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Partial Book Depth Streams

Stream Description#

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

Stream Name#

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

Update Speed#

250ms, 500ms or 100ms

Response Example#

{  "e": "depthUpdate", // Event type  "E": 1571889248277, // Event time  "T": 1571889248276, // Transaction time  "s": "BTCUSDT",  "U": 390497796,  "u": 390497878,  "pu": 390497794,  "b": [          // Bids to be updated    [      "7403.89",  // Price Level to be updated      "0.002"     // Quantity    ],    [      "7403.90",      "3.906"    ],    [      "7404.00",      "1.428"    ],    [      "7404.85",      "5.239"    ],    [      "7405.43",      "2.562"    ]  ],  "a": [          // Asks to be updated    [      "7405.96",  // Price level to be      "3.340"     // Quantity    ],    [      "7406.63",      "4.525"    ],    [      "7407.08",      "2.475"    ],    [      "7407.15",      "4.800"    ],    [      "7407.20",      "0.175"    ]  ]}