> For the complete documentation index, see [llms.txt](https://docs.nocktrade.xyz/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.nocktrade.xyz/the-terminal/order-book.md). # Order book ## What you see A live cumulative order book, streamed directly from the venue over WebSocket: * **Price** — asks in red above, bids in green below. * **Size** — resting quantity at each level. * **Total** — cumulative depth from the touch, drawn as a bar behind each row so the shape of the book is visible at a glance. * **Spread row** — the mid price and the spread in basis points, between the two sides. Depth adapts to your screen: a taller window shows more levels. Changed levels flash briefly so market activity is visible without staring at digits. ## Click to price Clicking any level loads that price into the ticket's limit price field. This is the fastest way to join or front a level without typing. ## Integrity guarantees The book you see is maintained locally from the venue's snapshot-plus-deltas stream, with two independent safeguards: * every update is checked against the previous message's sequence; if a message was missed, the book is thrown away and a fresh snapshot is requested rather than displaying silently wrong depth; * on any reconnect, the local book is discarded entirely and rebuilt from a new snapshot. A stale or broken book renders as a reconnecting state — never as confident, wrong numbers. --- # Agent Instructions This documentation is published with GitBook. GitBook is the documentation platform designed so that both humans and AI agents can read, navigate, and reason over technical content effectively. Learn more at gitbook.com. ## Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter, and the optional `goal` query parameter: ``` GET https://docs.nocktrade.xyz/the-terminal/order-book.md?ask=&goal= ``` `ask` is the immediate question: it should be specific, self-contained, and written in natural language. `goal` is optional and describes the broader end goal you are ultimately trying to accomplish on behalf of the user. GitBook uses it to tailor the answer towards what is most useful for that goal. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.