> ## Documentation Index > Fetch the complete documentation index at: https://developer.wooxpro.com/llms.txt > Use this file to discover all available pages before exploring further. # 【Public】Depth Channel Get depth data ### Pushing Rules 1. No user login required 2. After subscribing, then the changes will be pushed ### Request > Request ```json theme={null} { "action":"subscribe", "args":["futures/depth20:BTCUSDT@200ms"] } ``` Message Format: `{"action":"subscribe","args":["<@speed>"]}` * actions: `subscribe` * channel: Channel name, such as `futures/depth20` * symbol: Trading pair, such as `BTCUSDT` * speed: Update speed, support `200ms` or `100ms` #### Parameters Channel Name List | Channel Name | Description | | :-------------- | :--------------------- | | futures/depth5 | 5 Level Depth Channel | | futures/depth20 | 20 Level Depth Channel | | futures/depth50 | 50 Level Depth Channel | ### Response > Response ```json theme={null} { "group":"futures/depth20:BTCUSDT@200ms", "data":{ "symbol":"BTCUSDT", "way":1, "depths":[ {"price":"5","vol":"97"} ], "ms_t": 1542337219120 } } ``` Return data description: | Field | Type | Description | | :----- | :----- | :----------------------------------------- | | symbol | String | Symbol of the contract(like `BTCUSDT`) | | way | Long | Trading side
-`1`=bid
-`2`=ask | | depths | List | Array of depth details | | ms\_t | Long | Data push timestamp (in millisecond) | **Instruction** Description of the `depths` details field: | Field | Type | Description | | :---- | :----- | :---------- | | price | String | price | | vol | String | volume | *** ## 【Public】Depth-All Channel Return depth data, each push is the full data ### Pushing Rules 1. No user login required 2. After subscribing, then the changes will be pushed ### Request > Request ```json theme={null} { "action":"subscribe", "args":["futures/depthAll20:BTCUSDT@200ms"] } ``` Message Format: `{"action":"subscribe","args":["<@speed>"]}` * channel: Channel name, such as`futures/depthAll20` * symbol: Trading pair, such as`BTCUSDT` * speed: Update speed, support `200ms` or `100ms` Parameters Channel Name List | Channel Name | Description | | :----------------- | :--------------------- | | futures/depthAll5 | 5 Level Depth Channel | | futures/depthAll20 | 20 Level Depth Channel | | futures/depthAll50 | 50 Level Depth Channel | ### Response > Response ```json theme={null} { "data": { "symbol": "BTCUSDT", "asks": [ { "price": "70294.4", "vol": "455" } ], "bids": [ { "price": "70293.9", "vol": "1856" } ], "ms_t": 1730399750402 }, "group": "futures/depthAll20:BTCUSDT@200ms" } ``` Return data description: | Field | Type | Description | | :----- | :----- | :------------------------------------- | | symbol | String | Symbol of the contract（like `BTCUSDT`） | | asks | List | Asks Depth Array | | bids | List | Bids Depth Array | | ms\_t | Long | Data push timestamp (in millisecond) | **Instruction** Description of the `asks` `bids` details field: | Field | Type | Description | | :---- | :----- | :---------- | | price | String | price | | vol | String | volume | *** ## 【Public】Depth-Increase Channel Return depth data, support the creation of a local full depth cache data ### Pushing Rules 1. No user login required 2. After subscribing, the current data will be returned directly, and then the changes will be pushed ### Request > Subscribe Request ```json theme={null} { "action":"subscribe", "args":["futures/depthIncrease20:BTCUSDT@200ms"] } ``` > Full depth snapshot data Request ```json theme={null} { "action": "request", "args":["futures/depthIncrease20:BTCUSDT@200ms"] } ``` Message Format: `{"action":"","args":["<@speed>"]}` * op: `subscribe`=Subscribe, You will receive a message that the subscription is successful, and then you will receive incremental depth data pushed in real time. `request`=Single request for the latest depth snapshot, You will receive a full depth of data immediately. * channel:Channel name, such as `futures/depthIncrease20` * symbol: Trading pair, such as `BTCUSDT` * speed: Update speed, support `200ms` or `100ms` Parameters Channel Name List | Channel Name | Description | | :---------------------- | :--------------------- | | futures/depthIncrease5 | 5 Level Depth Channel | | futures/depthIncrease20 | 20 Level Depth Channel | | futures/depthIncrease50 | 50 Level Depth Channel | ### Response > Full depth snapshot data ```json theme={null} { "data": { "symbol": "BTCUSDT", "asks": [ { "price": "70391.6", "vol": "3550" } ], "bids": [ { "price": "70391.2", "vol": "1335" } ], "ms_t": 1730400086184, "version": 980361, "type": "snapshot" }, "group": "futures/depthIncrease20:BTCUSDT@200ms" } ``` > Incremental depth data ```json theme={null} { "data": { "symbol": "BTCUSDT", "asks": [ { "price": "70395.3", "vol": "341" }, { "price": "70395.4", "vol": "323" } ], "bids": [ { "price": "70391.2", "vol": "0" }, { "price": "70353.4", "vol": "11435" } ], "ms_t": 1730400086194, "version": 980362, "type": "update" }, "group": "futures/depthIncrease20:BTCUSDT@200ms" } ``` Return data description: | Field | Type | Description | | :------ | :----- | :----------------------------------------------------------------------------------------- | | symbol | String | Symbol of the contract (like `BTCUSDT`) | | asks | List | Asks Depth Array | | bids | List | Bids Depth Array | | ms\_t | Long | Data push timestamp (in millisecond) | | version | Long | data version | | type | String | data type
-`snapshot`=Full depth snapshot data
-`update`=Incremental depth data | **Instruction** Description of the `asks` `bids` details field: | Field | Type | Description | | :---- | :----- | :---------- | | price | String | price | | vol | String | volume | ### How to correctly maintain a copy of OrderBook locally: 1. First, the client send a subscription request `{"action": "subscribe", "args": ["futures/depthIncrease20:"] }` 2. After successful subscription, you will receive two types of messages, type=`snapshot`(full data)和type=`update`(update) 3. If a type=snapshot type message is received, update the deep snapshot content to the`local cache`. If there is no `local cache`, create one. 4. If a type=update message is received, update the data in the deep snapshot to `local cache`. The update rules are as follows: * 4.1 If the field version number in the received new message is less than or equal to the version in the local cache(new version\<=local version), this data can be discarded. * 4.2 If the field version number in the new message received is equal to the version in the local cache plus 1(new version==local version+1), the quantity of the corresponding price will be `updated to the local cache`. * 4.3 If the field version number in the new message received is greater than the version in the local cache plus 1(new version>local version+1), please obtain the latest depth snapshot from step 7 and overwrite the `local cache`. 5. The pending order volume in each returned message represents the `absolute value` of the current pending order volume at this price, rather than the relative change. 6. How to update local cache? Under the premise of 4.2: * 6.1 New: If the same price is not already in the local cache, it means that it is a new pending order and needs to be added to the cache. * 6.2 Modify or Remove: If the same price is already in the local cache, it means that the quantity has changed. If the quantity is 0, it will be directly removed from the cache. Otherwise, just change the quantity. 7. Request through request `{"action": "request", "args": ["futures/depthIncrease20:"] } `to obtain the latest depth snapshot (type=snapshot in the message), and add the depth The content in the snapshot is overwritten to the `local cache`, and then the logic continues from step 2. * Abnormal Situation: 1. Because the depth snapshot has a limit on the number of price tiers, price tiers outside the initial snapshot and without quantity changes will not appear in the incremental depth update information. Therefore, even if all updates from the incremental depth are applied, these price brackets will not be visible in the local order book, so there may be some differences between the local order book and the real order book. ## 【Public】Individual Symbol Book Ticker Channel Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol ### Pushing Rules 1. No user login required 2. After subscribing, then the changes will be pushed 3. Real-time push ### Request > Request ```json theme={null} { "action":"subscribe", "args":["futures/bookticker:BTCUSDT"] } ``` Message Format: `{"action":"subscribe","args":[""]}` * actions: `subscribe` * channel: Channel name, such as `futures/bookticker` * symbol: Trading pair, such as `BTCUSDT` ### Response > Response ```json theme={null} { "data": { "symbol": "BTCUSDT", "best_bid_price": "97315", "best_bid_vol": "156", "best_ask_price": "97315.4", "best_ask_vol": "333", "ms_t": 1733891542244 }, "group": "futures/bookticker:BTCUSDT" } ``` Return data description: | Field | Type | Description | | :--------------- | :----- | :------------------------------------- | | symbol | String | Symbol of the contract(like `BTCUSDT`) | | best\_bid\_price | String | Best bid price | | best\_bid\_vol | String | Best bid volume | | best\_ask\_price | String | Best ask price | | best\_ask\_vol | String | Best ask volume | | ms\_t | Long | Data push timestamp (in millisecond) | ***