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.

For the merged (onshore + offshore) depth, see Reality Orderbook Channel.

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-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

Response

{
  "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

Push

{
  "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