Depth

Partial Book Depth

Top level bids and asks. Valid levels are 5, 10 or 20.

Stream Info

Stream Name: <pair>@depth<levels> or <pair>@depth<levels>@100ms

Update Speed: 1000ms or 100ms

Payload

{
  "lastUpdateId": 310816162,  // Last update ID
  "bids": [                   // Bids to be updated 
    [
      "306499.98",            // Price level to be updated
      "0.00867287"            // Quantity
    ],
    [
      "304350",
      "0.59428454"
    ],
    [
      "304345.01",
      "0.00978286"
    ],
    [
      "303600",
      "0.235"
    ],
    [
      "303500.01",
      "0.13228"
    ]
  ],
  "asks": [                   // Asks to be updated
    [
      "306699.82",            // Price level to be updated
      "0.19646838"            // Quantity
    ],
    [
      "306887.99",
      "0.1744"
    ],
    [
      "306888",
      "0.22802611"
    ],
    [
      "306932",
      "0.16290253"
    ],
    [
      "306950",
      "0.07202"
    ]
  ]
}

Diff Depth

Depth updates to locally manage an order book.

Stream Info

Stream Name: <pair>@depth or <pair>@depth@100ms

Update Speed: 1000ms or 100ms

Payload

{
  "e": "depthUpdate", // Event type
  "E": 1591838700593, // Event time
  "s": "btc_thb",     // Symbol
  "U": 310816063,     // First update ID in event
  "u": 310816068,     // Final update ID in event
  "b": [              // Bids to be updated
    [
      "304350",       // Price level to be updated
      "0.59428454"    // Quantity 
    ]
  ],
  "a": [              // Asks to be updated
    [
      "306950",       // Price level to be updated
      "0.24642"       // Quantity
    ],
    [
      "307866.09",
      "0.2616"
    ]
  ]
}