Depth Channel

Description

Push depth data. books is the full depth channel, books1 is the 1-level channel, books5 is the 5-level channel, and books50 is the 50-level channel:

• books corresponds to full-depth data, the first push is the full data snapshot, subsequent pushes are incremental updates: update
• books1 corresponds to 1-level depth data, every push: snapshot
• books5 corresponds to 5-level depth data, every push: snapshot
• books50 corresponds to 50-level depth data, every push: snapshot

Spot

• books1 push frequency: 1ms
• books5 push frequency: 10ms
• books50 push frequency: 20ms
• books push frequency: 50ms

Futures

• books1 push frequency: 1ms
• books5 push frequency: 10ms
• books50 push frequency: 20ms
• books push frequency: 50ms

The serial number of the previous push pseq :

• Under normal circumstances, the serial numbers pushed by the depth channel are incremental, meaning that the seq value received in a push sequence is always greater than the pseq.
• In cases such as system releases or service restarts, the serial numbers may be reset. At this time, users will most likely receive a push message with pseq=0. After the reset, all subsequent messages will continue to be ordered normally.
• The seq of the previous update incremental message must be equal to the pseq of the following update incremental message.
• The seq of update incremental messages should be increasing, except during symbol maintenance.
• After receiving a snapshot (full snapshot), the seq of the snapshot should fall within the range [pseq, seq] of the first update incremental data received after the snapshot.

Code
{
    "op": "subscribe",
    "args": [
        {
            "instType": "usdt-futures",
            "topic": "books",
            "symbol": "BTCUSDT"
        }
    ]
}

Code
{
  "event": "subscribe",
  "arg": {
    "instType": "usdt-futures",
    "topic": "books1",
    "symbol": "BTCUSDT"
  },
  "connId": "xxxxxxxxxx"
}

Code
{
  "data": [
    {
      "a": [
        [
          "99756.7",
          "23.9774"
        ]
      ],
      "b": [
        [
          "99756.6",
          "0.0128"
        ]
      ],
      "pseq": 0,
      "seq": 1304314508780744705,
      "maxDepth": "50",
      "ts": "1746698732562"
    }
  ],
  "arg": {
    "instType": "usdt-futures",
    "symbol": "BTCUSDT",
    "topic": "books"
  },
  "action": "snapshot",
  "ts": 1746698732563
}