Orderbook

Get different depth

Covers: USDT Perpetual, USDC Perpetual, Inverse Perpetual, Inverse Future, Option

info

• Once subscribe successfully, you will receive a snapshot first.
• For snapshot stream, it is sort by order price, which bids is from highest to lowest and asks is from lowest to highest
• Websocket will keep pushing delta message when orderbook is changed.
• If you receive a new snapshot data, it is necessary to reset your local orderbook.
• If there is a problem in bybit end, it will re-send a snapshot, which is promised the latest and accurate.

tip

Linear & inverse level 1 data: if 3 seconds have elapsed without a change in the orderbook, a snapshot message will be pushed again.

Linear & Inverse:

• Level 1 data, push frequency: 10ms
• Level 50 data, push frequency: 20ms
• Level 200 data, push frequency: 100ms
• Level 500 data, push frequency: 100ms

Option:

• Level 25 data, push frequency: 20ms
• Level 100 data, push frequency: 100ms

Topic: (note: option has 25 & 100 level only)
orderbook.{depth}.{symbol} e.g., orderbook.1.BTCUSDT

Response Parameters

Parameter	Type	Comments
topic	string	Topic name
type	string	Message type. snapshot,delta
ts	number	The timestamp (ms) that system generates the data.
data	Object
> s	String	Symbol name
> b	array<array>	Bid array
>> b[0][0]	string	Bid price
>> b[0][1]	string	Bid size
> s	array<array>	Ask array
>> s[0][0]	string	Ask price
>> s[0][1]	string	Ask size
> u	number	Update id, is always in sequence. Occasionally, you'll receive "u"=1, which is a snapshot data due to the restart of the service. So please overwrite the locally saved orderbook
> seq	number	Cross sequence (internal value)

Subscription Example

JSON subscription message

{
    "op": "subscribe",
    "args": [
    "orderbook.50.BTCUSDT"
    ],
    "req_id": "test" // optional
}

Stream Example

orderbook-snapshot

{
    "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
    }
}

orderbook-delta

{
    "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
}
}