Incremental depth

request

format: depth_update@{symbol}

eg: depth_update@btc_usdt

rate: 100ms

Response

{
  "topic": "depth_update", 
  "event": "depth_update@btc_usdt", 
  "data": {
      "s": "btc_usdt",        // symbol
      "fi": 121,              // firstUpdateId = previous lastUpdateId + 1
      "i": 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"
        ]
      ]
  }
}