Diff. Book Depth Streams

Stream Description

Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing)

Stream Name

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

Update Speed

250ms, 500ms, 100ms

Response Example

{  "e": "depthUpdate", // Event type  "E": 123456789,     // Event time  "T": 123456788,     // Transaction time   "s": "BTCUSDT",     // Symbol  "U": 157,           // First update ID in event  "u": 160,           // Final update ID in event  "pu": 149,          // Final update Id in last stream(ie `u` in last stream)  "b": [              // Bids to be updated    [      "0.0024",       // Price level to be updated      "10"            // Quantity    ]  ],  "a": [              // Asks to be updated    [      "0.0026",       // Price level to be updated      "100"          // Quantity    ]  ]}