Orderbook Depth Channel

Channel name : books5/ books15

Description :

Books5: Push 5 levels of snapshot data
Books15: Push 15 snapshot data

Subscription requests :

{
  "op": "subscribe",
  "args": [
    {
      "instType": "SPOT",
      "channel": "books15",
      "instId": "BTCUSDT"
    }
  ]
}

Push data format :

{
  "action": "snapshot",
  "arg": {
    "instType": "SPOT",
    "channel": "books15",
    "instId": "BTCUSDT"
  },
  "data": [
    {
      "asks": [
        [
          "89203.2",
          "0.01028"
        ],
        [
          "89207.7",
          "0.22756"
        ]
      ],
      "bids": [
        [
          "89202.2",
          "0.00800"
        ],
        [
          "89200.4",
          "0.12969"
        ]
      ],
      "ts": "1768981431857" // market data snapshot timestamp
    }
  ],
  "ts": 1768981431857 // event push timestamp
}

Field description

Field	Type	Explanation
asks	Array	Seller depth list (up to 15 levels)
bids	Array	Buyer depth list (up to 15 levels)
ts	String	Timestamp (milliseconds)