Partial Book Depth Streams

Pushes limited depth information. levels indicates the number of bid/ask levels; supported values are 5, 10, or 20.

Subscribe

{
    "method": "SUBSCRIPTION",
    "params": [
                "spot@public.limit.depth.v3.api.pb@BTCUSDT@5"

   ]
}

Request Parameters spot@public.limit.depth.v3.api.pb@<symbol>@<level>

Response Parameters

Parameter	Data Type	Description
price	string	Price level of change
quantity	string	Quantity
eventtype	string	Event type
version	string	Version number
symbol	string	Trading pair
sendtime	long	Event time
lastOrderCreateTime	long	Last order creation time

Sample data

{
  "channel" : "spot@public.limit.depth.v3.api.pb@BTCUSDT@5",
  "symbol" : "BTCUSDT",
  "sendTime" : "1778075384350",
  "publicLimitDepths" : {
    "asks" : [ ],
    "bids" : [ {
      "price" : "100.00000000",
      "quantity" : "4.00000000"
    } ],
    "eventType" : "spot@public.limit.depth.v3.api.pb",
    "version" : "10023",
    "lastOrderCreateTime" : "1778075380572"
  }
}