> ## Documentation Index
> Fetch the complete documentation index at: https://docs.roxom.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Order Book Depth

> Stream full order book snapshots and incremental delta updates for efficient book reconstruction.

## Overview

The depth stream provides order book snapshots and incremental updates (deltas) for efficient reconstruction of the full book.

## Channel information

| Property             | Value              |
| -------------------- | ------------------ |
| **Channel Name**     | `depth`            |
| **Authentication**   | Required           |
| **Update Frequency** | Real-time          |
| **Data Type**        | Snapshot and delta |

## Subscribe

<RequestExample>
  ```json Subscribe theme={null}
  {
    "op": "subscribe",
    "args": [
      { "channel": "depth", "symbol": "US500-BTC" },
      { "channel": "depth", "symbol": "GOLD-BTC" },
      { "channel": "depth", "symbol": "USDT-BTC" }
    ]
  }
  ```
</RequestExample>

## Snapshot example

<ResponseExample>
  ```json Orderbook Snapshot theme={null}
  {
    "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
    }
  }
  ```
</ResponseExample>

## Delta example

<ResponseExample>
  ```json Orderbook Delta theme={null}
  {
    "topic": "depth.GOLD-BTC",
    "type": "delta",
    "createdTime": 1640995200000000000,
    "data": {
      "symbol": "OIL-BTC",
      "bid": [["0.00089415", "10.00"]],
      "ask": [["0.00089435", "-5.00"]],
      "timestamp": 1640995200000000000
    }
  }
  ```
</ResponseExample>

<Note>
  Apply deltas in order to the last known snapshot. Quantities of 0 or negative indicate removals depending on your reconstruction strategy. The service will send an initial snapshot on subscribe when available.
</Note>