Diff.Depth Stream

Subscribe

{
    "method": "SUBSCRIPTION",
    "params": [
        "spot@public.aggre.depth.v3.api.pb@100ms@BTCUSDT"
    ]
}

If the order quantity (quantity) for a price level is 0, it indicates that the order at that price has been canceled or executed, and that price level should be removed.

Request Parameters spot@public.aggre.depth.v3.api.pb@(100ms|10ms)@<symbol>

Response Parameters

Parameter	Data Type	Description
price	string	Price level of change
quantity	string	Quantity
eventtype	string	Event type
fromversion	string	Start version
toversion	string	End version
symbol	string	Trading pair
sendtime	long	Event time
lastOrderCreateTime	long	Last order creation time

Sample data

{
  "channel" : "spot@public.aggre.depth.v3.api.pb@100ms@BTCUSDT",
  "symbol" : "BTCUSDT",
  "sendTime" : "1778075380657",
  "publicAggreDepths" : {
    "asks" : [ ],
    "bids" : [ {
      "price" : "100",
      "quantity" : "4"
    } ],
    "eventType" : "spot@public.aggre.depth.v3.api.pb@100ms",
    "fromVersion" : "10023",
    "toVersion" : "10023",
    "lastOrderCreateTime" : "1778075380572"
  }
}

Sample data

{
  "channel" : "spot@public.increase.depth.batch.v3.api.pb@BTCUSDT",
  "symbol" : "BTCUSDT",
  "sendTime" : "1739502064578",
  "publicIncreaseDepthsBatch" : {
    "items" : [ {
      "asks" : [ ],
      "bids" : [ {
        "price" : "96578.48",
        "quantity" : "0.00000000"
      } ],
      "eventType" : "",
      "version" : "39003145507"
    }, {
      "asks" : [ ],
      "bids" : [ {
        "price" : "96578.90",
        "quantity" : "0.00000000"
      } ],
      "eventType" : "",
      "version" : "39003145508"
    }, {
      "asks" : [ ],
      "bids" : [ {
        "price" : "96579.31",
        "quantity" : "0.00000000"
      } ],
      "eventType" : "",
      "version" : "39003145509"
    }, {
      "asks" : [ ],
      "bids" : [ {
        "price" : "96579.84",
        "quantity" : "0.00000000"
      } ],
      "eventType" : "",
      "version" : "39003145510"
    }, {
      "asks" : [ ],
      "bids" : [ {
        "price" : "96576.69",
        "quantity" : "4.88725694"
      } ],
      "eventType" : "",
      "version" : "39003145511"
    } ],
    "eventType" : "spot@public.increase.depth.batch.v3.api.pb"
  }
}