# 实时买卖盘口（Depth）订阅

## API说明

该WebSocket是获取买卖盘口的实时推送            

## 请求频率

同一个WebSocket连接，所有的请求（订阅、取消订阅、心跳）限制为**1分钟60次**，如果超出请求频率限制将会自动断连。如果断连次数过多被系统判定为恶意请求将会封禁API Key。请在使用过程中注意调用逻辑。

## 错误码说明

参考[Websocket错误码说明](/getting-started/error-codes/websocket.md)

## 接口地址

请参考[Websocket订阅地址](/websocket-api/endpoints.md)

## 请求数量

不同的套餐对应的单Websocket订阅的产品数量不一样，具体参考[Websocket限制说明](/getting-started/api-limitation/websocket.md)

## 请求（协议号：10003）

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

| 参数名      | 类型         | 必填 | 描述                                        | 示例值                                |
| -------- | ---------- | -- | ----------------------------------------- | ---------------------------------- |
| `code`   | Integer    | 是  | 请求的协议号                                    | 盘口订阅协议号：`10003`                    |
| `trace`  | String     | 是  | 可追溯ID（随机字符串）                              | `423afec425004bd8a5e02e1ba5f9b2b0` |
| `data`   | JsonObject | 是  | 订阅数据                                      |                                    |
| `<codes` | String     | 是  | 订阅产品，多个用逗号分隔（一个websocket连接支持同时订阅最多600个产品） | `BTCUSDT`                          |

## 应答（协议号：10004）

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

| 字段名     | 类型      | 必填 | 描述          | 示例值                                |
| ------- | ------- | -- | ----------- | ---------------------------------- |
| `code`  | Integer | 是  | 响应协议号       | 盘口响应协议号：`10004`                    |
| `trace` | String  | 是  | 订阅传入参数可追溯id | `423afec425004bd8a5e02e1ba5f9b2b0` |
| `msg`   | String  | 是  | 响应          | `ok`                               |

## 推送（协议号：10005）

```json
{
    "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
    }
}
```

<table><thead><tr><th width="97">字段名</th><th width="101">类型</th><th width="93">必填</th><th width="147">描述</th><th>示例值</th></tr></thead><tbody><tr><td><code>code</code></td><td>Integer</td><td>是</td><td>推送协议号</td><td>实时买卖盘口推送协议号：<code>10005</code></td></tr><tr><td><code>data</code></td><td>JSON</td><td>是</td><td>推送数据实体</td><td></td></tr><tr><td><code>&#x3C;s</code></td><td>String</td><td>是</td><td>标的名称</td><td><code>BTCUSDT</code></td></tr><tr><td><code>&#x3C;t</code></td><td>Long</td><td>是</td><td>Depth时间戳</td><td><code>1747552358393</code></td></tr><tr><td><code>&#x3C;a</code></td><td>JsonArray</td><td>是</td><td>卖盘，两个数组，分别是价格数组和成交量数组</td><td></td></tr><tr><td><code>&#x3C;a[0]</code></td><td>JsonArray</td><td>是</td><td>卖盘价格集合（通过下标跟卖盘成交量对应）</td><td><code>["103594.12000000","103594.13000000" ,"103594.38000000","103594.39000000" ,"103594.40000000" ]</code></td></tr><tr><td><code>&#x3C;a[1]</code></td><td>JsonArray</td><td>是</td><td>卖盘成交量集合（通过下标跟卖盘价格对应）</td><td><code>["3.50039000","0.00016000" ,"0.00006000","0.00006000" ,"0.00006000" ]</code></td></tr><tr><td><code>&#x3C;b</code></td><td>JsonArray</td><td>是</td><td>买盘，两个数组，分别是价格数组和成交量数组</td><td></td></tr><tr><td><code>&#x3C;b[0]</code></td><td>JsonArray</td><td>是</td><td>买盘价格集合（通过下标跟卖盘成交量对应）</td><td><code>["103594.11000000","103594.10000000" ,"103594.09000000","103594.08000000" ,"103594.07000000" ]</code></td></tr><tr><td><code>&#x3C;b[1]</code></td><td>JsonArray</td><td>是</td><td>买盘成交量集合（通过下标跟卖盘价格对应）</td><td><code>["3.55117000","0.05942000" ,"0.00006000","0.00006000" ,"0.00006000" ]</code></td></tr></tbody></table>


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