Level1 - BBO Market Data
{
"type": "message",
"topic": "/spotMarket/level1:BTC-USDT",
"subject": "level1",
"data": {
"asks":
["9989","8"] //price, size
,
"bids":
["9984","10"]
,
"timestamp": 1586948108193
}
}
Topic: /spotMarket/level1:{symbol},{symbol}...
- Push frequency: once every
10ms
- A topic supports up to 100 symbols.
The system will return the 1 best ask/bid orders data, which is the snapshot data of every 10 milliseconds (in other words, the 1 best ask/bid orders data returned every 10 milliseconds in real-time).
Please note: If there is no change in the market, data will not be pushed