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).