Subscribe Market Depth Data

market.$contract_code.depth.$type

Signature verification: No

Interface permission: Read

Rate Limit: For public interface to get market data such as Get Kline data, Get Market Data Overview, Get Contract Information,Get market in-depth data, Get premium index Kline, Get real-time forecast capital rate kline, Get basis data, Get the last Trade of a Contract and so on： For websocket: The rate limit for “req” request is 50 times at once. No limit for “sub” request as the data will be pushed by sever voluntarily.

Interface description: The interface supports cross margin mode and isolated margin mode. The request parameter "contract_code" supports the contract code of futures, in that the format is BTC-USDT-210625; and supports contract type: BTC-USDT, BTC-USDT-CW, BTC-USDT-NW, BTC-USDT-CQ, BTC-USDT-NQ.

Subscription Address

Environment	Address
Online	wss://api.sunx.io/ws/v1/market
Online (preferred by aws customers)	wss://api.sunx.io/ws/v1/market

Subscription Parameter

Parameter	Data Type	Required	Description	Value Range	Default Value
contract_code	string	true	contract code or contract type	swap: "BTC-USDT"... , future: "BTC-USDT-210625" ... or BTC-USDT-CW, BTC-USDT-NW, BTC-USDT-CQ, BTC-USDT-NQ
type	string	true	Depth Type	Get depth data within step 150, use step0, step1, step2, step3, step4, step5, step14, step15, step16, step17（merged depth data 0-5,14-17）；when step is 0，depth data will not be merged; Get depth data within step 20, use step6, step7, step8, step9, step10, step11, step12, step13, step18, step19(merged depth data 7-13,18-19); when step is 6, depth data will not be merged.

Notes: When clients choose merged depth data, WebSocket server will only display the merged price within price steps in order book. Please note that the merged depth price will not make any change on the actual order price. step16, step17, step18, and step19 are only for SHIB-USDT contract, and the other contracts is not supported now. steps between step1 and step5, step14 and step17 are merged orderbook data of step 150. steps between step7 and step13, step18, step19 are merged orderbook data of step 20. Details are below: Depth precision step16、step18 0.0000001 step17、step19 0.000001 step1、step7 0.00001 step2、step8 0.0001 step3、step9 0.001 step4、step10 0.01 step5、step11 0.1 step14、step12 1 step15、step13 10

Data Update

Parameter	Data Type	Required	Description	Value Range
ts	string	true	Time of Respond Generation, Unit: Millisecond
ch	long	true	Data channel, Format： market.period
<tick>		false
mrid	long	true	Order ID
id	long	true	tick ID
asks	object	false	Sell,[price(Ask price), vol(Ask orders (cont.) )], price in ascending sequence
bids	object	false	Buy,[price(Bid price), vol(Bid orders(Cont.))], Price in descending sequence
ts	long	true	Timestamp for depth generation; generated once every 100ms, unit: millisecond
version	long	true	version ID
ch	string	true	Data channel, Format： market.period
</tick>		false

Subscription Example

{
  "sub": "market.BTC-USDT.depth.step0",
  "id": "id5"
}

Example of a Successful Subscription

{
  "id": "id1",
  "status": "ok",
  "subbed": "market.BTC-USDT.depth.step0",
  "ts": 1489474081631
}

Example of a Data Update

{
  "ch": "market.BTC-USDT.depth.step6",
  "ts": 1603707576468,
  "tick": {
    "mrid": 131596447,
    "id": 1603707576,
    "bids": [
      [
        13071.9,
        38
      ],
      [
        13068,
        5
      ]
    ],
    "asks": [
      [
        13081.9,
        197
      ],
      [
        13099.7,
        371
      ]
    ],
    "ts": 1603707576467,
    "version": 1603707576,
    "ch": "market.BTC-USDT.depth.step6"
  }
}

Example of a Subscription Cancellation

{
  "unsub": "market.BTC-USDT.depth.step0",
  "id": "id5"
}