Skip to main content

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"
        ]
    ]
}