Limited depth
Request Format
depth@{symbol},{levels},{interval}
- levels options:
5
,10
,20
,50
- interval options:
100
,250
,500
,1000
(default rate: 1000ms) - example:
depth@btc_usdt,50,1000ms
Response Example
Response
{
"topic": "depth",
"event": "depth@btc_usdt,20",
"data": {
"id": "1234", // lastUpdateId
"s": "btc_index", // trading pair
"a": [
["50000", "0.1"],
["50001", "0.2"]
], // ask (sell order queue) [price, quantity]
"b": [
["49999", "0.1"],
["48888", "0.2"]
], // bid (buy order queue)
"t": 123456789 // timestamp
}
}