Level2 - 5 best ask/bid orders

{
  "type": "message",
  "topic": "/spotMarket/level2Depth5:BTC-USDT",
  "subject": "level2",
  "data": {
    "asks": [
      ["9989", "8"], //price, size
      ["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}...

  • Push frequency: once every 100ms

The system will return the 5 best ask/bid orders data, which is the snapshot data of every 100 milliseconds (in other words, the 5 best ask/bid orders data returned every 100 milliseconds in real-time).