Reality Orderbook Channel

Description

Subscribe to real-time depth data of a specified Reality (US stock) trading pair.

Every push is a full snapshot (snapshot). The depth data returned is raw (unaggregated) depth.

Access requirements

• This channel requires API Key authentication. You must contact your Business Development (BD) representative in advance to apply for whitelist access.

Request

{
    "op": "subscribe",
    "args": [
        {
            "instType": "UTA",
            "topic": "reality-orderbook",
            "symbol": "RAAPLUSDT"
        }
    ]
}

Request Parameters

Parameters	Type	Required	Description
op	String	Yes	Operation subscribe Subscribe unsubscribe Unsubscribe
args	List<Object>	Yes	Subscribed channel
> instType	String	Yes	Product type Fixed to UTA
> topic	String	Yes	Topic Fixed to reality-orderbook
> symbol	String	Yes	Symbol name e.g., RAAPLUSDT

Response

{
  "event": "subscribe",
  "arg": {
    "instType": "UTA",
    "topic": "reality-orderbook",
    "symbol": "RAAPLUSDT"
  }
}

Response Parameters

Parameters	Type	Description
event	String	Event subscribe Subscribe unsubscribe Unsubscribe error Parameter error
arg	Object	Subscribed channel
> instType	String	Product type Fixed to UTA
> topic	String	Topic Fixed to reality-orderbook
> symbol	String	Symbol name
code	String	Error code
msg	String	Error message

Push

{
  "arg": {
    "instType": "UTA",
    "topic": "reality-orderbook",
    "symbol": "RAAPLUSDT"
  },
  "action": "snapshot",
  "ts": 1740000000000,
  "data": [
    {
      "symbol": "RAAPLUSDT",
      "a": [
        ["227.55", "80"],
        ["227.60", "300"]
      ],
      "b": [
        ["227.50", "100"],
        ["227.45", "250"]
      ],
      "pseq": "0",
      "seq": "0",
      "ts": "0"
    }
  ]
}

Push Parameters

Return Field	Parameter Type	Description
arg	Object	Subscribed channel
> instType	String	Product type Fixed to UTA
> topic	String	Topic Fixed to reality-orderbook
> symbol	String	Symbol name
action	String	Data push action snapshot Full push
ts	String	Data push timestamp A Unix timestamp in milliseconds
data	List<Object>	Subscribed data
> symbol	String	Symbol name
> a	List<Array>	Sell asks. Each item is [price, size], sorted by price in ascending order
> > a[0]	String	Sell price
> > a[1]	String	Sell quantity
> b	List<Array>	Buy bids. Each item is [price, size], sorted by price in descending order
> > b[0]	String	Buy price
> > b[1]	String	Buy quantity
> pseq	String	The serial number of the previous push
> seq	String	Serial number
> ts	String	Fixed to 0, not currently in use