Spread Orderbook

Subscribe to the spread orderbook stream

Depths

Level 25 data, push frequency: 20ms

Topic:
orderbook.{depth}.{symbol} e.g., orderbook.25.SOLUSDT_SOL/USDT

Process snapshot/delta

To process snapshot and delta messages, please follow these rules:

Once you have subscribed successfully, you will receive a snapshot. The WebSocket will keep pushing delta messages every time the orderbook changes. If you receive a new snapshot message, you will have to reset your local orderbook. If there is a problem on Bybit's end, a snapshot will be re-sent, which is guaranteed to contain the latest data.

To apply delta updates:

• If you receive an amount that is 0, delete the entry
• If you receive an amount that does not exist, insert it
• If the entry exists, you simply update the value

See working code examples of this logic in the FAQ.

Response Parameters

Parameter	Type	Comments
topic	string	Topic name
type	string	Data type. snapshot,delta
ts	number	The timestamp (ms) that the system generates the data
data	map	Object
> s	string	Symbol name
> b	array	Bids. For snapshot stream, the element is sorted by price in descending order
>> b[0]	string	Bid price
>> b[1]	string	Bid size The delta data has size=0, which means that all quotations for this price have been filled or cancelled
> a	array	Asks. For snapshot stream, the element is sorted by price in ascending order
>> a[0]	string	Ask price
>> a[1]	string	Ask size The delta data has size=0, which means that all quotations for this price have been filled or cancelled
> u	integer	Update ID Occasionally, you'll receive "u"=1, which is a snapshot data due to the restart of the service. So please overwrite your local orderbook
> seq	integer	Cross sequence
cts	number	The timestamp from the match engine when this orderbook data is produced. It can be correlated with T from public trade channel

Subscribe Example

{
    "op": "subscribe",
    "args": ["orderbook.25.SOLUSDT_SOL/USDT"]
}

Event Example

{
    "topic": "orderbook.25.SOLUSDT_SOL/USDT",
    "ts": 1744165512257,
    "type": "delta",
    "data": {
        "s": "SOLUSDT_SOL/USDT",
        "b": [],
        "a": [
            [
                "22.3755",
                "4.7"
            ]
        ],
        "u": 64892,
        "seq": 299084
    },
    "cts": 1744165512234
}