Depth Channel

Description

Retrieves order book depth data

Upon successful subscription, a full snapshot will be pushed initially (depthType=SNAPSHOT), followed by incremental updates (depthType=CHANGED).

Request Parameters

Parameter	Type	Required	Description
event	String	Yes	Operation: subscribe / unsubscribe
channel	String	Yes	Channel name.format: `depth.{contractId}.{depth}` Example: `depth.BTCUSDT_SPBL.15`

depth Parameters

Value	Description
15	15 levels
200	200 levels

Request Example

{  
  "event": "subscribe",  
  "channel": "depth.BTCUSDT_SPBL.15"  
}  

Response Parameters

Field	Type	Description
event	String	Operation: subscribed / unsubscribed
channel	String	Channel name

Subscription Response Example

{  
  "event": "subscribed",  
  "channel": "depth.BTCUSDT_SPBL.15"  
}  

Push Data Parameters

Field	Type	Description
event	String	Push action
channel	String	Channel name
data	List	Subscribed data
>startVersion	String	Starting order book version
>endVersion	String	Ending order book version
>level	String	Depth level
>depthType	String	Order book depth type
>symbol	String	Product ID
>asks	String	Ask list
>>price	String	Price level
>>size	String	Quantity at price level
>bids	String	Bid list
>>price	String	Price level
>>size	String	Quantity at price level

Push Data Example

{  
  "event": "payload",  
  "channel": "depth.BTCUSDT_SPBL.15",  
  "data": [  
    {  
      "startVersion": "3644174246",  
      "endVersion": "3644174270",  
      "level": 15,  
      "depthType": "CHANGED",  
      "symbol": "BTCUSDT_SPBL",  
      "asks": [  
        {  
          "price": "103436.1",  
          "size": "0.91500"  
        },  
        {  
          "price": "103436.3",  
          "size": "1.95800"  
        },  
        {  
          "price": "103436.5",  
          "size": "0"  
        },  
        {  
          "price": "103436.6",  
          "size": "1.08300"  
        },  
        {  
          "price": "103436.7",  
          "size": "7.64700"  
        },  
        {  
          "price": "103436.9",  
          "size": "7.23100"  
        },  
        {  
          "price": "103437.0",  
          "size": "0"  
        },  
        {  
          "price": "103437.2",  
          "size": "0"  
        }  
      ],  
      "bids": [  
        {  
          "price": "103435.9",  
          "size": "2.40500"  
        },  
        {  
          "price": "103435.7",  
          "size": "0"  
        },  
        {  
          "price": "103435.6",  
          "size": "0.32700"  
        },  
        {  
          "price": "103435.5",  
          "size": "0"  
        },  
        {  
          "price": "103435.2",  
          "size": "3.19400"  
        },  
        {  
          "price": "103434.8",  
          "size": "10.25000"  
        },  
        {  
          "price": "103434.5",  
          "size": "11.13900"  
        }  
      ]  
    }  
  ]  
}  