Order book depth

Subscribe

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

Unsubscribe

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

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

Response Parameters

Field	Type	Description
asks	List<Numeric[]>	Ask depth
bids	List<Numeric[]>	Bid depth
version	long	Version
cts	number	The timestamp from The matching engine when this orderbook data is produced

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

Sample data

{
  "channel": "push.depth",
  "symbol": "BTC_USDT",
  "data": {
    "cts": 1781768635756,
    "asks": [],
    "bids": [],
    "version": 38557936849
  },
  "ts": 1781768635759
}