Partial Book Depth Streams
This stream pushes limited level depth information. The "levels" indicate the number of order levels for buy and sell orders, which can be 5, 10, or 20 levels.
Request:
{
"method": "SUBSCRIPTION",
"params": [
"spot@public.limit.depth.v3.api.pb@BTCUSDT@5"
]
}
Response:
{
"channel": "spot@public.limit.depth.v3.api.pb@BTCUSDT@5",
"publiclimitdepths": {
"asksList": [ // asks: Sell orders
{
"price": "93180.18", // Price level of change
"quantity": "0.21976424" // Quantity
}
],
"bidsList": [ // bids: Buy orders
{
"price": "93179.98",
"quantity": "2.82651000"
}
],
"eventtype": "spot@public.limit.depth.v3.api.pb", // Event type
"version": "36913565463" // Version number
},
"symbol": "BTCUSDT", // Trading pair
"sendtime": 1736411838730 // Event time
}
Request Parameter: 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 |