Order Book Incremental Update

Subscribe to incremental changes in futures order book for local maintenance.

Subscription Format

{symbol}@order_book_update

Subscribe Request

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

Push Data Fields

Field	Type	Description
s	string	Contract symbol
U	int64	First update ID
u	int64	Last update ID
b	array	Bid changes [price, quantity]
a	array	Ask changes [price, quantity]
t	int64	Timestamp

Important

Quantity "0" means delete that price level

Push Example

{
  "action": "order_book_update",
  "result": {
    "s": "BTCUSD",
    "U": 1000,
    "u": 1005,
    "b": [
      ["50100.00", "10"],
      ["50090.00", "5"]
    ],
    "a": [
      ["50120.00", "8"],
      ["50130.00", "0"]
    ],
    "t": 1736163000000
  }
}