增量深度信息

订阅

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

如果某个价格对应的挂单量(quantity)为 0，表示该价位的挂单已经撤单或者被吃，应该移除这个价位。

请求参数 spot@public.aggre.depth.v3.api.pb@(100ms|10ms)@<symbol>

返回参数

参数名	数据类型	说明
price	string	变动的价格档位
quantity	string	数量
eventtype	string	事件类型
fromversion	string	开始版本号
toversion	string	截止版本号
symbol	string	交易对
sendtime	long	事件时间
lastOrderCreateTime	long	最近一次下单时间

数据示例

{
  "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" 
  }
}

数据示例

{
  "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"
  }
}