Orderbook Partial. Depth Stream

The OrderbookDepthUpdate event is available in the orderbookDepthStream room (see WebSocket Rooms & Events) is a stream of the orderbook partial depth at a 100ms interval. The exchange supports depth levels 5, 10, 20 and 50. If no depth is provided in the subscription request, the top 5-level depth will be received by default. The payload contains the following data:

  symbol: string;
  orderbookUpdateId: number;
  depth: number;
  asks: string[][];
  bids: string[][];