Partial Book Depth Streams

Stream Description

Top <levels> bids and asks, Valid levels are <levels> are 10, 20, 50, 100.

Stream Name

<symbol>@depth<levels> OR <symbol>@depth<levels>@100ms OR <symbol>@depth<levels>@1000ms.

Update Speed

100ms or 1000ms, 500ms(default when update speed isn't used)

Response Example

{    "e":"depth",                    // event type     "E":1591695934010,              // event time    "T":1591695934000,              // transaction time     "s":"BTC-200630-9000-P",        // Option symbol      "u":162,                                    // update id in event    "pu":162,                                   // same as update id in event        "b":[                           // Buy order         [          "200",                    // Price          "3",                      // quantity      ],      [          "101",          "1"      ],      [          "100",          "2"      ]    ],    "a":[                           // Sell order           [            "1000",            "89"        ]    ]}