Level2 - 5 best ask/bid orders
{
"type": "message",
"topic": "/spotMarket/level2Depth5:BTC-USDT",
"subject": "level2",
"data": {
"asks": [
["9989", "8"], //price, size
["9990", "32"],
["9991", "47"],
["9992", "3"],
["9993", "3"]
],
"bids": [
["9988", "56"],
["9987", "15"],
["9986", "100"],
["9985", "10"],
["9984", "10"]
],
"timestamp": 1586948108193
}
}
Topic: /spotMarket/level2Depth5:{symbol},{symbol}...
- Push frequency: once every
100ms
The system will return the 5 best ask/bid orders data, which is the snapshot data of every 100 milliseconds (in other words, the 5 best ask/bid orders data returned every 100 milliseconds in real-time).