Skip to main content

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":1591269996801,		// Event time
  "T":1591269996646,		// Transaction time
  "s":"BTCUSD_200626",		// Symbol
  "ps":"BTCUSD",			// Pair
  "U":17276694,
  "u":17276701,
  "pu":17276678,
  "b":[						// Bids to be updated
    [
      "9523.0",				// Price Level
      "5"					// Quantity
    ],
    [
      "9522.8",
      "8"
    ],
    [
      "9522.6",
      "2"
    ],
    [
      "9522.4",
      "1"
    ],
    [
      "9522.0",
      "5"
    ]
  ],
  "a":[						// Asks to be updated
    [
      "9524.6",				// Price level to be
      "2"					// Quantity
    ],
    [
      "9524.7",
      "3"
    ],
    [
      "9524.9",
      "16"
    ],
    [
      "9525.1",
      "10"
    ],
    [
      "9525.3",
      "6"
    ]
  ]
}