Depth Channel

Get the order book depth data

Supported Channels

Channel	Description
books	Full orderbook with checksum
books1	Top 1 level orderbook
books5	Top 5 levels orderbook
books15	Top 15 levels orderbook

Note: books channel sends snapshot first, then incremental updates. Other channels (books1, books5, books15) always send snapshots.

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: SPOT
> channel	string	Yes	Channel name (books, books1, books5, books15)
> instId	string	Yes	Product ID E.g. BTCUSDT

Request Example

{
  "op": "subscribe",
  "args": [
    {
      "instType": "SPOT",
      "channel": "books5",
      "instId": "BTCUSDT"
    }
  ]
}

Response Example

{
  "event": "subscribe",
  "arg": {
    "instType": "SPOT",
    "channel": "books5",
    "instId": "BTCUSDT"
  }
}

Push Parameters

Parameter	Type	Description
action	string	Push data action: snapshot / update
arg	object	Channels with successful subscription
> instType	string	Product type: SPOT
> channel	string	Channel name
> instId	string	Product ID E.g. BTCUSDT
data	list	Orderbook data
> asks	list	Ask orders [price, size]
> bids	list	Bid orders [price, size]
> checksum	number	Checksum (only for books channel)
> seq	number	Sequence number
> ts	string	Timestamp
ts	number	Push timestamp

Push Data

{
  "action": "snapshot",
  "arg": {
    "instType": "SPOT",
    "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"]
      ],
      "checksum": 0,
      "seq": 1695716760566,
      "ts": "1695716760565"
    }
  ],
  "ts": 1695716761589
}