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Limited depth

Request format​

depth@{symbol},{levels},{interval}
  • Levels: 5, 10, 20, 50
  • Interval options: 100, 250, 500, 1000 (default: 1000ms)
  • Example: depth@btc_usdt,50,1000ms

Request example​

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

SUBSCRIBE
{
  "method": "SUBSCRIBE",
  "params": ["depth@btc_usdt,50,1000ms"],
  "id": "test" // this param could call whatever you want
}

Response example​

{
  "topic": "depth",
  "event": "depth@btc_usdt,20",
  "data": {
    "id": "1234", // lastUpdateId
    "s": "btc_index", // symbol
    "a": [
      ["50000", "0.1"],
      ["50001", "0.2"]
    ], // asks [price, size]
    "b": [
      ["49999", "0.1"],
      ["48888", "0.2"]
    ], // bids [price, size]
    "t": 123456789 // timestamp
  }
}