Depth

Partial Book Depth

Top level bids and asks. Valid levels are 5, 10 or 20.

Stream Info
Payload
Stream Info

Stream Name: <pair>@depth<levels> or <pair>@depth<levels>@100ms

Update Speed: 1000ms or 100ms

Payload

{
"lastUpdateId": 310816162, // Last update ID
"bids": [ // Bids to be updated
[
"306499.98", // Price level to be updated
"0.00867287" // Quantity
],
[
"304350",
"0.59428454"
],
[
"304345.01",
"0.00978286"
],
[
"303600",
"0.235"
],
[
"303500.01",
"0.13228"
]
],
"asks": [ // Asks to be updated
[
"306699.82", // Price level to be updated
"0.19646838" // Quantity
],
[
"306887.99",
"0.1744"
],
[
"306888",
"0.22802611"
],
[
"306932",
"0.16290253"
],
[
"306950",
"0.07202"
]
]
}

Diff Depth

Depth updates to locally manage an order book.

Stream Info
Payload
Stream Info

Stream Name: <pair>@depth or <pair>@[email protected]

Update Speed: 1000ms or 100ms

Payload

{
"e": "depthUpdate", // Event type
"E": 1591838700593, // Event time
"s": "btc_thb", // Symbol
"U": 310816063, // First update ID in event
"u": 310816068, // Final update ID in event
"b": [ // Bids to be updated
[
"304350", // Price level to be updated
"0.59428454" // Quantity
]
],
"a": [ // Asks to be updated
[
"306950", // Price level to be updated
"0.24642" // Quantity
],
[
"307866.09",
"0.2616"
]
]
}