25-Level Incremental Market Data

25-level-incremental-market-data

Notification push frequency: 200 ms/time

V1

Request

Spot Request

{
  "SendTopicAction": {
    "Action": "1",
    "FilterValue": "DeepCoin_BTC/USDT_0.1",
    "LocalNo": 6,
    "ResumeNo": -1,
    "TopicID": "25"
  }
}

Contracts Request

{
  "SendTopicAction": {
    "Action": "1",
    "FilterValue": "DeepCoin_BTCUSDT_0.1",
    "LocalNo": 6,
    "ResumeNo": -1,
    "TopicID": "25"
  }
}

Response Parameters

Field Name	Type	Example	Description
InstrumentID	string	"BTCUSDT"	Instrument ID
Direction	string	"1"	Direction
Price	int	115970.6	Price
Volume	int	6432	Volume

Response Example

{
  "a": "PMO",
  "t": "i",
  "r": [
    {
      "d": {
              "I": "BTCUSDT",
              "D": "0",
              "P": 115970.7,
              "V": 13285.0
          }
      },
      {
          "d": {
              "I": "BTCUSDT",
              "D": "0",
              "P": 115970.6,
              "V": 1272.0
          }
      }
   ]
}

V2

Request

Spot Request

{
  "Action": "1",
  "Symbol": "BTC/USDT_0.1",
  "LocalNo": 6,
  "ResumeNo": -1,
  "Topic": "book25"
}

Contracts Request

{
  "Action": "1",
  "Symbol": "BTCUSDT_0.1",
  "LocalNo": 6,
  "ResumeNo": -1,
  "Topic": "book25"
}

Response Parameters

Field Name	Type	Example	Description
i	string	"BTCUSDT"	Instrument ID
a	array		asks
b	array		bids

Response Example

{
  "a": "PMO",
  "t": "i",
  "i": "BTCUSDT",
  "d": [
    {
      "a": [
        ["8476.98","415"],// Asks price, asks quantity
        ["8477","7"]
      ],
      "b": [
        ["8476.98","415"],// Bids price, bids quantity
        ["8477","7"]
      ]
    }
  ]
}