Level2 - 50 best ask/bid orders

{
    "type": "message",
    "topic": "/spotMarket/level2Depth50:BTC-USDT",
    "subject": "level2",
    "data": {
	    "asks":[
            ["9993","3"],    //price,size
            ["9992","3"],
            ["9991","47"],
            ["9990","32"],
            ["9989","8"]
        ],
        "bids":[
            ["9988","56"],
            ["9987","15"],
            ["9986","100"],
            ["9985","10"],
            ["9984","10"]
        ]
        "timestamp": 1586948108193
      }
  }

Topic: /spotMarket/level2Depth50:{symbol},{symbol}...

  • Push frequency: once every 100ms

The system will return the 50 best ask/bid orders data, which is the snapshot data of every 100 milliseconds (in other words, the 50 best ask/bid orders data returned every 100 milliseconds in real-time).