Get order book
Retrieve order book of the instrument. The data will be updated once every 50 milliseconds. Best ask price may be lower than the best bid price during the pre-open period. This endpoint does not return data immediately. Instead, it returns the latest data once the server-side cache has been updated.
Query parameters
instId
Instrument ID, e.g. BTC-USDT
sz
Order book depth per side. Maximum 400, e.g. 400 bids + 400 asks Default returns to 1 depth data
Response
Successful response
code
Result code. 0 means success; any other value is an error code.
msg
Error message. Empty on success.
data