Socket.IO Real-time Feeds

Pendle V2 publishes real-time data over Socket.IO. Clients connect once and subscribe to per-feed rooms to receive pushed updates instead of polling REST endpoints.

Connection

• URL: https://api-v2.pendle.finance
• Namespace: /pendle-v2
• Transport: websocket

import { io } from 'socket.io-client';

const socket = io('https://api-v2.pendle.finance/pendle-v2', {
  transports: ['websocket'],
});

Subscribing

Emit subscribe with a room id. Room ids are per-feed — see the feed sections below. Unsubscribe with unsubscribe on the same id.

socket.emit('subscribe', roomId);
socket.on('<event-name>', (payload) => { /* ... */ });
socket.emit('unsubscribe', roomId);

Feeds

Order Book

Pushes an order-book snapshot every 5 seconds for every whitelisted market, at 4 precision levels. The payload matches the REST endpoint GET /limit-order/v2/order-book/:chainId.

Event	order-book
Room id	market:<chainId>-<marketAddress>:order-book:precision-<precisionDecimal>
precisionDecimal	0, 1, 2, 3 — number of decimal digits in percent (e.g. 2 → 0.01%)
marketAddress	lowercased hex

Payload

{
  longYieldEntries: OrderBookEntry[];
  shortYieldEntries: OrderBookEntry[];
}

interface OrderBookEntry {
  impliedApy: number;          // rounded to precision
  pySize: string;              // bigint string, PT/YT amount
  notionalSize: string;        // bigint string, notional in underlying
  ammSize?: string;            // bigint string, AMM LP size (if applicable)
  incentiveQualifiedPySize?: string; // bigint string, incentive-qualifying size
}

Example

const room = `market:42161-0x14fbc760efaf36781cb0eb3cb255ad976117b9bd:order-book:precision-2`;
socket.emit('subscribe', room);
socket.on('order-book', (payload) => {
  console.log(payload.longYieldEntries[0], payload.shortYieldEntries[0]);
});

A runnable TypeScript example is available in pendle-examples-public/socket-io-demo.

Related

• Order Book REST endpoint — same payload shape, on demand
• Limit Orders Overview