Partial Book Depth Streams

Type: NONE

WS orderbook:<symbol>

Status: Implemented. Binance equivalent: <symbol>@depth<levels> (snapshots) and <symbol>@bookTicker (read the first level). There is no diff-depth stream (<symbol>@depth) — every message is a full top-30 snapshot.

Subscribe

{ "type": "subscribe", "channel": "orderbook:BTCUSDT" }

Payload (snapshot immediately, then every 500 ms while the book changes)

{
  "type": "orderbook",
  "symbol": "BTCUSDT",
  "bids": [ { "price": "97500.00", "size": "1.25" }, { "price": "97499.50", "size": "0.80" } ],
  "asks": [ { "price": "97501.00", "size": "0.60" }, { "price": "97502.00", "size": "2.30" } ],
  "timestamp": 1741298500000
}

Field	Notes
bids / asks	Up to 30 levels each as {price, size} objects (the REST depth endpoint uses [price, qty] arrays). Bids descending, asks ascending.
timestamp	Snapshot time in ms

Empty bids / asks arrays mean the local book is empty (cold start or thin market); the message is suppressed while both sides are empty.