Book
Perps WebSocket order book updates.
WSS
The book channel pushes a full snapshot every 100 ms for each subscribed
instrument. Subscribe to
book::{iid} for the top 20 bid and ask levels, or
opt in to book::{iid}::50 for the top 50 levels per side. The 50-level form
provides deeper order book visibility than the default snapshot.
Each push replaces the prior state; it is not a delta. Levels in data.b are
sorted from highest to lowest price, and levels in data.a are sorted from
lowest to highest price. If a side has fewer levels than the selected depth,
the snapshot includes all available levels on that side.
Allowed depths are exactly 20 and 50.
book::{iid}::20 is an alias of
book::{iid}; updates for either subscription use the canonical
ch: "book::{iid}". Updates for book::{iid}::50 use
ch: "book::{iid}::50". Other suffixes are rejected like any unknown channel
with {"status":"err","error":"invalid channel"} in the response data
array. You can subscribe to both depths on one connection, and each counts as
one subscription toward the per-connection limit.