RPI Depth Channel

Description

Push RPI (Retail Price Improvement) depth data. rpi-books is the full depth channel, rpi-books1 is the 1-level channel, rpi-books5 is the 5-level channel, and rpi-books50 is the 50-level channel:

• rpi-books corresponds to full-depth data, the first push is the full data snapshot, subsequent pushes are incremental updates: update

• rpi-books1 corresponds to 1-level depth data, every push: snapshot

• rpi-books5 corresponds to 5-level depth data, every push: snapshot

• rpi-books50 corresponds to 50-level depth data, every push: snapshot

• rpi-books1 push frequency: 10ms

• rpi-books5 push frequency: 100ms

• rpi-books50 push frequency: 100ms

• rpi-books push frequency: 100ms

Sequence Number (seq)

• The standard orderbook and the RPI orderbook maintain independent seq rules, each calculated separately.

Code
{
    "op": "subscribe",
    "args": [
        {
            "instType": "usdt-futures",
            "topic": "rpi-books5",
            "symbol": "BTCUSDT"
        }
    ]
}

Code
{
  "event": "subscribe",
  "arg": {
    "instType": "usdt-futures",
    "topic": "rpi-books5",
    "symbol": "BTCUSDT"
  },
  "connId": "xxxxxxxxxx"
}

Code
{
  "data": [
    {
      "a": [
        [
          "3366.8",
          "9",
          "1"
        ],
        [
          "3367",
          "0",
          "1"
        ],
        [
          "3368",
          "8",
          "2"
        ]
      ],
      "b": [
        [
          "3366.1",
          "7",
          "1"
        ],
        [
          "3366",
          "6",
          "1"
        ]
      ],
      "pseq": 0,
      "seq": 1304314508780744705,
      "ts": "1730969017964"
    }
  ],
  "arg": {
    "instType": "usdt-futures",
    "symbol": "BTCUSDT",
    "topic": "rpi-books5"
  },
  "action": "snapshot",
  "ts": 1730969017965
}