お知らせ WebSocket Order Book Updates for Perpetual and Spot

WebSocket Order Book Updates for Perpetual and Spot

2025-04-27 09:13:10 UTC 136346 読む

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To further enhance the accuracy and synchronization efficiency of order book data, we have made significant optimizations to the WebSocket order book push logic for perpetual futures and spot trading. The specific details are as follows:

**Feature Update Description**
**1. New Level Identifier Field "l" ** **Added to** **perpetual** **Futures Order Book Channel Pushing**
**Update Scope:** Channels futures.order_book and futures.order_book_update
**Update Description:**
A new field **l** (level) has been added to indicate the order book level parameter specified by the user at the time of subscription.
**Example:**
For subscription parameters ["BTC_USDT", "5", "0"] , the pushed data will include "l":"5", signifying that the current data is based on the depth of 5 levels.

```
{"channel":"futures.order_book","event":"all","result":{"asks":[{"p":"94364.1","s":41549},{"p":"94364.2","s":2201},{"p":"94366","s":281},{"p":"94366.1","s":938},{"p":"94367","s":212}],"bids":[{"p":"94364","s":10000},{"p":"94362.3","s":2},{"p":"94362","s":10},{"p":"94360.4","s":2},{"p":"94359.2","s":59}],"contract":"BTC_USDT","id":81045888518,"l":"5","t":1745721460828},"time":1745721460,"time_ms":1745721460831}
```
**Deployment Status:**
 Live Trading Environment: Deployed

**2. New Level Identifier Field "l" Added to Spot Order Book Channel Pushing**
**Update Scope:** Channel spot.order_book
**Update Description:** The definition of the **l** field pushed in the spot channel is fully aligned with that of the futures market.
**Deployment Status:**
Testnet Environment: Deployed
Live Trading Environment: Pending
**Spot Testnet WebSocket URL:** wss://ws-testnet.gate.io/v4/ws/spot

**3. Logic Optimization for Spot Order Book Update Channel**
**Update Scope:** spot.order_book_update
**Update Description:** Dynamic Switching between Incremental and Full Push: The system will push full order book data at irregular intervals.
**New Full Data Identifier Field full :**
full=true : The current message contains full depth data and must overwrite the local order book to ensure consistency;
full=false : Incremental data push, not returned by default.
**Deployment Status:**
Testnet Environment: Deployed
Live Trading Environment: Pending
 **Spot Testnet WebSocket URL:** wss://ws-testnet.gate.io/v4/ws/spot

**Adaptation Recommendations**
The above-mentioned spot-related features have been fully deployed to the testnet environment. Please ensure to complete verification through the methods mentioned above before using the live trading environment to mitigate any potential impact.
We will continue to update the deployment status, and spot-related features are expected to be deployed to the live trading environment by April 29, 2025.
Thank you for your continued support and trust. We will keep optimizing the product experience, and please stay tuned for further updates.

<sp>
Gate.io Team
April 27, 2025
<sp>
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WebSocket Order Book Updates for Perpetual and Spot

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