Limited depth

request

 

format: depth5@{symbol} / depth10@{symbol} / depth20@{symbol} / depth50@{symbol} / depth100@{symbol}

(the level is part of the channel name; supported levels are 5 / 10 / 20 / 50 / 100. The legacy form depth@<symbol>,<level> is also accepted and normalized.)

eg: depth20@btc_usdt

rate: real (the server throttles high-frequency symbols)

Each frame is a full top-N snapshot (whole-book replace, no increments). The envelope ch is the family name depth; event is the normalized subscription string (e.g. depth20@btc_usdt). data.id is the matching-engine updateId as a string version marker (a different source from the full-depth channel's local u).

Response

{
    "ch": "depth",                 // channel family
    "event": "depth20@btc_usdt",   // subscription string
    "data": {
        "id": "12345678",          // matching updateId (string version marker)
        "s": "btc_usdt",           // symbol
        "a": [                     // asks (sell order) [0]price [1]quantity
            [
                "34000",
                "1.2"
            ],
            [
                "34001",
                "2.3"
            ]
        ],
        "b": [                     // bids (buy order) [0]price [1]quantity
            [
                "32000",
                "0.2"
            ],
            [
                "31000",
                "0.5"
            ]
        ],
        "t": 1657699200000         // time (ms)
    }
}