l4Book channel is a GoldRush-native, order-level book stream. Where L2 aggregates orders into price levels, L4 exposes the individual orders that make up each level — with the user, order ID, client order ID, time-in-force, and trigger metadata attached. Use it for per-trader flow attribution, queue-position estimation, and market microstructure analysis.
l4Book requires a specific coin — there’s no wildcard subscription. It’s
billed at 2 credits/min per coin (10,000 CU/min), and 20 credits/min for
BTC. See pricing.Subscribe
l2BookDiff, you receive an initial snapshot of the current resting orders per coin, followed by per-block updates containing only the orders that were added, modified, or removed.
What each order carries
Every order in the book exposes the fields that aggregated L2 levels hide:
Snapshots and updates follow the same
Snapshot / Updates envelope as l2BookDiff — apply added and modified orders to a local map keyed by oid, and remove orders as they leave the book.
When to use L4
Reach for L4
Attributing flow to specific wallets, estimating queue position, or reconstructing exact order-level microstructure.
Reach for L2 instead
You only need aggregated depth or top-of-book —
l2Book or l2BookDiff are far cheaper.Pair with account streams
L4 tells you what’s resting on the book; the account channels tell you what executes. Combinel4Book with:
allFills— every fill across the venue.liquidationFills— the global liquidation stream.userFills/orderUpdates— per-wallet fills and order lifecycle events.