Description

1.Interval: 100ms

2.Rate Limit: 10 requests per second per IP for Subscribe and Unsubscribe.

Request

{
                    "event": "subscribe",
                    "arg": [{
                        "channel": "groupdepth",
                        "sym": "BINANCE_PERP_BTC_USDT"
                        }]
}

Field name	Type	Necessary	Remarks
event	`String`	Y	`subscribe` / `unsubscribe`
arg	`Array`	Y	Subscribe param. There can be no more than 50 instId parameters per subscribe.
> channel	`String`	Y	Channel name: `groupdepth`
> sym	`String`	Y	Unique identifier

Push Data

Full snapshot (updatetype: "all") — sent once on subscribe:

{
    "arg": { "channel": "groupdepth", "sym": "BINANCE_PERP_BTC_USDT", "updatetype": "all" },
    "data": {
        "ts": "1597026383085",
        "seq": "1000",
        "pre_seq": "0",
        "num": 1,
        "Bids": [["70283.2", "0.004"], ["70282.8", "0.005"]],
        "Asks": [["70296.1", "0.095"], ["70296.2", "0.126"]]
    }

Incremental update (updatetype: "update") — all subsequent pushes:

{
    "arg": { "channel": "groupdepth", "sym": "BINANCE_PERP_BTC_USDT", "updatetype": "update" },
    "data": {
        "ts": "1597026383085",
        "seq": "1000",
        "pre_seq": "0",
        "num": 1,
        "Bids": [["70283.2", "0.004"], ["70282.8", "0.005"]],
        "Asks": [["70296.1", "0.095"], ["70296.2", "0.126"]]
    }

Field	Type	Remarks
channel	`String`	example: groupdepth
sym	`String`	Unique identifier
updatetype	`String`	all/update. Default is all. all : Full snapshot update : Incremental update
ts	`String`	Market data generation timestamp (milliseconds)
seq	`String`	Sequence number of the current message (used for ordered processing)
pre_seq	`String`	Previous sequence number
num	`String`	cumulative incremental sequence number for push messages.
Bids	`String`	Bid depth data list, with each element being [price, size].
> price	`String`	Price
> qty	`String`	Quantity
Asks	`String`	Ask depth data list, with each element being [price, size].
> price	`String`	Price
> qty	`String`	Quantity