describe the missing payload on orderbook

package.json

{
  "name": "notbank-test",
  "version": "1.0.0",
  "description": "",
  "type": "module",
  "main": "index.js",
  "scripts": {
    "test": "echo \"Error: no test specified\" && exit 1"
  },
  "keywords": [],
  "author": "",
  "license": "ISC",
  "packageManager": "pnpm@10.15.0",
  "dependencies": {
    "@types/node": "^24.3.0",
    "@types/ws": "^8.18.1",
    "bufferutil": "^4.0.9",
    "dotenv": "^17.2.1",
    "notbank": "1.1.0-alpha",
    "utf-8-validate": "^6.0.5",
    "ws": "^8.18.3"
  }
}

ws-orderbook-watch.ts

// dependencies: 
//    npm install ws bufferutil @types/ws @types/node

import WebSocket from "ws";

const ws_client = new WebSocket("wss://api.notbank.exchange/wsgateway");

ws_client.on("error", console.error);

ws_client.on("open", function open() {
  const payload = JSON.stringify({
    m: 0,
    i: 1000,
    n: "SubscribeLevel2",
    o: JSON.stringify({
      OMSId: 1,
      InstrumentId: 27, // "BTCUSDT"
      Depth: 10,
    }),
  });

  console.log(payload);

  ws_client.send(payload);
});

const market = {
  seq: 0,
  bids: {},
  asks: {},
};

ws_client.on("message", function message(data) {
  const message_frame = JSON.parse(data.toString());

  if (message_frame.n === "SubscribeLevel2") {
    return;
  }

  const payload = JSON.parse(message_frame.o);

  let instrument_id = payload[0][7];
  console.log(instrument_id);

  for (let data of payload as any[]) {
    let seq = data[0];
    // let ts = data[2];
    // 0 new | 1 update | 2 deletion
    let action = data[3];
    let price_level = data[6];
    let qty_updated = data[8];
    // 0 Buy | 1 Sell | 2 Short (reserved for future use) | 3 Unknown (error condition)
    let side = data[9];

    // BIDS == BUY
    if (side === 0) {
      if (market.bids[price_level] !== undefined) {
        if (action === 2) {
          delete market.bids[price_level];
        } else {
          market.bids[price_level] += qty_updated;
        }
      } else if (qty_updated > 0.0 && action != 2) {
        market.bids[price_level] = qty_updated;
      }
      continue;
    }

    // ASK == SELL
    if (side == 1) {
      if (market.asks[price_level] !== undefined) {
        if (action == 2) {
          delete market.asks[price_level];
        } else {
          market.asks[price_level] += qty_updated;
        }
      } else if (qty_updated > 0.0 && action != 2) {
        market.asks[price_level] = qty_updated;
      }
    }
  }

  console.log(
    "received: asks-len=%s bids-len=%s",
    Object.keys(market.asks).length,
    Object.keys(market.bids).length,
  );
});

run:

npm install
npx tsx ws-orderbook-watch.ts