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Diff. Book Depth Streams

Stream Description#

Bids and asks, pushed every 250 milliseconds, 500 milliseconds, or 100 milliseconds

Stream Name#

<symbol>@depth OR <symbol>@depth@500ms OR <symbol>@depth@100ms

Update Speed#

250ms or 500ms or 100ms

Response Example#

{  "e": "depthUpdate",           // Event type  "E": 1591270260907,           // Event time  "T": 1591270260891,           // Transction time  "s": "BTCUSD_200626",         // Symbol  "ps": "BTCUSD",               // Pair  "U": 17285681,                // First update ID in event  "u": 17285702,                // Final update ID in event  "pu": 17285675,               // Final update Id in last stream(ie `u` in last stream)  "b": [                        // Bids to be updated    [      "9517.6",                 // Price level to be updated      "10"                      // Quantity    ]  ],  "a": [                        // Asks to be updated    [      "9518.5",                 // Price level to be updated      "45"                      // Quantity    ]  ]}