> ## Documentation Index > Fetch the complete documentation index at: https://docs.openpx.trade/llms.txt > Use this file to discover all available pages before exploring further. # Orderbook Stream > Per-market L2 orderbook stream — `Snapshot` on subscribe, then `Delta` updates. Per-market L2 orderbook stream — `Snapshot` on subscribe, then `Delta` updates. ## AsyncAPI ````yaml openpx.asyncapi.yaml orderbook id: orderbook title: Orderbook Stream description: >- Per-market L2 orderbook stream — `Snapshot` on subscribe, then `Delta` updates. servers: - id: inprocess protocol: ws host: openpx-engine bindings: [] variables: [] address: /v1/orderbook parameters: [] bindings: [] operations: - &ref_19 id: orderbook_subscribe title: Subscribe description: Add to the active orderbook subscription set type: send messages: - &ref_29 id: orderbook_subscribe contentType: application/json payload: - name: Subscribe description: Add to the active orderbook subscription set type: object properties: - name: market_id type: string description: >- Native market identifier (Kalshi ticker or Polymarket condition_id). required: true - name: outcome type: &ref_0 - string - 'null' description: Optional outcome filter for binary markets. required: false headers: [] jsonPayloadSchema: type: object required: - market_id properties: market_id: type: string description: >- Native market identifier (Kalshi ticker or Polymarket condition_id). x-parser-schema-id: outcome: type: *ref_0 description: Optional outcome filter for binary markets. x-parser-schema-id: x-parser-schema-id: title: Subscribe description: Add to the active orderbook subscription set example: |- { "market_id": "example", "outcome": "example" } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbook_subscribe bindings: [] extensions: &ref_2 - id: x-parser-unique-object-id value: orderbook - &ref_20 id: orderbook_unsubscribe title: Unsubscribe description: Remove from the active orderbook subscription set type: send messages: - &ref_30 id: orderbook_unsubscribe contentType: application/json payload: - name: Unsubscribe description: Remove from the active orderbook subscription set type: object properties: - name: market_id type: string description: >- Native market identifier (Kalshi ticker or Polymarket condition_id). required: true - name: outcome type: &ref_1 - string - 'null' description: Optional outcome filter for binary markets. required: false headers: [] jsonPayloadSchema: type: object required: - market_id properties: market_id: type: string description: >- Native market identifier (Kalshi ticker or Polymarket condition_id). x-parser-schema-id: outcome: type: *ref_1 description: Optional outcome filter for binary markets. x-parser-schema-id: x-parser-schema-id: title: Unsubscribe description: Remove from the active orderbook subscription set example: |- { "market_id": "example", "outcome": "example" } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbook_unsubscribe bindings: [] extensions: *ref_2 - &ref_11 id: orderbook_receive_Snapshot title: Snapshot description: >- Full orderbook snapshot — replace any cached book for `(market_id, asset_id)`. type: receive messages: - &ref_21 id: Snapshot contentType: application/json payload: - name: Snapshot description: >- Full orderbook snapshot — replace any cached book for `(market_id, asset_id)`. type: object properties: - name: asset_id type: string required: true - name: book type: object description: Full-depth L2 orderbook for one asset. required: true properties: - name: asks type: array description: Ask levels, sorted ascending by price. required: true properties: - name: price type: number description: Price as YES probability in `[0, 1]` (e.g. `0.62`). required: true - name: size type: number description: >- Resting size at this price in contracts (e.g. `100.0`). required: true - name: asset_id type: string description: >- The orderable asset — Kalshi market ticker or Polymarket CTF token id (e.g. `"KXBTCD-25APR1517"`). required: true - name: bids type: array description: Bid levels, sorted descending by price. required: true properties: - name: price type: number description: Price as YES probability in `[0, 1]` (e.g. `0.62`). required: true - name: size type: number description: >- Resting size at this price in contracts (e.g. `100.0`). required: true - name: hash type: &ref_4 - string - 'null' description: >- Polymarket book-state hash for replay integrity; `null` on Kalshi. required: false - name: last_update_id type: &ref_5 - integer - 'null' description: >- Monotonic sequence id from upstream; `null` when not provided. required: false - name: timestamp type: &ref_6 - string - 'null' description: >- Upstream snapshot time in UTC (e.g. `"2026-04-25T12:00:00Z"`). required: false - name: exchange_ts type: &ref_7 - integer - 'null' required: false - name: kind type: string enumValues: - Snapshot required: true - name: local_ts_ms type: integer required: true - name: market_id type: string required: true - name: seq type: integer required: true headers: [] jsonPayloadSchema: description: >- Full orderbook snapshot — replace any cached book for `(market_id, asset_id)`. properties: asset_id: type: string x-parser-schema-id: book: description: Full-depth L2 orderbook for one asset. properties: asks: description: Ask levels, sorted ascending by price. items: &ref_3 description: A single resting orderbook level. properties: price: allOf: - &ref_8 format: double type: number x-parser-schema-id: number description: Price as YES probability in `[0, 1]` (e.g. `0.62`). x-parser-schema-id: size: description: >- Resting size at this price in contracts (e.g. `100.0`). format: double type: number x-parser-schema-id: required: - price - size type: object x-parser-schema-id: PriceLevel type: array x-parser-schema-id: asset_id: description: >- The orderable asset — Kalshi market ticker or Polymarket CTF token id (e.g. `"KXBTCD-25APR1517"`). type: string x-parser-schema-id: bids: description: Bid levels, sorted descending by price. items: *ref_3 type: array x-parser-schema-id: hash: description: >- Polymarket book-state hash for replay integrity; `null` on Kalshi. type: *ref_4 x-parser-schema-id: last_update_id: description: >- Monotonic sequence id from upstream; `null` when not provided. format: uint64 minimum: 0 type: *ref_5 x-parser-schema-id: timestamp: description: >- Upstream snapshot time in UTC (e.g. `"2026-04-25T12:00:00Z"`). format: date-time type: *ref_6 x-parser-schema-id: required: - asks - asset_id - bids type: object x-parser-schema-id: Orderbook exchange_ts: format: uint64 minimum: 0 type: *ref_7 x-parser-schema-id: kind: enum: - Snapshot type: string x-parser-schema-id: local_ts_ms: format: uint64 minimum: 0 type: integer x-parser-schema-id: market_id: type: string x-parser-schema-id: seq: format: uint64 minimum: 0 type: integer x-parser-schema-id: required: - asset_id - book - kind - local_ts_ms - market_id - seq type: object x-parser-schema-id: Snapshot title: Snapshot description: >- Full orderbook snapshot — replace any cached book for `(market_id, asset_id)`. example: |- { "asset_id": "example", "book": { "asks": [ null ], "asset_id": "example", "bids": [ null ], "hash": "example", "last_update_id": 0, "timestamp": "2026-01-01T00:00:00Z" }, "exchange_ts": 0, "kind": "Snapshot", "local_ts_ms": 0, "market_id": "example", "seq": 0 } bindings: [] extensions: - id: x-parser-unique-object-id value: Snapshot bindings: [] extensions: *ref_2 - &ref_12 id: orderbook_receive_Delta title: Delta description: Incremental change to an existing book — apply in-place. type: receive messages: - &ref_22 id: Delta contentType: application/json payload: - name: Delta description: Incremental change to an existing book — apply in-place. type: object properties: - name: asset_id type: string required: true - name: changes type: array required: true properties: - name: price type: number description: Price as YES probability in `[0, 1]` (e.g. `0.62`). required: true - name: side type: string description: 'Which side. Options: `bid`, `ask`.' required: true - name: size type: number description: >- New size at this price in contracts; `0` removes the level. required: true - name: exchange_ts type: &ref_9 - integer - 'null' required: false - name: kind type: string enumValues: - Delta required: true - name: local_ts_ms type: integer required: true - name: market_id type: string required: true - name: seq type: integer required: true headers: [] jsonPayloadSchema: description: Incremental change to an existing book — apply in-place. properties: asset_id: type: string x-parser-schema-id: changes: items: description: >- One price-level update; `size > 0` sets the level, `size == 0` removes it. properties: price: allOf: - *ref_8 description: Price as YES probability in `[0, 1]` (e.g. `0.62`). x-parser-schema-id: side: allOf: - description: 'Side of an orderbook level. Options: `bid`, `ask`.' enum: - bid - ask type: string x-parser-schema-id: PriceLevelSide description: 'Which side. Options: `bid`, `ask`.' x-parser-schema-id: size: description: >- New size at this price in contracts; `0` removes the level. format: double type: number x-parser-schema-id: required: - price - side - size type: object x-parser-schema-id: PriceLevelChange type: array x-parser-schema-id: exchange_ts: format: uint64 minimum: 0 type: *ref_9 x-parser-schema-id: kind: enum: - Delta type: string x-parser-schema-id: local_ts_ms: format: uint64 minimum: 0 type: integer x-parser-schema-id: market_id: type: string x-parser-schema-id: seq: format: uint64 minimum: 0 type: integer x-parser-schema-id: required: - asset_id - changes - kind - local_ts_ms - market_id - seq type: object x-parser-schema-id: Delta title: Delta description: Incremental change to an existing book — apply in-place. example: |- { "asset_id": "example", "changes": [ { "price": null, "side": null, "size": 0.5 } ], "exchange_ts": 0, "kind": "Delta", "local_ts_ms": 0, "market_id": "example", "seq": 0 } bindings: [] extensions: - id: x-parser-unique-object-id value: Delta bindings: [] extensions: *ref_2 - &ref_13 id: orderbook_receive_Clear title: Clear description: Book invalidation — drop the cached book and wait for the next `Snapshot`. type: receive messages: - &ref_23 id: Clear contentType: application/json payload: - name: Clear description: >- Book invalidation — drop the cached book and wait for the next `Snapshot`. type: object properties: - name: asset_id type: string required: true - name: kind type: string enumValues: - Clear required: true - name: local_ts_ms type: integer required: true - name: market_id type: string required: true - name: reason type: oneOf description: >- Why a specific book was invalidated — handed to users so they can decide whether to alert, log, or handle it silently. required: true properties: - name: SequenceGap type: object required: true properties: - name: expected type: integer required: true - name: received type: integer required: true - name: seq type: integer required: true headers: [] jsonPayloadSchema: description: >- Book invalidation — drop the cached book and wait for the next `Snapshot`. properties: asset_id: type: string x-parser-schema-id: kind: enum: - Clear type: string x-parser-schema-id: local_ts_ms: format: uint64 minimum: 0 type: integer x-parser-schema-id: market_id: type: string x-parser-schema-id: reason: &ref_10 description: >- Why a specific book was invalidated — handed to users so they can decide whether to alert, log, or handle it silently. oneOf: - enum: - Reconnect - Lag - ExchangeReset type: string x-parser-schema-id: - additionalProperties: false properties: SequenceGap: properties: expected: format: uint64 minimum: 0 type: integer x-parser-schema-id: received: format: uint64 minimum: 0 type: integer x-parser-schema-id: required: - expected - received type: object x-parser-schema-id: required: - SequenceGap type: object x-parser-schema-id: x-parser-schema-id: InvalidationReason seq: format: uint64 minimum: 0 type: integer x-parser-schema-id: required: - asset_id - kind - local_ts_ms - market_id - reason - seq type: object x-parser-schema-id: Clear title: Clear description: >- Book invalidation — drop the cached book and wait for the next `Snapshot`. example: |- { "asset_id": "example", "kind": "Clear", "local_ts_ms": 0, "market_id": "example", "reason": null, "seq": 0 } bindings: [] extensions: - id: x-parser-unique-object-id value: Clear bindings: [] extensions: *ref_2 - &ref_14 id: orderbook_receive_Connected title: Connected description: Initial socket establishment. type: receive messages: - &ref_24 id: Connected contentType: application/json payload: - name: Connected description: Initial socket establishment. type: object properties: - name: kind type: string enumValues: - Connected required: true headers: [] jsonPayloadSchema: description: Initial socket establishment. properties: kind: enum: - Connected type: string x-parser-schema-id: required: - kind type: object x-parser-schema-id: Connected title: Connected description: Initial socket establishment. example: |- { "kind": "Connected" } bindings: [] extensions: - id: x-parser-unique-object-id value: Connected bindings: [] extensions: *ref_2 - &ref_15 id: orderbook_receive_Reconnected title: Reconnected description: >- Socket re-established after an outage — `gap_ms` is the wall-clock interval since the last received message. type: receive messages: - &ref_25 id: Reconnected contentType: application/json payload: - name: Reconnected description: >- Socket re-established after an outage — `gap_ms` is the wall-clock interval since the last received message. type: object properties: - name: gap_ms type: integer required: true - name: kind type: string enumValues: - Reconnected required: true headers: [] jsonPayloadSchema: description: >- Socket re-established after an outage — `gap_ms` is the wall-clock interval since the last received message. properties: gap_ms: format: uint64 minimum: 0 type: integer x-parser-schema-id: kind: enum: - Reconnected type: string x-parser-schema-id: required: - gap_ms - kind type: object x-parser-schema-id: Reconnected title: Reconnected description: >- Socket re-established after an outage — `gap_ms` is the wall-clock interval since the last received message. example: |- { "gap_ms": 0, "kind": "Reconnected" } bindings: [] extensions: - id: x-parser-unique-object-id value: Reconnected bindings: [] extensions: *ref_2 - &ref_16 id: orderbook_receive_Lagged title: Lagged description: >- Slow consumer dropped messages — every affected book is invalidated and must be rebuilt from the next `Snapshot`. type: receive messages: - &ref_26 id: Lagged contentType: application/json payload: - name: Lagged description: >- Slow consumer dropped messages — every affected book is invalidated and must be rebuilt from the next `Snapshot`. type: object properties: - name: dropped type: integer required: true - name: first_seq type: integer required: true - name: kind type: string enumValues: - Lagged required: true - name: last_seq type: integer required: true headers: [] jsonPayloadSchema: description: >- Slow consumer dropped messages — every affected book is invalidated and must be rebuilt from the next `Snapshot`. properties: dropped: format: uint64 minimum: 0 type: integer x-parser-schema-id: first_seq: format: uint64 minimum: 0 type: integer x-parser-schema-id: kind: enum: - Lagged type: string x-parser-schema-id: last_seq: format: uint64 minimum: 0 type: integer x-parser-schema-id: required: - dropped - first_seq - kind - last_seq type: object x-parser-schema-id: Lagged title: Lagged description: >- Slow consumer dropped messages — every affected book is invalidated and must be rebuilt from the next `Snapshot`. example: |- { "dropped": 0, "first_seq": 0, "kind": "Lagged", "last_seq": 0 } bindings: [] extensions: - id: x-parser-unique-object-id value: Lagged bindings: [] extensions: *ref_2 - &ref_17 id: orderbook_receive_BookInvalidated title: BookInvalidated description: >- A specific market's book is no longer trustworthy — drop cache and wait for next `Snapshot` (reasons: `Reconnect`, `Lag`, `SequenceGap`, `ExchangeReset`). type: receive messages: - &ref_27 id: BookInvalidated contentType: application/json payload: - name: BookInvalidated description: >- A specific market's book is no longer trustworthy — drop cache and wait for next `Snapshot` (reasons: `Reconnect`, `Lag`, `SequenceGap`, `ExchangeReset`). type: object properties: - name: kind type: string enumValues: - BookInvalidated required: true - name: market_id type: string required: true - name: reason type: oneOf description: >- Why a specific book was invalidated — handed to users so they can decide whether to alert, log, or handle it silently. required: true properties: - name: SequenceGap type: object required: true properties: - name: expected type: integer required: true - name: received type: integer required: true headers: [] jsonPayloadSchema: description: >- A specific market's book is no longer trustworthy — drop cache and wait for next `Snapshot` (reasons: `Reconnect`, `Lag`, `SequenceGap`, `ExchangeReset`). properties: kind: enum: - BookInvalidated type: string x-parser-schema-id: market_id: type: string x-parser-schema-id: reason: *ref_10 required: - kind - market_id - reason type: object x-parser-schema-id: BookInvalidated title: Book invalidated description: >- A specific market's book is no longer trustworthy — drop cache and wait for next `Snapshot` (reasons: `Reconnect`, `Lag`, `SequenceGap`, `ExchangeReset`). example: |- { "kind": "BookInvalidated", "market_id": "example", "reason": null } bindings: [] extensions: - id: x-parser-unique-object-id value: BookInvalidated bindings: [] extensions: *ref_2 - &ref_18 id: orderbook_receive_Error title: Error description: A non-fatal error observed on the connection (session continues). type: receive messages: - &ref_28 id: Error contentType: application/json payload: - name: Error description: A non-fatal error observed on the connection (session continues). type: object properties: - name: kind type: string enumValues: - Error required: true - name: message type: string required: true headers: [] jsonPayloadSchema: description: A non-fatal error observed on the connection (session continues). properties: kind: enum: - Error type: string x-parser-schema-id: message: type: string x-parser-schema-id: required: - kind - message type: object x-parser-schema-id: Error title: Error description: A non-fatal error observed on the connection (session continues). example: |- { "kind": "Error", "message": "example" } bindings: [] extensions: - id: x-parser-unique-object-id value: Error bindings: [] extensions: *ref_2 sendOperations: - *ref_11 - *ref_12 - *ref_13 - *ref_14 - *ref_15 - *ref_16 - *ref_17 - *ref_18 receiveOperations: - *ref_19 - *ref_20 sendMessages: - *ref_21 - *ref_22 - *ref_23 - *ref_24 - *ref_25 - *ref_26 - *ref_27 - *ref_28 receiveMessages: - *ref_29 - *ref_30 extensions: - id: x-parser-unique-object-id value: orderbook securitySchemes: [] ````