Übersicht

Die StreamBboBook stream delivers the best bid and best ask (top of book) for one or more coins. An update is emitted only when the best bid or ask changes for a coin, making it the lightweight feed for clients that just need live prices and spread without order book depth.

gRPC : OrderBookStreaming
gRPC : StreamBboBook
Modell aktualisieren: Emit-on-change: one message per coin whose best bid or ask changed

So funktioniert es

StreamBboBook watches the top of the book for every subscribed coin and emits a message whenever the best bid or best ask changes, including size changes at the same best price. Compared to consuming full StreamL2Book snapshots:

• Each message carries only the best bid and best ask, not full depth
• Messages are emitted only on change, not every block
• A single stream can cover multiple coins (or all coins with an empty coins list)
• No client-side state management is required, since each message is the current top of book

Each message covers exactly one coin. If a side of the book is empty, the corresponding bid oder ask field is absent.

Datenstruktur

Each BboBookUpdate message contains the current best bid and ask for a single coin:

{
  "coin": "BTC",
  "time": 1781109022243,
  "block_number": 586404610,
  "bid": { "px": "62990", "sz": "0.001", "n": 1 },
  "ask": { "px": "63054", "sz": "0.00008", "n": 1 }
}

Anfrageparameter

Feld	Typ	Erforderlich	Beschreibung
coins	repeated string	Nein	List of symbols to subscribe to (e.g., "BTC", "ETH"). Empty means all coins

Benennung von Münzen

Die coins Der Parameter folgt der Namenskonvention Hyperliquid, die Perpetuals eindeutig vom Spot unterscheidet:

• Unbefristete Verträge: Human-readable names, such as „BTC“, „ETH“, „HYPE“, „SOL“
• Spot-Token: @{index} format, such as "@1", „@107“, "@142", "@166"
• Ergebnismärkte (HIP-4): #N Format. Jedes Ergebnis hat zwei #N coins, one per side (Yes and No). Multi-price question markets consist of multiple grouped outcomes (price buckets plus a fallback), each with its own Yes/No coin pair. Use the outcomeMeta endpoint Zuordnung von Münzindizes zu Marktbezeichnungen und Seiten.
• Ausnahme: „PURR/USDC“ ist die einzige Spot-Münze, auf der ein Name zu lesen ist

Es gibt keine Überschneidungen zwischen den Formaten. „BTC“ bezieht sich immer auf den BTC-Perpetual-Kontrakt; der Spot-BTC ist "@142". Um zu entdecken @index Zuordnungen für Spot-Token, Abfrage der Meta oder spotMeta Info-Endpunkte.

Antwortfelder

BboBookUpdate

Feld	Typ	Beschreibung
Münze	Zeichenkette	Symbol (z. B. „BTC“, „ETH“)
Zeit	uint64	Block-Zeitstempel in Millisekunden
block_number	uint64	Block number
bid	L2Level	Best bid level. Absent if there is no resting bid
ask	L2Level	Best ask level. Absent if there is no resting ask

L2Level

Feld	Typ	Beschreibung
px	Zeichenkette	Price as a decimal string
sz	Zeichenkette	Total size across all orders at this price level, as a decimal string
n	uint32	Number of individual orders at this price level

Proto-Definition

StreamBboBook ist definiert in orderbook.proto:

service OrderBookStreaming {
  rpc StreamBboBook (BboBookRequest) returns (stream BboBookUpdate);
}

message BboBookRequest {
  repeated string coins = 1;
}

message BboBookUpdate {
  string coin = 1;
  uint64 time = 2;
  uint64 block_number = 3;
  L2Level bid = 4;
  L2Level ask = 5;
}

message L2Level {
  string px = 1;
  string sz = 2;
  uint32 n = 3;
}

Beispiele für Aktualisierungen

BBO Update (single coin)

{
  "coin": "BTC",
  "time": 1781109022243,
  "block_number": 586404610,
  "bid": { "px": "62990", "sz": "0.001", "n": 1 },
  "ask": { "px": "63054", "sz": "0.00008", "n": 1 }
}

Consecutive Updates (emit-on-change)

Consecutive ETH updates demonstrating the emit-on-change model. A size change at the same best price triggers an update:

{ "coin": "ETH", "time": 1781109213042, "block_number": 586405802,
  "bid": { "px": "1701.1", "sz": "0.015", "n": 1 },
  "ask": { "px": "1701.2", "sz": "0.0176", "n": 2 } }
{ "coin": "ETH", "time": 1781109220213, "block_number": 586405844,
  "bid": { "px": "1701.1", "sz": "0.015", "n": 1 },
  "ask": { "px": "1701.2", "sz": "0.0105", "n": 1 } }
{ "coin": "ETH", "time": 1781109221825, "block_number": 586405854,
  "bid": { "px": "1701.1", "sz": "0.0079", "n": 1 },
  "ask": { "px": "1701.2", "sz": "0.0105", "n": 1 } }

API-Nutzung

gRPC

// Single coin
const request = {
  coins: ['BTC']
};

// Multiple coins in one stream
const multiRequest = {
  coins: ['BTC', 'ETH', 'HYPE']
};

// All coins
const allCoinsRequest = {
  coins: []
};

gRPC

StreamBboBook ist nur über die gRPC -API verfügbar (OrderBookStreaming Dienst). Er ist nicht über JSON-RPC oder WebSocket verfügbar.

Comparison with StreamL2Book

Funktion	StreamBboBook	StreamL2Book
Data per message	Best bid and best ask only	Full depth snapshot (up to n_levels per side)
Message cadence	Only when the BBO changes	Every block
Coins per stream	Multiple (or all coins)	One coin per stream
Client-side state management	Keine	Keine
Bandbreite	Lowest (top-of-book only)	Mittel (begrenzt durch n_levels)
Am besten geeignet für	Live prices, spread monitoring, tickers	Market depth, analytics dashboards

Wichtige Hinweise

• Emit-on-change: Updates are sent only when the best bid or ask changes for a coin, including size changes at the same best price
• One coin per message: Each BboBookUpdate covers a single coin; subscribe to multiple coins (or all coins) on one stream and demultiplex by the Münze field
• Absent sides: If a side of the book is empty, the bid oder ask field is absent. Check for presence before reading it
• zstd compression recommended: Enable zstd compression on your gRPC channel to reduce bandwidth, especially when streaming all coins

Verwandte Streams

• StreamL2Book - Aggregated price-level depth, full snapshot every block
• StreamL2BookDiff - Incremental L2 price-level changes with sequence numbers
• Transaktionen - Daten zu ausgeführten Geschäften mit Maker-/Taker-Informationen