Level2 - 5檔深度頻道
{
"type": "message",
"topic": "/spotMarket/level2Depth5:BTC-USDT",
"subject": "level2",
"data": {
"asks":[
["9989","8"], //價格, 數量
["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}...
- 推送頻率:
100ms
一次
每次返回前五檔的深度數據,此數據爲每100毫秒的快照數據,即每隔100毫秒,快照當前時刻市場買賣盤的5檔深度數據並推送