Depth Channel

Get the order book depth data

Request Parameters

Parameter	Type	Required	Description
op	string	Yes	Operation, subscribe unsubscribe
args	list	Yes	List of channels to request subscription
> instType	string	Yes	Product type
> channel	string	Yes	Channel name (books1 ~ books20)
> instId	string	Yes	Product ID E.g. BTCUSDT

Note: The channel name determines the depth size. Use books1 to books20 where the number indicates the depth level (1-20).

Request Example

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

Response Parameters

Parameter	Type	Description
event	string	Event
arg	object	Subscribed channels
> instType	string	Product type
> channel	string	Channel name
> instId	string	Product ID E.g. BTCUSDT
code	string	Error code
msg	string	Error message

Response Example

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

Push Parameters

Parameter	Type	Description
action	string	Push data action
arg	object	Channels with successful subscription
> instType	string	Product type
> channel	string	Channel name
> instId	string	Product ID E.g. BTCUSDT
data	object	Subscription data
> asks	list	Ask orders [price, size]
> bids	list	Bid orders [price, size]
> ts	number	Timestamp

Push Data

{
  "action": "snapshot",
  "arg": {
    "instType": "USDT-FUTURES",
    "channel": "books5",
    "instId": "BTCUSDT"
  },
  "data": {
    "asks": [
      ["27001.0", "0.5"],
      ["27002.0", "1.2"],
      ["27003.0", "0.8"],
      ["27004.0", "2.1"],
      ["27005.0", "0.3"]
    ],
    "bids": [
      ["27000.0", "0.7"],
      ["26999.0", "1.5"],
      ["26998.0", "0.9"],
      ["26997.0", "2.3"],
      ["26996.0", "0.6"]
    ],
    "ts": 1695716760565
  },
  "ts": 1695716761589
}