Depth — specify minimum notional step

Subscribe

{ "method": "sub.depth.step", "param": { "symbol": "BTC_USDT", "step": "10" } }

Note: 10 means notional bucket size of 10; e.g., levels like 100010, 100020, 100030.

Unsubscribe

{
  "method": "unsub.depth.step",
  "param": { "symbol": "BTC_USDT", "step": "10" }
}

Sample data

{
  "channel": "push.depth.step",
  "data": {
    "askMarketLevelPrice": 111089.4,
    "asks": [
      [111090, 398676, 26],
      [111100, 410175, 8]
    ],
    "bidMarketLevelPrice": 111085.5,
    "bids": [
      [111080, 461204, 35],
      [111070, 386809, 3]
    ],
    "ct": 1760950364388,
    "version": 27883254360
  },
  "symbol": "BTC_USDT"
}

Receive depth data for contracts with a specified minimum notional step; after subscribing, updates are pushed every 200 ms.

Response fields:

Field	Type	Description
asks	List<Numeric[]>	Ask depth
bids	List<Numeric[]>	Bid depth
askMarketLevelPrice	decimal	Highest willing ask
bidMarketLevelPrice	decimal	Highest willing bid
version	long	Version

Note: [111090,398676,26] → 111090 is price，398676 is the order numbers of the contract ,26 is the order quantity