Orderbook - Level5
wss://ws-api-futures.kucoin.com
Topic: /contractMarket/level2Depth5:{symbol}
Description
Subscribe Message
{
"id": 1545910660739,
"type": "subscribe",
"topic": "/contractMarket/level2Depth5:XBTUSDTM",
"response": true
}Response
Data Schema
orderbookLevel5
topic
string
required
type
string
required
subject
string
required
sn
integer
required
data
object
required
bids
array [array]
required
sequence
integer <int64>
required
timestamp
integer <int64>
required
ts
integer <int64>
required
asks
array [array]
required
Example
{
"topic": "/contractMarket/level2Depth5:XBTUSDTM",
"type": "message",
"subject": "level2",
"sn": 1731680019100,
"data": {
"bids": [
[
"89720.9",
513
],
[
"89720.8",
12
],
[
"89718.6",
113
],
[
"89718.4",
19
],
[
"89718.3",
7
]
],
"sequence": 1709294294670,
"timestamp": 1731680019100,
"ts": 1731680019100,
"asks": [
[
"89721",
906
],
[
"89721.1",
203
],
[
"89721.4",
113
],
[
"89723.2",
113
],
[
"89725.4",
113
]
]
}
}Request
Query Params
token
string
required
Example:
2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ0CvOHc-PBYvaD2xgkw9Nrr5dR5udJu4vNiYB9J6i9GjsxUuhPw3Blq6rhZlGykT3Vp1phUafnulOOpts-MEmEEWYxEPrZrBjZg3iOYP9iWVJBvJHl5Vs9Y=.jIz2nRtiNpBH_86CiqOiSg==
connectId
string
optional
Example:
121345
Modified at 5 months ago