Public

Reality Orderbook Segmented Channel

Description

Subscribe to real-time segmented depth data of a specified Reality (US stock) trading pair (up to 50 levels). Each price level reports onshore (internal) and offshore (external) quantities separately.

Every push is a full snapshot (snapshot). The depth copy is pushed every 500ms when it has changed, or every 10s when unchanged.

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-segmented",
            "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-segmented`
> symbol	String	Yes	Symbol name e.g., `RAAPLUSDT`


Code
{
  "event": "subscribe",
  "arg": {
    "instType": "UTA",
    "topic": "reality-orderbook-segmented",
    "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-segmented`
> symbol	String	Symbol name
code	String	Error code
msg	String	Error message


Code
{
  "arg": {
    "instType": "UTA",
    "topic": "reality-orderbook-segmented",
    "symbol": "RAAPLUSDT"
  },
  "action": "snapshot",
  "ts": 1740000000000,
  "data": {
    "a": [
      ["227.55", "60", "20"],
      ["227.60", "200", "100"]
    ],
    "b": [
      ["227.50", "80", "20"],
      ["227.45", "250", "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-segmented`
> 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, onshore qty, offshore qty], sorted by price in ascending order
> > a[0]	String	Sell price
> > a[1]	String	Sell onshore (internal) quantity
> > a[2]	String	Sell offshore (external) quantity
> b	List<Array>	Buy bids. Each item is [price, onshore qty, offshore qty], sorted by price in descending order
> > b[0]	String	Buy price
> > b[1]	String	Buy onshore (internal) quantity
> > b[2]	String	Buy offshore (external) quantity

Reality Orderbook 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-segmented

> 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-segmented

> symbol

String

Symbol name

code

String

Error code

msg

String

Error message

{
  "arg": {
    "instType": "UTA",
    "topic": "reality-orderbook-segmented",
    "symbol": "RAAPLUSDT"
  },
  "action": "snapshot",
  "ts": 1740000000000,
  "data": {
    "a": [
      ["227.55", "60", "20"],
      ["227.60", "200", "100"]
    ],
    "b": [
      ["227.50", "80", "20"],
      ["227.45", "250", "0"]
    ]
  }
}

Return Field

Parameter Type

Description

arg

Object

Subscribed channel

> instType

String

Product type
Fixed to UTA

> topic

String

Topic
Fixed to reality-orderbook-segmented

> 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, onshore qty, offshore qty], sorted by price in ascending order

> > a[0]

String

Sell price

> > a[1]

String

Sell onshore (internal) quantity

> > a[2]

String

Sell offshore (external) quantity

> b

List<Array>

Buy bids. Each item is [price, onshore qty, offshore qty], sorted by price in descending order

> > b[0]

String

Buy price

> > b[1]

String

Buy onshore (internal) quantity

> > b[2]

String

Buy offshore (external) quantity