訂單簿 - 深度 5

Topic:/spotMarket/level2Depth5:{symbol},{symbol}

Description

系統將返回最佳5檔買單/賣單數據。
一個主題最多支持100個交易對。
如果市場沒有變化，數據將不會推送。

推送頻率: 每100毫秒一次

{
  "id": 1545910660739,
  "type": "subscribe",
  "topic": "/spotMarket/level2Depth5:BTC-USDT",
  "response": true
}

Response

Data Schema

orderbookLevel5

Example

{
    "topic": "/spotMarket/level2Depth5:BTC-USDT",
    "type": "message",
    "subject": "level2",
    "data": {
        "asks": [
            [
                "67996.7",   //price
                "1.14213262" //size
            ],
            [
                "67996.8",
                "0.21748212"
            ]
        ],
        "bids": [
            [
                "67996.6",
                "0.37969491"
            ],
            [
                "67995.3",
                "0.20779746"
            ]
        ],
        "timestamp": 1729822226746
    }
}

訂單簿 - 深度 5

Topic:/spotMarket/level2Depth5:{symbol},{symbol}#

Subscribe Message#

Response#

Request

Topic:/spotMarket/level2Depth5:{symbol},{symbol}

Subscribe Message

Response