RPI Orderbook

Subscribe to the orderbook stream including RPI quote

Depths

Spot:
Level 50 data, push frequency: 100ms

Topic:
orderbook.rpi.{symbol} e.g., orderbook.rpi.BTCUSDT

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. Sorted by price in descending order
>> b[0]	string	Bid price
>> b[1]	string	None RPI bid size The delta data has size=0, which means that all quotations for this price have been filled or cancelled
>> b[2]	string	RPI bid size When a bid RPI order crosses with a non-RPI ask price, the quantity of the bid RPI becomes invalid and is hidden
> a	array	Asks. For snapshot stream. Sorted by price in ascending order
>> a[0]	string	Ask price
>> a[1]	string	None RPI ask size The delta data has size=0, which means that all quotations for this price have been filled or cancelled
>> a[2]	string	RPI ask size When an ask RPI order crosses with a non-RPI bid price, the quantity of the ask RPI becomes invalid and is hidden
> 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 You can use this field to compare different levels orderbook data, and for the smaller seq, then it means the data is generated earlier.
cts	number	The timestamp from the matching engine when this orderbook data is produced. It can be correlated with T from public trade channel

Subscribe Example

{
    "op": "subscribe",
    "args": [
        "orderbook.rpi.BTCUSDT"
    ]
}

Subscribe Success Response

{
    "success": true,
    "ret_msg": "subscribe",
    "conn_id": "f6b17b77-48b6-4c5c-b5ec-4a1c733f5763",
    "op": "subscribe"
}

Response Example

{
    "topic": "orderbook.rpi.BTCUSDT",
    "ts": 1752472188075,
    "type": "delta",
    "data": {
        "s": "BTCUSDT",
        "b": [
            [
                "121975.1",
                "0.114259",
                "0"
            ],
            [
                "121969.9",
                "0",
                "0"
            ],
            [
                "121960.5",
                "0",
                "0.163986"
            ]
        ],
        "a": [
            [
                "121990.8",
                "0.441585",
                "0.78821"
            ],
            [
                "121996.1",
                "0.016393",
                "0"
            ],
            [
                "122018.5",
                "0",
                "0"
            ]
        ],
        "u": 2258980,
        "seq": 79683241099
    },
    "cts": 1752472188067
}