level2的5檔全量數據推送頻道

{
   "type": "message",
   "topic": "/contractMarket/level2Depth5:XBTUSDTM",
   "subject": "level2",
   "data": {
       "asks":[
         ["9993", "3"],
         ["9992", "3"],
         ["9991", "47"],
         ["9990", "32"],
         ["9989", "8"]
       ],
       "bids":[
         ["9988", "56"],
         ["9987", "15"],
         ["9986", "100"],
         ["9985", "10"],
         ["9984", "10"]
       ],
         "ts": 1590634672060667000
    }
 }

Topic: /contractMarket/level2Depth5:{symbol}

  • 推送頻率: 100ms一次