Level1 - BBO Market Data

{
    "type": "message",
    "topic": "/spotMarket/level1:BTC-USDT",
    "subject": "level1",
    "data": {
	    "asks":
            ["9989","8"]    //price, size
        ,
        "bids":
            ["9984","10"]
        ,
        "timestamp": 1586948108193
    }
}

Topic: /spotMarket/level1:{symbol},{symbol}...

  • Push frequency: once every 10ms

The system will return the 1 best ask/bid orders data, which is the snapshot data of every 10 milliseconds (in other words, the 1 best ask/bid orders data returned every 10 milliseconds in real-time).

Please note: If there is no change in the market, data will not be pushed