Subscribe Incremental Order Book

API Description

This Websocket API provides real-time incremental order book for spot market instrument, streaming live bids and asks data.

Note: Incremental Order Book data is only available via Websocket API.

Precautions

1. This interface provides an incremental order book with sequence numbers. If there are no changes in the market in certain sequence, the response will include empty asks or bids accordingly.
2. Only method 2 is available to achieve this functionality.

Authentication

This is a public Websocket and does not require authentication. For details on using the Websocket API, please refer to Introduction > Authentication & Code Snippet > Spot > Websocket Public Interface > Method 2

Websocket URL

wss://ws.futurescw.com

Frequency Limit

None

Subscription Parameters

Parameter	Mandatory	Type	Description
event	true	String	Subscribe or unsubscribe: sub: subscribe, unsub: unsubscribe. Note: This parameter is case-sensitive.
params	true	Json	Requested parameter objects including:
-biz	true	String	Specifies the channel, e.g., "exchange". Note: Lowercase is recommended.
-type	true	String	Defines the function type, e.g., "depth". Note: Lowercase is recommended.
-pairCode	true	String	Currency pair ID, i.e., 78 : BTC_USDT Note: The mapping between currency pair ID and trading instrument can be obtained through Get 24H Trade Summary for All Instrumentsinterface.

Response Parameters

Parameter	Type	Description
biz	String	Channel name, e.g., "exchange".
pairCode	String	Currency pair ID, i.e., 78 : BTC_USDT Note: The mapping between currency pair ID and trading instrument can be obtained through Get 24H Trade Summary for All Instruments interface.
channel	String	Subscription type, e.g., "subscribe".
type	String	Message type, e.g., "depth".
-result	Boolean	Result of the subscription request: true/false.
data	Json	Data object, containing the following fields:
-startSeq	Long	Starting sequence number of depth update.
-endSeq	Long	Ending sequence number of depth update.
-asks	Array	Sell-side depth
-	String	Price in quote currency
-	String	Quantity in base currency
-	String	Sequence number
-bids	Array	Buy-side depth
-	String	Price in quote currency
-	String	Quantity in base currency
-	String	Sequence number

Subscription Example

The following Python code shows how to subscribe incremental order book for BTC-USDT.

Note: For a complete code example, please refer to Introduction > Authentication & Code Snippet > Spot > Websocket Public Interface > Method 2.

url = "wss://ws.futurescw.com"
subscription_params =  {"event":"sub",
			"params":{"biz":"exchange",
			"type":"depth",
			"pairCode":"78"}}  # "78" : BTC-USDT
SpotWebsocketPublic(url, subscription_params)  # the function SpotWebsocketPublic() is defined in section (Introduction > Authentication & Code Snippet > Spot > Websocket Public Interface > Method 2)

Note: For a complete Java code example, please refer to Introduction > Authentication & Code Snippet > Spot > Websocket Public Interface > Method 2.

Response Example

The following is an example response returned by the above Python subscription. The Websocket subscription will keep updating the incremental order book in real-time. For brevity, only the initial response is provided below:

{"biz":"exchange","pairCode":"78","data":{"result":true},"channel":"subscribe","type":"depth"}

{"biz":"exchange","pairCode":"78","data":
"{\"startSeq\":4999544967,\"endSeq\":4999544973,
\"asks\":[
[\"94734.66\",\"0.1137\",\"4999544972\"],
[\"94733.65\",\"0.0685\",\"4999544971\"],
[\"94732.06\",\"0.0000\",\"4999544970\"]],
\"bids\":[
[\"94730.63\",\"0.0903\",\"4999544967\"],
[\"94728.84\",\"0.0554\",\"4999544973\"]]}","type":"depth"},......