Depth Subscription

Overview

This WebSocket provides real-time push notifications for order book (depth) data. It allows users to access live buy and sell order prices along with their respective volumes for various products.

Request Frequency

For a single WebSocket connection, all requests (subscribe, unsubscribe, heartbeat) are limited to 60 times per minute. If the request frequency limit is exceeded, the connection will be automatically closed. If disconnections occur too frequently, and the system deems them to be malicious requests, the API key will be banned. Please be mindful of the calling logic during usage.

Error Code Explanation

Please refer to the WebSocket error code documentation for further details.

Subscription Address

Please refer to the WebSocket subscription addresses.

Request Quantity

Different subscription plans allow varying numbers of products per WebSocket subscription. Please refer to the WebSocket restrictions documentation for specific details.

Request (Protocol Number: 10003)

{
    "code": 10003,
    "trace": "423afec425004bd8a5e02e1ba5f9b2b0",
    "data": {
        "codes": "BTCUSDT"
    }
}

Parameter	Type	Required	Description	Example
code	Integer	Yes	Request protocol number	10003
trace	String	Yes	Trace ID (random string)	423afec425004bd8a5e02e1ba5f9b2b0
data	JSON	Yes	Subscription data
codes	String	Yes	Symbol(s) (comma-separated for multiple)	BTCUSDT

Response (Protocol Number: 10004)

{
    "code": 10004,
    "trace": "423afec425004bd8a5e02e1ba5f9b2b0",
    "msg": "ok"
}

Parameter Name	Type	Required	Description	Example Value
code	Integer	Yes	Response protocol number	10004
trace	String	Yes	Trace ID from the request	423afec425004bd8a5e02e1ba5f9b2b0
msg	String	Yes	Response message	ok

Push (Protocol Number: 10005)

{
    "code": 10005,
    "data": {
        "a": [
            [
                "103594.12000000",
                "103594.13000000",
                "103594.38000000",
                "103594.39000000",
                "103594.40000000"
            ],
            [
                "3.50039000",
                "0.00016000",
                "0.00006000",
                "0.00006000",
                "0.00006000"
            ]
        ],
        "b": [
            [
                "103594.11000000",
                "103594.10000000",
                "103594.09000000",
                "103594.08000000",
                "103594.07000000"
            ],
            [
                "3.55117000",
                "0.05942000",
                "0.00006000",
                "0.00006000",
                "0.00006000"
            ]
        ],
        "s": "BTCUSDT",
        "t": 1747553102161
    }
}

Parameter Name	Type	Required	Description	Example Value
code	Integer	Yes	Push protocol number	10005
data	JSON	Yes	Push data entity	—
s	String	Yes	Symbol name	BTCUSDT
t	Long	Yes	Depth timestamp (in milliseconds)	1747553102161
a	JSON Array	Yes	Sell side (two arrays: price and volume arrays)	—
a[0]	JSON Array	Yes	Sell prices
a[1]	JSON Array	Yes	Sell volumes	["3.50039000", "0.00016000", "0.00006000", "0.00006000", "0.00006000"]
b	JSON Array	Yes	Buy side (two arrays: price and volume arrays)	—
b[0]	JSON Array	Yes	Buy prices	["103594.11000000", "103594.10000000", "103594.09000000", "103594.08000000", "103594.07000000"]
b[1]	JSON Array	Yes	Buy volumes	["3.55117000", "0.05942000", "0.00006000", "0.00006000", "0.00006000"]