Orderbook (Depth) - TickDB Docs

Messages

WSS

/

v1

/

realtime

Plan Access

Plan	Available
Free	❌
Starter	✅
Professional	✅
Full-Market Plans (A-Shares, HK Stocks, US Stocks)	✅
Enterprise	✅

Supported Markets

Supported markets: US Stocks, HK Stocks, A-Shares, China Futures, Crypto

{
  "cmd": "subscribe",
  "data": {
    "channel": "depth",
    "symbols": ["AAPL.US", "BTCUSDT"]
  }
}

type applies to every symbol in that subscription. Omit it when subscribing to mixed product types. If a symbol is ambiguous, split the request by product type and pass the corresponding value.

Unsubscribe

{
  "cmd": "unsubscribe",
  "data": {
    "channel": "depth",
    "symbols": ["AAPL.US"]
  }
}

Server Response

{
  "cmd": "depth",
  "data": {
    "symbol": "BTCUSDT",
    "bids": [
      ["43250.50", "0.125"],
      ["43250.00", "0.250"]
    ],
    "asks": [
      ["43251.00", "0.180"],
      ["43251.50", "0.320"]
    ],
    "timestamp": 1703123456789
  }
}

Fields

Field	Type	Description
symbol	string	Trading symbol
bids	array	Bid levels: `[price, quantity]`
asks	array	Ask levels: `[price, quantity]`
timestamp	int	Server timestamp in ms

Ordering

bids: price descending
asks: price ascending

Messages

api_key

type:httpApiKey

Subscribe/Unsubscribe to Orderbook

type:object

Subscribe or unsubscribe to real-time order book depth updates

Orderbook Data

type:object

Real-time order book depth data pushed from server