Topic: bborpi@{symbol}
Push interval: 10msSubscribe to the BBO of the book with both non-RPI and RPI orders.
{
"id": .....
"cmd": "SUBSCRIBE",
"params": ["bborpi@SPOT_BTC_USDT"]
}
{
"topic": "bborpi@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
}
}
Public Market Data
BBO (RPI)
{
"id": .....
"cmd": "SUBSCRIBE",
"params": ["bborpi@SPOT_BTC_USDT"]
}
{
"topic": "bborpi@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
}
}
Topic: bborpi@
Push interval: 10msSubscribe to the BBO of the book with both non-RPI and RPI orders.