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Incremental depth

Request format​

depth_update@{symbol},{interval}
  • Interval options: 100, 250, 500, 1000 (default: 100ms)
  • Example: depth_update@btc_usdt,100ms

Request example​

Subscribe — After establishing the WebSocket connection, send the following JSON string.

SUBSCRIBE
{
  "method": "SUBSCRIBE",
  "params": ["depth_update@btc_usdt,100ms"],
  "id": "test" // this param could call whatever you want
}

Response example​

{
  "topic": "depth_update",
  "event": "depth_update@btc_usdt",
  "data": {
    "s": "btc_usdt", // symbol
    "pu": 120, // previousUpdateId = previous lastUpdateId
    "fu": 121, // firstUpdateId    = previous lastUpdateId + 1
    "u": 123, // lastUpdateId
    "a": [
      // asks
      ["34000", "1.2"],
      ["34001", "2.3"]
    ],
    "b": [
      // bids
      ["32000", "0.2"],
      ["31000", "0.5"]
    ],
    "t": 123456789 // timestamp
  }
}