> For the complete documentation index, see [llms.txt](https://docs.infoway.io/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.infoway.io/en-docs/websocket/websocket-subscribe-method/depth-subscription.md).

# 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](/en-docs/getting-started/error-codes/websocket-error-codes.md) documentation for further details.

### **Subscription Address**

Please refer to the [WebSocket subscription addresses.](/en-docs/websocket/subscription-address.md)

### **Request Quantity**

Different subscription plans allow varying numbers of products per WebSocket subscription. Please refer to the [WebSocket restrictions](/en-docs/getting-started/api-limitation/websocket-limitation.md) 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"]`                          |