks: description: All ask levels, sorted asc by price type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: venueOrderbooks: description: Per-venue orderbooks type: object patternProperties: ^(.*)$: type: object required: - bids - asks properties: bids: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: asks: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: venues: description: Per-venue best bid/ask type: object patternProperties: ^(.*)$: type: object required: - bestBid - bestAsk properties: bestBid: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: bestAsk: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: midpoint: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: spread: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: timestamp: type: number x-parser-schema-id: tick: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: markSource: anyOf: - const: local type: string x-parser-schema-id: - const: local_merged type: string x-parser-schema-id: - const: local_one_sided type: string x-parser-schema-id: - const: sibling type: string x-parser-schema-id: - const: local_boundary type: string x-parser-schema-id: - const: none type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Orderbook snapshot description: Full aggregated orderbook state with venue attribution example: |- { "type": "orderbook_snapshot", "outcomeId": "clv2abc123def456", "channel": "orderbook", "seq": 1710000001, "checksum": 2918476531, "bids": [ { "price": 0.55, "totalSize": 1500, "venues": {} } ], "asks": [ { "price": 0.55, "totalSize": 1500, "venues": {} } ], "venueOrderbooks": {}, "venues": {}, "midpoint": 0.55, "spread": 0.01, "timestamp": 1710000000000, "tick": 0, "markSource": "local" } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbookSnapshot bindings: [] extensions: *ref_0 - &ref_2 id: receiveOrderbookDelta title: Receive orderbook delta description: Incremental orderbook update (only changed levels) type: receive messages: - &ref_9 id: orderbookDelta payload: - name: Orderbook delta description: >- Incremental update — only changed levels. size=0 means level removed. type: object properties: - name: type type: string description: orderbook_delta required: true - name: outcomeId type: string description: Outcome ID required: true - name: channel type: string required: false - name: seq type: number description: Sequence number for this outcome required: true - name: checksum type: number description: Checksum of the full book after applying this delta required: true - name: bidChanges type: array description: Changed bid levels (size=0 means removed) required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: askChanges type: array description: Changed ask levels (size=0 means removed) required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: venueDeltaBooks type: object description: Per-venue level changes required: true - name: venues type: object description: Per-venue best bid/ask required: true - name: midpoint type: number required: true - name: spread type: number required: true - name: tick type: number required: false - name: markSource type: string required: false - name: timestamp type: number required: true headers: [] jsonPayloadSchema: title: OrderbookDelta type: object required: - type - outcomeId - seq - checksum - bidChanges - askChanges - venueDeltaBooks - venues - midpoint - spread - timestamp properties: type: const: orderbook_delta type: string x-parser-schema-id: outcomeId: description: Outcome ID type: string x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: x-parser-schema-id: seq: description: Sequence number for this outcome type: number x-parser-schema-id: checksum: description: Checksum of the full book after applying this delta type: number x-parser-schema-id: bidChanges: description: Changed bid levels (size=0 means removed) type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: askChanges: description: Changed ask levels (size=0 means removed) type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: venueDeltaBooks: description: Per-venue level changes type: object patternProperties: ^(.*)$: type: object required: - bidChanges - askChanges properties: bidChanges: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: askChanges: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: venues: description: Per-venue best bid/ask type: object patternProperties: ^(.*)$: type: object required: - bestBid - bestAsk properties: bestBid: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: bestAsk: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: midpoint: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: spread: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: tick: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: markSource: anyOf: - const: local type: string x-parser-schema-id: - const: local_merged type: string x-parser-schema-id: - const: local_one_sided type: string x-parser-schema-id: - const: sibling type: string x-parser-schema-id: - const: local_boundary type: string x-parser-schema-id: - const: none type: string x-parser-schema-id: x-parser-schema-id: timestamp: type: number x-parser-schema-id: x-parser-schema-id: title: Orderbook delta description: Incremental update — only changed levels. size=0 means level removed. example: |- { "type": "orderbook_delta", "outcomeId": "clv2abc123def456", "channel": "orderbook", "seq": 1710000001, "checksum": 2918476531, "bidChanges": [ { "price": 0.55, "totalSize": 1500, "venues": {} } ], "askChanges": [ { "price": 0.55, "totalSize": 1500, "venues": {} } ], "venueDeltaBooks": {}, "venues": {}, "midpoint": 0.55, "spread": 0.01, "tick": 0, "markSource": "local", "timestamp": 1710000000000 } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbookDelta bindings: [] extensions: *ref_0 - &ref_3 id: receiveSubscriptionConfirmation title: Receive subscription confirmation description: Subscription/unsubscription confirmations type: receive messages: - &ref_10 id: subscribed payload: - name: Subscription confirmed type: object properties: - name: type type: string description: subscribed required: true - name: outcomeIds type: array required: false properties: - name: item type: string required: false - name: marketIds type: array required: false properties: - name: item type: string required: false - name: channel type: string required: true headers: [] jsonPayloadSchema: title: Subscribed type: object required: - type - channel properties: type: const: subscribed type: string x-parser-schema-id: outcomeIds: type: array items: type: string x-parser-schema-id: x-parser-schema-id: marketIds: type: array items: type: string x-parser-schema-id: x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: - const: arb type: string x-parser-schema-id: - const: arb-feed type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Subscription confirmed example: |- { "type": "subscribed", "outcomeIds": [ "clv2abc123def456", "clv2xyz789ghi012" ], "marketIds": [ "string" ], "channel": "orderbook" } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribed - &ref_11 id: unsubscribed payload: - name: Unsubscription confirmed type: object properties: - name: type type: string description: unsubscribed required: true - name: outcomeIds type: array required: false properties: - name: item type: string required: false - name: marketIds type: array required: false properties: - name: item type: string required: false - name: channel type: string required: true headers: [] jsonPayloadSchema: title: Unsubscribed type: object required: - type - channel properties: type: const: unsubscribed type: string x-parser-schema-id: outcomeIds: type: array items: type: string x-parser-schema-id: x-parser-schema-id: marketIds: type: array items: type: string x-parser-schema-id: x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: - const: arb type: string x-parser-schema-id: - const: arb-feed type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Unsubscription confirmed example: |- { "type": "unsubscribed", "outcomeIds": [ "clv2abc123def456", "clv2xyz789ghi012" ], "marketIds": [ "string" ], "channel": "orderbook" } bindings: [] extensions: - id: x-parser-unique-object-id value: unsubscribed bindings: [] extensions: *ref_0 - &ref_4 id: receiveMarketResolved title: Receive market resolved description: Terminal market resolution event for a subscribed outcome type: receive messages: - &ref_12 id: marketResolved payload: - name: Market resolved description: >- Terminal resolution event for a subscribed outcome. Delivered once per outcome subscription; after delivery, the gateway closes out the orderbook channel for that outcome. type: object properties: - name: type type: string description: market_resolved required: true - name: outcomeId type: string description: Outcome ID required: true - name: status type: string required: true - name: result type: string description: Winning outcome label, or null if unknown required: true - name: outcomes type: array description: >- Per-outcome resolution data (sibling outcomes for the same market) required: true properties: - name: label type: string required: true - name: winner type: boolean required: false - name: externalIdentifier type: string required: false - name: timestamp type: number required: true headers: [] jsonPayloadSchema: title: MarketResolved type: object required: - type - outcomeId - status - result - outcomes - timestamp properties: type: const: market_resolved type: string x-parser-schema-id: outcomeId: description: Outcome ID type: string x-parser-schema-id: status: anyOf: - const: resolved type: string x-parser-schema-id: - const: closed type: string x-parser-schema-id: x-parser-schema-id: result: description: Winning outcome label, or null if unknown anyOf: - type: string x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: outcomes: description: >- Per-outcome resolution data (sibling outcomes for the same market) type: array items: type: object required: - label properties: label: type: string x-parser-schema-id: winner: type: boolean x-parser-schema-id: externalIdentifier: type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: timestamp: type: number x-parser-schema-id: x-parser-schema-id: title: Market resolved description: >- Terminal resolution event for a subscribed outcome. Delivered once per outcome subscription; after delivery, the gateway closes out the orderbook channel for that outcome. example: |- { "type": "market_resolved", "outcomeId": "clv2abc123def456", "status": "resolved", "result": "Yes", "outcomes": [ { "label": "Yes", "winner": true, "externalIdentifier": "0xabc123" } ], "timestamp": 1710000000000 } bindings: [] extensions: - id: x-parser-unique-object-id value: marketResolved bindings: [] extensions: *ref_0 sendOperations: - *ref_1 - *ref_2 - *ref_3 - *ref_4 receiveOperations: - *ref_5 - *ref_6 - *ref_7 sendMessages: - *ref_8 - *ref_9 - *ref_10 - *ref_11 - *ref_12 receiveMessages: - *ref_13 - *ref_14 - *ref_15 extensions: - id: x-parser-unique-object-id value: orderbook securitySchemes: - id: appId name: appId type: userPassword description: >- App-level auth: pass appId as a query parameter on connect. Required for all connections. The appId must belong to an active app with matching allowed origins. extensions: [] - id: jwt name: jwt type: http description: >- User-level auth: pass JWT as token query param on connect, or send { action: 'authenticate', token } mid-session. Required for user-specific events (orders, balances). Same JWT as the REST API. scheme: bearer bearerFormat: JWT extensions: [] ````