Présentation générale

Le 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
Modèle de mise à jour : Emit-on-change: one message per coin whose best bid or ask changed

Comment ça marche ?

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 ou ask field is absent.

Structure de données

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 }
}

Paramètres de requête

Champ	Type	Obligatoire	Description
coins	repeated string	Non	List of symbols to subscribe to (e.g., "BTC", "ETH"). Empty means all coins

Dénomination des pièces

Le coins Ce paramètre respecte la convention de nommage Hyperliquid, qui distingue sans ambiguïté les contrats à durée indéterminée des contrats au comptant :

• Titre perpétuel: Human-readable names, such as « BTC », « ETH », « HYPE », « SOL »
• Jetons au comptant: @{index} format, such as « @1 », « @107 », « @142 », « @166 »
• Marchés des résultats (HIP-4): #N format. Chaque résultat comporte deux #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 mettre en correspondance les indices des cryptomonnaies avec les noms et les côtés du marché.
• Exception: « PURR/USDC » C'est la seule pièce de monnaie dont le nom est lisible.

Il n'y a pas de chevauchement entre les formats. « BTC » fait toujours référence au contrat à terme perpétuel sur BTC ; le BTC au comptant est « @142 ». Pour découvrir @index mappages pour les jetons ponctuels, interroger le méta ou spotMeta points de terminaison d'information.

Champs de réponse

BboBookUpdate

Champ	Type	Description
pièce de monnaie	chaîne de caractères	Symbole (par exemple, « BTC », « ETH »)
temps	uint64	Horodatage du bloc en millisecondes
block_number	uint64	Numéro de bloc
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

Champ	Type	Description
px	chaîne de caractères	Price as a decimal string
sz	chaîne de caractères	Total size across all orders at this price level, as a decimal string
n	uint32	Number of individual orders at this price level

Définition de « proto »

StreamBboBook est défini dans 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;
}

Exemples de mises à jour

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 } }

Utilisation de l'API

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 n'est disponible que via l'API gRPC (OrderBookStreaming service). Il n'est pas disponible via JSON-RPC ou WebSocket.

Comparison with StreamL2Book

Fonctionnalité	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	Aucun	Aucun
Bande passante	Lowest (top-of-book only)	Moyen (limité à n_levels)
Idéal pour	Live prices, spread monitoring, tickers	Market depth, analytics dashboards

Remarques importantes

• 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 pièce de monnaie field
• Absent sides: If a side of the book is empty, the bid ou 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

Streams associés

• StreamL2Book - Aggregated price-level depth, full snapshot every block
• StreamL2BookDiff - Incremental L2 price-level changes with sequence numbers
• Transactions - Données relatives aux transactions exécutées, avec informations sur les « makers » et les « takers »