API: Notice of Pending ‘orderBook’ Deprecation

For over a year now, we have deprecated and throttled the /orderBook REST endpoint and ‘orderBook’ and ‘orderBook25’ WebSocket subscriptions. In its place, we have the /orderBookL2 REST endpoint and ‘orderBookL2’ subscription. These rows are keyed by price rather than level which creates much more efficient deltas.

The old orderBook feeds transmit an order of magnitude more data and are less useful.
To preserve fast performance on BitMEX, they will be removed completely.

After Friday, October 6 at 12:00 UTC, the following actions will be taken:

  • Removal: https://www.bitmex.com/api/v1/orderBook
  • Removal: WebSocket subscriptions, ‘orderBook’ and ‘orderBook25’
  • Change: The ‘orderBook10’ WebSocket subscription will be throttled to only emit once every 5 seconds.

If you use these endpoints or subscriptions, please migrate to the corresponding ‘orderBookL2’ types, which are faster and real-time.