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RPI Diff. Book Depth Streams

Stream Description​

Bids and asks including RPI orders, pushed every 500 milliseconds

Stream Name​

<symbol>@rpiDepth@500ms

Note:

RPI(Retail Price Improvement) orders are included and aggreated in the response message. When the quantity of a price level to be updated is equal to 0, it means either all quotations for this price have been filled/canceled, or the quantity of crossed RPI orders for this price are hidden

Update Speed​

500ms

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
    ]
  ]
}