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Diff. Book Depth Streams

Stream Description​

Bids and asks, pushed every 250 milliseconds, 500 milliseconds, or 100 milliseconds

Stream Name​

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

Update Speed​

250ms or 500ms or 100ms

Response Example​

{
  "e": "depthUpdate",			// Event type
  "E": 1591270260907,			// Event time
  "T": 1591270260891,			// Transction time
  "s": "BTCUSD_200626",			// Symbol
  "ps": "BTCUSD",				// Pair
  "U": 17285681,				// First update ID in event
  "u": 17285702,				// Final update ID in event
  "pu": 17285675,				// Final update Id in last stream(ie `u` in last stream)
  "b": [						// Bids to be updated
    [
      "9517.6",					// Price level to be updated
      "10"						// Quantity
    ]
  ],
  "a": [						// Asks to be updated
    [
      "9518.5",					// Price level to be updated
      "45"						// Quantity
    ]
  ]
}