深度频道

描述

获取深度数据
books,books5,books15默认推送频率：150ms
books1默认推送频率：10ms

• books 对应全量深度数据，首次推送全量数据：snapshot，后续推送增量变化数据：update
• books1 对应1档位深度数据，每次推送：snapshot
• books5 对应5档位深度数据，每次推送：snapshot
• books15 对应15档位深度数据，每次推送：snapshot

seq说明

• update增量消息的seq在除币对维护的情况是递增的

Code
{
    "op": "subscribe",
    "args": [
        {
            "instType": "USDT-FUTURES",
            "channel": "books5",
            "instId": "BTCUSDT"
        }
    ]
}

Code
{
    "event": "subscribe",
    "arg": {
        "instType": "USDT-FUTURES",
        "channel": "books5",
        "instId": "BTCUSDT"
    }
}

Code
{
    "action": "snapshot",
    "arg": {
        "instType": "USDT-FUTURES",
        "channel": "books5",
        "instId": "BTCUSDT"
    },
    "data": [
        {
            "asks": [
                [
                    "27002.0",
                    "5.070"
                ],
                [
                    "27002.5",
                    "1.470"
                ]
            ],
            "bids": [
                [
                    "26998.5",
                    "6.620"
                ],
                [
                    "26998.0",
                    "7.510"
                ]
            ],
            "seq": 123,
            "pseq": 122,
            "ts": 1695716059516
        }
    ],
    "ts": "1695716059516"
}