BBO (Best-bid-offer) Subscription

Info

• The push delay of this method is: real-time

BBO (Best-bid-offer) Subscription

• Method: bbo.subscribe
• Parameters:

Parameter Name	Required	Type	Notes
market_list	true	[]string	List of market names

• Example:

// Subscribe to a singular market
{
    "method": "bbo.subscribe",
    "params": {"market_list": ["BTCUSDT"]},
    "id": 1
}

// Subscribe to multiple markets
{
    "method": "bbo.subscribe",
    "params": {"market_list": ["BTCUSDT", "ETHUSDT"]},
    "id": 1
}

BBO (Best-bid-offer) Update Push

• Method: bbo.update
• Parameters:

Parameter Name	Type	Notes
market	string	Market name
updated_at	int	Timestamp (millisecond)
best_bid_price	string	Best bid price
best_bid_size	string	Best bid size
best_ask_price	string	Best ask price
best_ask_size	string	Best ask size

• Example

{
    "method": "bbo.update",
    "data": {
        "market": "BTCUSDT",
        "updated_at": 1642145331234,
        "best_bid_price": "20000",
        "best_bid_size": "0.1",
        "best_ask_price": "20001",
        "best_ask_size": "0.15"
    },
    "id": null
}

Cancel BBO (Best-bid-offer) Subscription

• Method: bbo.unsubscribe

Parameter Name	Required	Type	Notes
market_list	true	[]string	List of market names. Empty list to unsubscribe to all markets.

• Example:

// Unsubscribe to a singular market
{
    "method": "bbo.unsubscribe",
    "params": {"market_list": ["ETHUSDT"]},
    "id": 1
}

// Unsubscribe to multiple markets
{
    "method": "bbo.unsubscribe",
    "params": {"market_list": ["BTCUSDT", "ETHUSDT"]},
    "id": 1
}

// Unsubscribe to all markets
{
    "method": "bbo.unsubscribe",
    "params": {"market_list": []},
    "id": 1
}