Order book depth

Subscribe

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

Unsubscribe

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

Sample data

{
  "channel": "push.depth",
  "data": {
    "asks": [[6859.5, 3251, 1]],
    "bids": [],
    "version": 96801927
  },
  "symbol": "BTC_USDT",
  "ts": 1587442022003
}

Receive depth data for a specific contract; after subscribing, updates are pushed every 200 ms.

Response fields:

Field	Type	Description
asks	List<Numeric[]>	Ask depth
bids	List<Numeric[]>	Bid depth
version	long	Version

Note: [411.8, 10, 1] → 411.8 is price，10 is the order numbers of the contract ,1 is the order quantity