Partial Book Depth Streams
This stream pushes limited level depth information. The "levels" indicate the number of order levels for buy and sell orders, which can be 5, 10, or 20 levels.
Request:
{
"method": "SUBSCRIPTION",
"params": [
"[email protected]@BTCUSDT@5"
]
}
Response:
{
"channel": "[email protected]@BTCUSDT@5",
"publiclimitdepths": {
"asksList": [ // asks: Sell orders
{
"price": "93180.18", // Price level of change
"quantity": "0.21976424" // Quantity
}
],
"bidsList": [ // bids: Buy orders
{
"price": "93179.98",
"quantity": "2.82651000"
}
],
"eventtype": "[email protected]", // Event type
"version": "36913565463" // Version number
},
"symbol": "BTCUSDT", // Trading pair
"sendtime": 1736411838730 // Event time
}
Request Parameter: [email protected]@<symbol>@<level>
Response Parameters:
| Parameter | Data Type | Description |
|---|---|---|
| price | string | Price level of change |
| quantity | string | Quantity |
| eventtype | string | Event type |
| version | string | Version number |
| symbol | string | Trading pair |
| sendtime | long | Event time |