Order Book Channel

Subscribe to public order book updates including order placements and cancellations.

Channel Names

Global tape: tape - Receive updates for all markets
Market-specific: {marketId} - Receive updates only for a specific market (UUID)

When subscribing to a specific market, you will receive initial book messages containing the current order book state. When subscribing to the global tape (tape), you will not receive these initial order book state messages—only subsequent updates.

Subscription

// Subscribe to all markets
ws.send(JSON.stringify({
  event: 'subscribe',
  data: 'tape'
}));

// Subscribe to a specific market
ws.send(JSON.stringify({
  event: 'subscribe',
  data: '123e4567-e89b-12d3-a456-426614174000' // Market ID
}));

Event Types

The order book channel broadcasts two types of events:

PLACE - A new order has been placed or an existing order has been partially filled
CANCEL - An order has been explicitly cancelled

Implicit cancellations (e.g., when a market closes) are not broadcast on this channel. Use the Market Lifecycle Channel to handle those events.

Message Format

{
  "event": "book",
  "data": {
    "type": "PLACE",
    "order": {
      "price": 0.667,
      "qty": 110,
      "originalQty": 110,
      "outcomeId": "123e4567-e89b-12d3-a456-426614174000"
    },
    "fills": [
      {
        "id": "fill-123",
        "orderId": "order-456",
        "price": 0.667,
        "qty": 50,
        "isWash": false,
        "isTaker": true,
        "marketId": "market-789",
        "outcomeId": "123e4567-e89b-12d3-a456-426614174000"
      }
    ],
    "market": {
      "id": "market-789",
      "description": "KC v BUF Total",
      "status": "OPEN",
      "type": "TOTAL",
      "strike": 26.5,
      "volume": 1000000
    }
  }
}

Order Fields

Field	Type	Description
`price`	number	The price of the order in decimal probability (0-1, up to 3 decimal places)
`qty`	number	The remaining quantity in Minimum Currency Units
`originalQty`	number	The original quantity when the order was placed
`outcomeId`	string	UUID of the outcome for this order

Fill Fields

Field	Type	Description
`id`	string	UUID of the fill
`orderId`	string	UUID of the order that was filled
`price`	number	The execution price in decimal probability
`qty`	number	The quantity filled
`isWash`	boolean	Whether this is a wash trade
`isTaker`	boolean	Whether this fill was the taker side
`marketId`	string	UUID of the market
`outcomeId`	string	UUID of the outcome

Example Implementation

import WebSocket from 'ws';

const ws = new WebSocket('wss://api.novig.us/tape', {
  headers: {
    'Authorization': `Bearer ${ACCESS_TOKEN}`
  }
});

ws.on('open', () => {
  // Subscribe to global tape
  ws.send(JSON.stringify({
    event: 'subscribe',
    data: 'tape'
  }));
});

ws.on('message', (data) => {
  const message = JSON.parse(data.toString());

  if (message.event === 'book') {
    const { type, order, fills, market } = message.data;

    console.log(`${type} event for market: ${market.description}`);
    console.log(`Order: ${order.qty} @ ${order.price}`);

    if (fills.length > 0) {
      console.log(`Fills: ${fills.length}`);
      fills.forEach(fill => {
        console.log(`  - ${fill.qty} @ ${fill.price}`);
      });
    }
  }
});

Unsubscribing

To stop receiving updates from a channel:

ws.send(JSON.stringify({
  event: 'unsubscribe',
  data: 'tape'
}));

You’ll receive a confirmation:

{
  "event": "unsubscribed",
  "data": {
    "channel": "tape"
  }
}

Introduction

REST Endpoints

Websocket

GraphQL

Order Book Channel