Best Bid/Ask Price (BBO)
Subscribe to real-time best bid and ask prices for futures.
Subscription Format
{symbol}@book_ticker
Subscribe Request
{
"action": "subscribe",
"streams": ["BTCUSD@book_ticker"]
}
Push Data Fields
| Field | Type | Description |
|---|---|---|
| s | string | Contract symbol |
| u | int64 | Update ID |
| b | string | Best bid price |
| B | string | Best bid quantity |
| a | string | Best ask price |
| A | string | Best ask quantity |
| t | int64 | Timestamp |
Push Example
{
"action": "book_ticker",
"result": {
"s": "BTCUSD",
"u": 123456,
"b": "50100.00",
"B": "10",
"a": "50120.00",
"A": "8",
"t": 1736163000000
}
}