Incremental depth

request

format: depth_update@{symbol},{interval}

interval: 100/250/500/1000 default rate 100ms

eg: depth_update@btc_usdt,100ms

Response

{
  "topic": "depth_update", 
  "event": "depth_update@btc_usdt", 
  "data": {
    "s": "btc_usdt",        // symbol
    "pu": 120,              // previousUpdateId = previous lastUpdateId
    "fu": 121,              // firstUpdateId = previous lastUpdateId + 1
    "u": 123,               // lastUpdateId
    "a": [                  // asks  sell order
        [                   // [0]price, [1]quantity
            "34000",        //price
            "1.2"           //quantity
        ], 
        [
            "34001", 
            "2.3"
        ]
    ], 
    "b": [                  // bids buy order
        [
            "32000", 
            "0.2"
        ], 
        [
            "31000", 
            "0.5"
        ]
    ],
    "t": 123456789 // time stamp
  }
}