L4 Book

Order-level data with full details (triggers, TIF, order type, etc.). Sends an initial snapshot followed by incremental diffs and order status updates.

{"method": "subscribe", "subscription": {"type": "l4Book", "coin": "BTC"}}

Set "snapshot": false to skip the initial snapshot.

Data format: L4BookSnapshot | L4BookUpdates

Applying Diffs

Same as L3 Book - use sequence and height to apply diffs correctly:

diff.height >= snapshot.height && diff.sequence > snapshot.sequence

Order Status Values

• open - Order is active on the book
• filled - Order completely filled
• canceled - Order was canceled
• triggered - Trigger order activated
• rejected - Order was rejected

Limitations

L4 subscriptions do not support spot order books.