Orderbook - Level5 - KUCOIN API

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

Description

The system will return the 5 best ask/bid orders data

A topic supports up to 100 symbols.

If there is no change in the market, data will not be pushed

Push frequency: once every 100ms

{
  "id": 1545910660739,
  "type": "subscribe",
  "topic": "/spotMarket/level2Depth5:BTC-USDT",
  "response": true
}

Response

Data Schema

orderbookLevel5

topic

string

required

type

string

required

subject

string

required

data

object

required

asks

array [array]

required

price, size

bids

array [array]

required

timestamp

integer <int64>

required

Example

{
    "topic": "/spotMarket/level2Depth5:BTC-USDT",
    "type": "message",
    "subject": "level2",
    "data": {
        "asks": [
            [
                "67996.7",   //price
                "1.14213262" //size
            ],
            [
                "67996.8",
                "0.21748212"
            ]
        ],
        "bids": [
            [
                "67996.6",
                "0.37969491"
            ],
            [
                "67995.3",
                "0.20779746"
            ]
        ],
        "timestamp": 1729822226746
    }
}

Request

Query Params

token

string

required

The token required to establish a websocket connection

Example:

2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ2gZJLp3fgqGGvpzdfennGL3R06_0gIS-diYB9J6i9GjsxUuhPw3Blq6rhZlGykT3Vp1phUafnulOOpts-MEmEF-3bpfetLOAjzQ04YZ_8fRJBvJHl5Vs9Y=.28mIdGU0xg5pJ6TpPYIhjg==

connectId

string

optional

Connection Id, a unique value taken from the client side. Both the id of the welcome message and the id of the error message are connectId.

Example:

121345

Orderbook - Level5

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

Subscribe Message#

Response#

Request

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

Subscribe Message

Response