Public

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.

Complete depth data is available during both trading sessions and non-trading sessions.

Access requirements

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


Code
{
    "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`


Code
{
  "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


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

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	Object	Subscribed data
> 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

Strategy Order Channel SBE Introduction

Parameters

Type

Required

Description

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

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

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

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

String

Data push timestamp
A Unix timestamp in milliseconds

data

Object

Subscribed data

> 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