Documentation Index
Fetch the complete documentation index at: /llms.txt
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{
"op": "subscribe",
"args": [
{ "channel": "depth", "symbol": "US500-BTC" },
{ "channel": "depth", "symbol": "GOLD-BTC" },
{ "channel": "depth", "symbol": "USDT-BTC" }
]
}
{
"topic": "depth.GOLD-BTC",
"type": "snapshot",
"createdTime": 1640995200000000000,
"data": {
"symbol": "GOLD-BTC",
"bid": [["0.00089410", "89.25"], ["0.00089400", "50.00"]],
"ask": [["0.00089430", "156.75"], ["0.00089440", "203.00"]],
"timestamp": 1640995200000000000
}
}
Stream full order book snapshots and incremental delta updates for efficient book reconstruction.
| Property | Value |
|---|---|
| Channel Name | depth |
| Authentication | Required |
| Update Frequency | Real-time |
| Data Type | Snapshot and delta |
{
"op": "subscribe",
"args": [
{ "channel": "depth", "symbol": "US500-BTC" },
{ "channel": "depth", "symbol": "GOLD-BTC" },
{ "channel": "depth", "symbol": "USDT-BTC" }
]
}
{
"topic": "depth.GOLD-BTC",
"type": "snapshot",
"createdTime": 1640995200000000000,
"data": {
"symbol": "GOLD-BTC",
"bid": [["0.00089410", "89.25"], ["0.00089400", "50.00"]],
"ask": [["0.00089430", "156.75"], ["0.00089440", "203.00"]],
"timestamp": 1640995200000000000
}
}
{
"topic": "depth.GOLD-BTC",
"type": "delta",
"createdTime": 1640995200000000000,
"data": {
"symbol": "OIL-BTC",
"bid": [["0.00089415", "10.00"]],
"ask": [["0.00089435", "-5.00"]],
"timestamp": 1640995200000000000
}
}
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