有限深度

请求

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

levels: 5/10/20/50

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

示例: depth@btc_usdt,50,1000ms

Response

{
    "topic": "depth", 
    "event": "depth@btc_usdt,50", 
    "data": {
        "id": "1234", //lastUpdateId
        "s":"btc_index", //交易对
        "a":[["50000","0.1"],["50001","0.2"]],    //ask 卖单队列， [价格，数量]
        "b":[["49999","0.1"],["48888","0.2"]],   //bid 买单队列
        "t": 123456789 // 时间戳
    }
}