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Mango Markets

Mango v4 Orderbook Feed

Low-latency WebSocket feed (service-mango-orderbook) that parses Mango V4 Perp and Openbook spot bookside accounts and emits L2 (price / quantity) and L3 (per-order) checkpoints and per-side delta updates. Clients subscribe with subscriptionType=level for L2 or subscriptionType=book for L3; the server returns an initial checkpoint followed by streaming per-side updates with slot and writeVersion for ordering.

Documentation Provider Profile APIs.io AsyncAPI GitHub

Mango v4 Orderbook Feed is one of 2 APIs that Mango Markets publishes on the APIs.io network, described by an AsyncAPI event-driven specification.

Tagged areas include WebSocket, Order Book, L2, L3, and Market Data. The published artifact set on APIs.io includes API documentation and an AsyncAPI specification.

This event API exposes 4 operations across 2 channels, and defines 28 schemas. It is described by AsyncAPI 2.6.0, at version 1.0.0.

The API connects through 2 servers: fills.mngo.cloud (wss), orderbook.mngo.cloud (wss).

4 operations 2 channels 28 schemas

Metadata

The identity and technical contract details declared by the specification.

Specification
AsyncAPI 2.6.0
API Version
1.0.0
Base URL
wss://orderbook.mngo.cloud
Contact
Blockworks Foundation
License
AGPL-3.0
Resource Areas
1

Channels & Operations 4

Across 2 channels, the API surfaces 4 operations. Each is listed below with its action, channel, parameters, and response codes.

Channels 4
SUB
/fills
Receive fill events and control responses from the Fills Feed
receiveFillsEvents body
PUB
/fills
Send a command to the Fills Feed server
sendFillsCommand body
SUB
/orderbook
Receive orderbook checkpoints and updates from the Orderbook Feed
receiveOrderbookEvents body
PUB
/orderbook
Send a command to the Orderbook Feed server
sendOrderbookCommand body

Messages & Schemas 28

The contract defines 28 schemas that model the data carried by its messages. The most detailed are FillEvent (12 properties), HeadUpdate (9 properties), FillEventUpdate (6 properties), FillsSubscribeCommand (6 properties). Each schema is shown below with its type and property counts.

GetMarketsCommand
message
Request the list of markets the server currently supports.
FillsSubscribeCommand
message
Subscribe to fill events. Per the service-mango-fills README a client can subscribe by marketIds or by Mango account. The TypeScript client additionally docume…
FillsUnsubscribeCommand
message
Unsubscribe from fill events for a given marketId.
OrderbookSubscribeCommand
message
Subscribe to orderbook updates for a market. subscriptionType=level yields L2 checkpoint plus per-side L2 deltas; subscriptionType=book yields L3 checkpoint pl…
OrderbookUnsubscribeCommand
message
Unsubscribe from orderbook updates for a given marketId.
MarketsList
message
Map of market pubkey - market name returned in response to getMarkets.
SubscriptionAck
message
Server acknowledgement of a subscribe/unsubscribe command.
FillEventUpdate
message
Individual fill event for a Mango V4 Perp or Openbook market. status is 'new' for confirmed fills and 'revoke' when a fill that previously occurred on a fork i…
HeadUpdate
message
Event-queue head pointer update, emitted when the client subscribed with headUpdates=true.
OrderbookL2Checkpoint
message
Initial L2 snapshot delivered immediately after an L2 subscription is accepted. Contains both sides of the book as [price, quantity] pairs.
OrderbookL2Update
message
Per-side L2 delta. Each entry in update is [price, quantity] where a quantity of 0 indicates a level removal.
OrderbookL3Checkpoint
message
Initial L3 snapshot delivered immediately after an L3 subscription is accepted. ownerPubkey is a Mango account for perp markets and an open orders account for…
OrderbookL3Update
message
Per-side L3 delta containing arrays of added and removed orders for a single side of the book.
GetMarketsCommand
object
1 property 1 required
FillsSubscribeCommand
object
6 properties 1 required
OrderbookSubscribeCommand
object
4 properties 3 required
UnsubscribeCommand
object
2 properties 2 required
MarketsList
object
Map of market pubkey - market name.
SubscriptionAck
object
2 properties 2 required
FillEventUpdate
object
6 properties 6 required
FillEvent
object
12 properties 12 required
HeadUpdate
object
9 properties 9 required
PriceLevel
array
[price, quantity] tuple. quantity 0 indicates a level removal.
Order
object
3 properties 3 required
OrderbookL2Checkpoint
object
5 properties 5 required
OrderbookL2Update
object
5 properties 5 required
OrderbookL3Checkpoint
object
5 properties 5 required
OrderbookL3Update
object
6 properties 6 required

Specification

The full machine-readable AsyncAPI contract behind this narrative.

Source

mango-markets-feeds-asyncapi.yml Raw ↑

Other APIs Mango Markets publishes across the network.

Mango v4 Fills Feed
AE Profile APIs.io
#WebSocket#Order Book#L2#L3#Market Data#Perpetuals#Spot#Solana
← Back to M APIs
API Details
ID
mango-markets:orderbook-feed
Base URL
wss://orderbook.mngo.cloud
Docs
https://github.com/blockworks-foundation/mango-feeds/tree/lou/l3-feed/service-mango-orderbook
Provider
Mango Markets
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