Order Book

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 }]
}
ParameterRequiredDescription
symYesTrading pair
levelNoDepth 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"]]
    }
}
FieldDescription
updatetypeall = full snapshot, update = incremental
seqCurrent sequence number
pre_seqPrevious sequence number
numCumulative push count
Bids / Asks[price, quantity] pairs
tsTimestamp (ms)