Get Market depth information

This WebSocket API provides real-time order book (market depth) updates for trading pairs on NAO Futures Plus – Nami Exchange.

Overview

This WebSocket API provides real-time updates of recent trading data on Nami Exchange.

• Base URL: wss://nfp-gateway.nami.exchange

• Path: /ws/public

• Protocol: WebSocket

• Reconnection: Enabled with exponential backoff

Connection

To establish a connection, use the following WebSocket client configuration:

const WS_URL = "wss://nfp-gateway.nami.exchange/ws/public?t=" + Date.now();
let socket;

function connect() {
  socket = new WebSocket(WS_URL);

  socket.onopen = () => {
    console.log("Connected to the WebSocket server");

    // Subscribe to order book for BTCUSDT
    socket.send(JSON.stringify({
      event: "subscribe",
      data: {
        channel: "nfp:depth",
        params: ["btcusdt"]
      }
    }));
  };

  socket.onmessage = (event) => {
    const data = JSON.parse(event.data);
    console.log("Received data:", data);
  };

  socket.onclose = () => {
    console.log("Connection closed, attempting to reconnect...");
    setTimeout(connect, 300);
  };

  socket.onerror = () => {
    socket.close();
  };
}

connect();

Events

1. Connection

• Event: open

• Description: Triggered when the client successfully connects to the WebSocket server.

Example:

socket.onopen = () => {
  console.log("Connected to the WebSocket server");
};

2. Subscribe to Order Book (Depth)

• Event: subscribe

• Description: Subscribes to real-time order book updates for a specific trading pair.

• Payload: JSON object

Example:

{
  "event": "subscribe",
  "data": {
    "channel": "nfp:depth",
    "params": ["btcusdt"]
  }
}

3. Receive Order Book Updates

• Event: nfp:depth

• Description: Provides real-time order book updates for the subscribed trading pair.

• Payload: JSON object containing bid/ask levels and update metadata.

Response Example (actual):

{
  "event": "nfp:depth",
  "channel": "nfp:depth:btcusdt",
  "data": {
    "symbol": "BTCUSDT",
    "asks": [
      [87845.8, 2.846],
      [87848.3, 0]
    ],
    "bids": [
      [86352, 0.366],
      [86354.5, 0]
    ],
    "firstUpdateId": 45928325,
    "finalUpdateId": 45928398
  }
}

Disconnection & Reconnection

• The WebSocket client should automatically reconnect when the connection is lost.

• Using exponential backoff is recommended (100ms → 500ms → 1000ms …).

• After reconnecting, the client must resubscribe to all previously used channels.

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Notes

• Subscribed symbols should be provided in lowercase (btcusdt), while the payload returns the symbol in uppercase (BTCUSDT).

• Order book data changes frequently; clients should:

  • Throttle UI rendering

  • Apply updates using firstUpdateId / finalUpdateId

• In case of desynchronization, clients should reload a fresh snapshot from the REST API /price/depth.