Full order book depth with incremental updates.
The first push after subscribing is a full snapshot; all subsequent pushes are incremental updates. Updated every 250ms. Use seq and pre_seq to verify continuity — if pre_seq does not match the previous seq, re-subscribe to get a fresh snapshot.
Subscribe
{
"event": "subscribe",
"arg": [{ "channel": "ORDER_BOOK", "sym": "BINANCE_PERP_BTC_USDT", "level": 50 }]
}
| Parameter | Required | Description |
|---|---|---|
sym | Yes | Trading pair |
level | No | Depth levels: 50 (default) or 200 |
Push Data
Full snapshot (updatetype: "all") — sent once on subscribe:
{
"arg": { "channel": "ORDER_BOOK", "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": "ORDER_BOOK", "sym": "BINANCE_PERP_BTC_USDT", "updatetype": "update" },
"data": {
"ts": "1597026384085",
"seq": "1001",
"pre_seq": "1000",
"num": 2,
"Bids": [["70286.8", "0.004"]],
"Asks": [["70287.6", "0.538"]]
}
}
| Field | Description |
|---|---|
updatetype | all = full snapshot, update = incremental |
seq | Current sequence number |
pre_seq | Previous sequence number |
num | Cumulative push count |
Bids / Asks | [price, quantity] pairs |
ts | Timestamp (ms) |
