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Partial Book Depth Streams

Stream Description#

Top <levels> bids and asks, Valid <levels> are 5, 10, or 20.

Stream Name#

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

Update Speed#

250ms, 500ms or 100ms

Response Example#

{  "e":"depthUpdate",        // Event type  "E":1591269996801,        // Event time  "T":1591269996646,        // Transaction time  "s":"BTCUSD_200626",      // Symbol  "ps":"BTCUSD",            // Pair  "U":17276694,  "u":17276701,  "pu":17276678,  "b":[                     // Bids to be updated    [      "9523.0",             // Price Level      "5"                   // Quantity    ],    [      "9522.8",      "8"    ],    [      "9522.6",      "2"    ],    [      "9522.4",      "1"    ],    [      "9522.0",      "5"    ]  ],  "a":[                     // Asks to be updated    [      "9524.6",             // Price level to be      "2"                   // Quantity    ],    [      "9524.7",      "3"    ],    [      "9524.9",      "16"    ],    [      "9525.1",      "10"    ],    [      "9525.3",      "6"    ]  ]}