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Incremental depth

Request Format​

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

Response Example​

Response
{
  "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 (sell orders)
      ["34000", "1.2"],
      ["34001", "2.3"]
    ],
    "b": [
      // bids (buy orders)
      ["32000", "0.2"],
      ["31000", "0.5"]
    ],
    "t": 123456789 // timestamp
  }
}