深度
訂閱不同深度的推送
信息
- 訂閱成功後,會立即得到一個當前快照包的推送消息.
- websocket將會繼續推送這些增量數據. 收到snapshot的報文,就需要重置本地的orderbook.
snapshot
=全量orderbook,delta
=增量orderbook- 如果因為Bybit服務原因,會重新發送snapshot報文,該報文已保證是最新且準確的.
提示
1檔數據: 若3秒內無變化,將會再次推送snapshot數據.
- 1 檔數據, 推送頻率: 10ms
- 50 檔數據, 推送頻率: 20ms
- 200 檔數據, 推送頻率: 100ms
Topic:
orderbook.{depth}.{symbol}
e.g., orderbook.1.BTCUSDT
響應參數
參數 | 類型 | 說明 |
---|---|---|
topic | string | Topic名 |
type | string | 數據類型. snapshot ,delta |
ts | number | 行情服務生成數據的時間戳 (毫秒) |
data | array | Object |
> s | string | 合約名稱 |
> b | array | Bid, 買方. 按照價格從大到小 |
>> b[0] | string | 買方報價 |
>> b[1] | string | 買方數量 |
> a | array | Ask, 賣方. 按照價格從小到大 |
>> a[0] | string | 賣方報價 |
>> a[1] | string | 賣方數量 |
u | integer | 更新id, 一般情況下該id是連續的。偶爾會因後台的重啟而發送"u"=1的全量數據,接收到後請覆蓋本地保存的orderbook |
seq | integer | 撮合版本號 |
訂閱示例
{
"op": "subscribe",
"args": [
"orderbook.50.BTCUSDT"
],
"req_id": "test" // optional
}
推送示例
- orderbook-snapshot
- orderbook-delta
{
"topic": "orderbook.50.BTCUSDT",
"type": "snapshot",
"ts": 1671179923028,
"data": {
"s": "BTCUSDT",
"b": [
[
"17440.00",
"40.833"
],
[
"17439.50",
"0.513"
],
...
[
"17416.00",
"6.156"
],
[
"17415.50",
"32.268"
]
],
"a": [
[
"17440.50",
"78.815"
],
[
"17441.00",
"8.858"
],
...
[
"17464.50",
"4.901"
],
[
"17465.00",
"5.744"
]
],
"u": 13079592,
"seq": 22520573250
}
}
{
"topic": "orderbook.50.BTCUSDT",
"type": "delta",
"ts": 1671179923046,
"data": {
"s": "BTCUSDT",
"b": [],
"a": [
[
"17440.50",
"78.857"
],
[
"17442.00",
"1.510"
]
],
"u": 13079593,
"seq": 22520573262
}
}