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Partial Book Depth Streams

Stream Description​

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

URL PATH​

/public

Stream Name​

<symbol>@depth<level>@100msor<symbol>@depth<level>@500ms

Update Speed​

100ms 或 500ms

Response Example​

{
    "e": "depthUpdate",            // event type 
    "E": 1762866729459,            // event time
    "T": 1762866729358,            // transaction time 
    "s": "BTC-251123-126000-C",    // Option symbol  
    "U": 465,                      // First update ID in event
    "u": 465,                      // Final update ID in event
    "pu": 464,                     // Final update Id in last stream(ie `u` in last stream)
    "b": [                         // Buy order   
        [
            "1100.000",            // Price
            "0.6000"               // quantity
        ]        
    ],
    "a": [                         // Sell order   
        [
            "1300.000",
            "0.6000"
        ]
    ]
}