Order Book

Description

An order book snapshot is sent immediately after first subscribing.

Pushing Frequency

The push frequency is the fastest interval 100 millisecond push the data.

Channel

book

Request Parameters

Parameter	Required	Type	Description
event	Yes	String	Operation: subscribe, unsubscribe
channel	Yes	Array	book
symbols	Yes	Array	trading pair array
depth	No	Integer	Depth levels. Supports 5, 10, 20, default 5.

Request Response

Parameter	Type	Description
event	String	Operation: subscribe, unsubscribe
channel	String	book
symbols	Array	trading pair array
message	String	Error message

Push Data

Parameter	Type	Description
channel	String	book
data	Array	The subscribed data
> asks	Array	Buy order book
> bids	Array	Sell order book
> id	Long	current version id
> ts	Long	Push time (millisecond)
> s	String	Level of market depth
> cT	Long	create time

Request Example

{
	"event": "subscribe",
	"channel": ["book"],
	"symbols": ["BTC_USDT_PERP"]
}

Push Data Example

{
	"channel": "book",
	"data": [
        {
            "asks": [
                ["46100", "9284"]
            ],
            "bids": [
                ["34400.089", "1"]
            ],
            "id": 954,
            "ts": 1718869676586,
            "s": "BTC_USDT_PERP",
            "cT": 1718869676555
    	}
    ]
}