orderbook_delta

publicchannel: orderbook_deltawss://api.staging.sphx.io/v1/ws

Changed price levels for one instrument's book, applied client-side in event_seq order on top of an initial snapshot (the server sends a full-book bootstrap frame on subscribe, then changed levels only). Emitted only when a level actually moved — a quiet channel means a quiet book; gap detection is purely via event_seq (on a gap, re-snapshot via GET /v1/instruments/{id}/orderbook).

Subscribe params: instrument_id (required).

Subscribe

{ "op": "subscribe", "channel": "orderbook_delta", "params": { "instrument_id": 1000  }

Param	Type	Required	Notes
instrument_id	integer · int64	✓	The instrument to stream

Events

book_changed

One frame per book mutation: only the levels that moved.

Field	Type	Required	Description
instrument_id	integer · int64	✓
event_seq	integer · int64	✓	Cluster sequence number — monotonic; drives gap detection and REST/WS joins.
changes[]	array of objects	✓	Only the levels that moved; new_count 0 removes the level.
changes[].side	yes_bid · no_bid	✓	YES-collapsed book sides (margined asks project as no_bid at MAX−p).
changes[].price_pips	integer	✓
changes[].new_count	integer	✓

Example frame

{
  "channel": "orderbook_delta",
  "event": "book_changed",
  "data": {
    "instrument_id": 1000,
    "event_seq": 1057,
    "changes": [
      {
        "side": "yes_bid",
        "price_pips": 3900,
        "new_count": 120
      },
      {
        "side": "no_bid",
        "price_pips": 6100,
        "new_count": 0
      }
    ]
  }
}