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. The depth copy is pushed every 500ms when it has changed, or every 10s when unchanged.

This is the merged (onshore + offshore) depth. See also Reality Orderbook Segmented Channel, which breaks down onshore and offshore quantities separately.

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

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

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"]
    ]
  }
}