Limited depth

request

format: depth@{symbol},{levels},{interval}

levels: 5/10/20/50

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

eg: depth@btc_usdt,50,1000ms

Response

{
    "topic": "depth", 
    "event": "depth@btc_usdt,20", 
    "data": {
        "id": "1234", //lastUpdateId
        "s":"btc_index", //trading pair
        "a":[["50000","0.1"],["50001","0.2"]],    //ask sell order queue,[price, quantity]
        "b":[["49999","0.1"],["48888","0.2"]],   //bid buy queue
        "t": 123456789 // time stamp
    }
}