Order Book Full Snapshot

Subscribe to periodic complete order book snapshot for futures.

Subscription Format

{symbol}@order_book{N}[@speed]

• N: Depth levels, options: 5, 10, 20, 50, 100
• speed: Push frequency, options: 100ms, 1000ms

Examples

• BTCUSD@order_book20 - 20 levels, default frequency
• BTCUSD@order_book20@100ms - 20 levels, push every 100ms

Subscribe Request

{
  "action": "subscribe",
  "streams": ["BTCUSD@order_book20"]
}

Push Data Fields

Field	Type	Description
event	string	Event type: data
channel	string	Channel: order_book
data.symbol	string	Contract symbol
data.bids	array	Bids [price, quantity]
data.asks	array	Asks [price, quantity]
data.timestamp	int64	Snapshot timestamp
time	int64	Push timestamp

Push Example

{
  "event": "data",
  "channel": "order_book",
  "data": {
    "symbol": "BTCUSD",
    "bids": [
      ["50100.00", "10"],
      ["50090.00", "5"]
    ],
    "asks": [
      ["50120.00", "8"],
      ["50130.00", "12"]
    ],
    "timestamp": 1736163000000
  },
  "time": 1736163000000
}