Brent Kirkland brentkirkland

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Bitfinex API: Order Book and Checksums

The order book is where users can find data price points of bids and asks. Each price point includes price, count, and amount. This data is useful to traders as it gives them an current market overview.

To get the order book via the API, you may either request it via REST or WebSockets. This guide highlights how to interact with both interfaces. Not only, this guide dicusses a new WebSockets feature: checksums! Now your book will never fall behind.

REST

Using the REST book endpoint is great for those who need a single snapshot of the book.

	const WS = require('ws')
	const _ = require('lodash')
	const async = require('async')
	const fs = require('fs')
	const moment = require('moment')

	const pair = process.argv[2]

	const conf = {
	wshost: "wss://api.bitfinex.com/ws/2"