Order Book Snapshot

Subscribe to the full order book snapshot for a specified depth level.

• Channel Format: depth@{symbol},{level}
• Supported Levels: 5, 10, 20, 50, 100, 200, 400
• Push Frequency: 200 ms throttled
• Access: Public

Subscribe Request

{
  "op": "subscribe",
  "args": ["depth@BTC_USDT,20"]
}

Unsubscribe

{
  "op": "unsubscribe",
  "args": ["depth@BTC_USDT,20"]
}

Push Example

{
  "ch": "depth@BTC_USDT,20",
  "d": {
    "s": "BTC_USDT",
    "u": 12345,
    "t": 1768205315166,
    "b": [
      ["48999", "1.5"],
      ["48998", "2.3"]
    ],
    "a": [
      ["49001", "0.8"],
      ["49002", "1.2"]
    ]
  }
}

Push Fields

Field	Type	Description
s	string	Trading pair
u	number	lastUpdateId (used for delta synchronization)
t	number	Timestamp (milliseconds)
b	array	Bid list [[price, quantity], ...], sorted by price descending
a	array	Ask list [[price, quantity], ...], sorted by price ascending

Use together with depth_update@{symbol} to maintain a local order book incrementally. See "Local Order Book Sync" for details.