Order Book Depth Channel

Channel name: books5 / books15

Description:

books5: pushes an initial 5-level snapshot, then pushes incremental 5-level data whenever depth changes.
books15: pushes an initial 15-level snapshot, then pushes incremental 15-level data whenever depth changes.

Subscription Request

{
  "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"
    }
  ],
  "ts": 1768981431857
}

Field Descriptions

Field	Type	Description
asks	Array	The depth of sell side
bids	Array	The depth of buy side
ts	Long	System timestamp, in milliseconds