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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,     // First update ID in event
  "u": 390497878,     // Final update ID in event
  "pu": 390497794,    // Final update Id in last stream(ie `u` in last stream)
  "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"
    ]
  ]
}