Level2 - 5檔深度頻道

{
    "type": "message",
    "topic": "/spotMarket/level2Depth5:BTC-USDT",
    "subject": "level2",
    "data": {
	    "asks":[
            ["9989","8"],     //價格, 數量
            ["9990","32"],
            ["9991","47"],
            ["9992","3"],
 	        ["9993","3"],
        ],
        "bids":[
            ["9988","56"],
            ["9987","15"],
            ["9986","100"],
            ["9985","10"],
            ["9984","10"]
        ],
        "timestamp": 1586948108193
    }
}

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

  • 推送頻率: 100ms一次

每次返回前五檔的深度數據,此數據爲每100毫秒的快照數據,即每隔100毫秒,快照當前時刻市場買賣盤的5檔深度數據並推送