Skip to main content

Level Incremental Market Data

Level Incremental Market Data​

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

Request​

Spot Request​

{
  "Action": "1",
  "Symbol": "BTC/USDT",
  "LocalNo": 6,
  "ResumeNo": -1,
  "Topic": "book"
}

Contracts Request​

{
  "Action": "1",
  "Symbol": "BTCUSDT",
  "LocalNo": 6,
  "ResumeNo": -1,
  "Topic": "book"
}

Response Parameters​

Field NameTypeExampleDescription
istring"BTCUSDT"Instrument ID
aarrayasks
barraybids
ptint1779959337045Timestamp (ms)

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