--- updatedAt: 2025-12-25T02:48:54.000Z --- Fetch the complete documentation index at: https://developer.rise.trade/llms.txt. Use this file to discover all available pages before exploring further. # Orderbook WebSocket orderbook channel with CRC32 checksum verification for data integrity. **Channel: `book`** The `book` channel provides updates on the order book with built-in data integrity verification. One snapshot of the orderbook is returned upon subscribing and every minute after that. Subsequently, updates are streamed to the consumer *every 25ms* where `bids` and `asks` contain updates to the order-book (with the new sizes if there are changes to a price level). If there is no update, nothing is returned to the client. Each orderbook message includes a **checksum** field for verifying data integrity using Aevo-compatible CRC32 algorithm. ## Basic Usage ```json Terminal // npm install -g wscat first if needed wscat -c wss://ws.dev.rise.trade/ws -x '{"op":"sub","channel":"book","product":"BTC-PERP"}' {"type":"message", "connection_id":"dae030e0-7791-4c6f-a7c5-f38dc4fb2ab3"} {"channel":"book","product":"BTC-PERP","type":"subscribed"} {"channel":"book","product":"BTC-PERP","type":"snapshot","data":{"bids":[["64648","0.772"],["64646","0.775"],["64644","1.377"],["64642","0.94"],["64641","0.998"],["64639","0.909"],["64636","0.776"],["64635","0.912"],["64631","2.252"],["64626","1.177"],["64625","0.984"],["64623","1.209"],["64620","1.021"],["64618","1.135"],["64616","0.817"],["64613","1.159"],["64611","1.479"],["64609","1.135"],["64606","1.199"],["64604","0.958"],["64602","1.348"],["64601","1.006"],["64599","1.385"],["64597","1.297"],["64596","0.953"],["64591","0.982"],["64590","1.199"]],"asks":[["64655","0.792"],["64661","1.175"],["64663","1.187"],["64664","0.955"],["64668","0.983"],["64669","2.455"],["64672","1.206"],["64675","1.022"],["64679","2.749"],["64680","1.136"],["64682","1.181"],["64686","1.251"],["64687","0.863"],["64690","0.98"],["64691","1.166"],["64695","1.029"],["64698","2.232"],["64699","0.822"],["64702","1.127"],["64705","1.452"],["64707","0.872"],["64708","1.317"],["64713","2.336"],["64716","1.155"],["64719","0.929"],["64721","1.199"]],"timestamp":"1721281176903905000","gsn":108639724},"timestamp":"1721281176903905000"} {"channel":"book","product":"BTC-PERP","type":"update","data":{"bids":[],"asks":[["65970","0.027"]],"timestamp":"1721281177084223000","gsn":108639771},"timestamp":"1721281177084223000"} {"channel":"book","product":"BTC-PERP","type":"update","data":{"bids":[],"asks":[["65970","0"]],"timestamp":"1721281177240916000","gsn":108639794},"timestamp":"1721281177240916000"} {"channel":"book","product":"BTC-PERP","type":"update","data":{"bids":[["63380","0.025"]],"asks":[],"timestamp":"1721281178041572000","gsn":108639872},"timestamp":"1721281178041572000"} ``` ## Message Formats ```json Orderbook Request // Request { "op": "sub", "channel": "book", "product": "BTC-PERP" } ``` ```json Orderbook Snapshot Response // Response { "channel": "book", "product": "BTC-PERP", "type": "snapshot", "data": { "bids": [ ["36000", "50"], ["36200", "20"], ["36300", "10"] ], "asks": [ ["36500", "10"], ["36650", "20"], ["36800", "50"] ], "timestamp": 1701798871000000000 // unix nano }, "checksum": 2837461529, // CRC32 for integrity verification "timestamp": "1701798871000000000" // unix nano timestamp as a string } ``` ```json Orderbook Update Response // Response { "channel": "book", "product": "BTC-PERP", "type": "update", "data": { "bids": [ ["36000", "0"], // the new size of price 36000 is 0 (no order at this price level) ["36200", "20"], // the new size of price 36200 is 20 ["36300", "10"] ], "asks": [ ["36500", "12"], ["36650", "23"], ["36800", "50"] ], "timestamp": 1701798871000000000 // unix nano }, "checksum": 1847295103, // Updated checksum "timestamp": "1701798871000000000" // unix nano timestamp as a string } ``` ```json Error { "channel": "book", "type": "error", "message": "given channel/product is unsupported", "code": 400 } ``` ## Orderbook Checksum Verification Each orderbook update includes a `checksum` field (uint32) that clients use to verify their local orderbook state matches the server. On mismatch, clients should re-subscribe to get a fresh snapshot. ### Algorithm **CRC32 IEEE** - Standard polynomial `0xEDB88320` **String Format**: Interleaved bid/ask levels: `bid_price:bid_size:ask_price:ask_size:...` **Sorting (critical):** * Bids: **descending** by price (highest first) * Asks: **ascending** by price (lowest first) ### Pseudocode ``` 1. Sort bids descending, asks ascending 2. Build string by interleaving: for i = 0 to max(len(bids), len(asks)): if i < len(bids): append "bid[i].price:bid[i].quantity:" if i < len(asks): append "ask[i].price:ask[i].quantity:" 3. Remove trailing colon 4. Return CRC32_IEEE(string) ``` ### Example Calculation Given orderbook: ``` Bids: [{price: 100, qty: 5}, {price: 99, qty: 3}] Asks: [{price: 101, qty: 2}, {price: 102, qty: 4}] ``` Checksum string (after sorting): ``` 100:5:101:2:99:3:102:4 ``` ## Client Implementation ### Go ```go import ( "hash/crc32" "strings" ) func ComputeChecksum(bids, asks []Level) uint32 { var sb strings.Builder maxLen := len(bids) if len(asks) > maxLen { maxLen = len(asks) } for i := 0; i < maxLen; i++ { if i < len(bids) { sb.WriteString(bids[i].Price) sb.WriteByte(':') sb.WriteString(bids[i].Quantity) sb.WriteByte(':') } if i < len(asks) { sb.WriteString(asks[i].Price) sb.WriteByte(':') sb.WriteString(asks[i].Quantity) sb.WriteByte(':') } } s := sb.String() if len(s) > 0 { s = s[:len(s)-1] // trim trailing colon } return crc32.ChecksumIEEE([]byte(s)) } ``` ### TypeScript ```typescript import { crc32 } from 'crc'; interface Level { price: string; quantity: string; } function computeChecksum(bids: Level[], asks: Level[]): number { const parts: string[] = []; const maxLen = Math.max(bids.length, asks.length); for (let i = 0; i < maxLen; i++) { if (i < bids.length) { parts.push(bids[i].price, bids[i].quantity); } if (i < asks.length) { parts.push(asks[i].price, asks[i].quantity); } } return crc32(parts.join(':')); } ``` ### Python ```python import zlib def compute_checksum(bids: list, asks: list) -> int: parts = [] max_len = max(len(bids), len(asks)) for i in range(max_len): if i < len(bids): parts.extend([bids[i]['price'], bids[i]['quantity']]) if i < len(asks): parts.extend([asks[i]['price'], asks[i]['quantity']]) s = ':'.join(parts) return zlib.crc32(s.encode()) & 0xffffffff ``` ## Verification Flow ``` 1. Receive orderbook message (snapshot or update) 2. Apply changes to local orderbook state 3. Compute local checksum using algorithm above 4. Compare with message checksum field 5. If mismatch: - Log warning - Mark orderbook as unsynced - Re-subscribe to channel (triggers fresh snapshot) ``` ## Important Notes * **Price/Quantity format**: Raw integer strings (wei, 18 decimals), no decimal points * **Empty orderbook**: Checksum of empty string is `0` * **Sorting is critical**: Wrong sort order = wrong checksum * **Aevo-compatible**: Same algorithm as Aevo's orderbook checksum * **Zero quantities**: When quantity is "0", the price level should be removed from local orderbook