Skip to main content

Diff. Book Depth Streams

Stream Description​

Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing)

Stream Name​

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

Update Speed​

250ms, 500ms, 100ms

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
    ]
  ]
}