marketdata

Orderbook deltas

Public spot orderbook SET-style deltas for one symbol and depth tier. Bootstrap from the orderbook snapshot API and refetch after sequence gaps.

Transport

WebSocket

Encoding

JSON Protobuf

Visibility

Public stream

Channel

public:spot:orderbook:deltas:depth:{depth}:{symbolId}:json

Subscribe frame

{
  "type": "subscribe",
  "channel": "public:spot:orderbook:deltas:depth:20:1:json"
}

depth integer

Published depth tier. Supported values are 1, 20, 50, 200, and 500.

e.g. 20

symbolId integer

Numeric spot market symbol identifier.

e.g. 1

Payload JSON object

asks string[]

Ask-side SET updates as [price, quantity] decimal-string tuples. A zero quantity deletes the price level. Omitted when no ask levels changed.

Example [["101.3","1.75"]]

bids string[]

Bid-side SET updates as [price, quantity] decimal-string tuples. A zero quantity deletes the price level. Omitted when no bid levels changed.

Example [["101.25","2.5"]]

bookSeqEnd integer

Ending monotonic book sequence after applying this update.

Example 41821

bookSeqStart integer

Starting monotonic book sequence covered by this update. It may be 0 when reset is true.

Example 41820

reset boolean

When true, clear the local book before applying this message; the level arrays contain the current view for the subscribed depth tier.

Example false

symbolId integer

Numeric spot market symbol identifier.

Example 1

ts integer

Best-effort timestamp associated with the book update in Unix milliseconds (UTC). Omitted when unavailable.

Example 1767225600123