Level Incremental Market Data

Level Incremental Market Data

Notification push frequency: 200 ms/time. Supports up to 60 levels.

Request

Spot Request

{
  "SendTopicAction": {
    "Action": "1",
    "FilterValue": "DeepCoin_BTC/USDT_0.1",// 0.1 indicates the number of decimal places
    "LocalNo": 6,
    "ResumeNo": -1,
    "TopicID": "25"
  }
}

Contracts Request

{
  "SendTopicAction": {
    "Action": "1",
    "FilterValue": "DeepCoin_BTCUSDT_0.1",// 0.1 indicates the number of decimal places
    "LocalNo": 6,
    "ResumeNo": -1,
    "TopicID": "25"
  }
}

Response Parameters

Field Name	Type	Example	Description
I	string	"BTCUSDT"	Instrument ID
D	string	"1"	Direction
P	int	115970.6	Price
V	int	6432	Volume
pt	int	1779959337045	Timestamp (ms)

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
          }
      }
   ],
  "tt": 1779959337045,
  "mt": 1779959337045,
  "pt": 1779959337045
}