{
    "topic": "bbo@SPOT_BTC_USDT",
    "ts": 1618820361552,
    "data": {
        "s": "SPOT_BTC_USDT",    // symbol
        "ap": "42598.2",         // best ask price
        "aq": "1.05",            // best ask quantity
        "bp": "42598.1",         // best bid price
        "bq": "2.01"             // best bid quantity
        "ts": 1618820361540      // bbo generation time in engine
    }
}