Анонсы Gate Spot Depth Channel Upgrade Announcement

Gate Spot Depth Channel Upgrade Announcement

2025-05-30 08:56:54 UTC 127452 Прочли

[//]:content-type-MARKDOWN-DONOT-DELETE
To enhance the trading experience, Gate will soon launch a new depth channel **spot.obu** for spot trading. This new channel features optimized push logic and expanded depth levels. The details are as follows:

**1. Channel Details**
* Name：spot.obu
* Parameter format：ob.{symbol}.{level}
* Examples：
ob.BTC_USDT.400（400 level）、ob.BTC_USDT.50（50 level）
* Levels and update frequency:
400 levels: updated every 100ms
50 levels: updated every 20ms

**2.Subscription and Push Rules**
**1. Full Depth Push (full=true)**
When the channel pushes a full depth update, the received depth data should completely replace the local depth, and the depth ID must be updated to the **u** field from the message. The server may resend full depth updates.
* Upon subscribing to the channel, the first push will always be a full depth update.

**2. Incremental Depth Push (full=false)**
Incremental depth messages do not include the "full" field. Instead, the message contains "U" (the starting depth ID) and "u" (the ending depth ID).
* If U = local depth ID + 1, the depth update is continuous:
	* Replace the local depth ID with the "u" value from the message.
	* If the "a" and "b" fields in the update are not empty, update the corresponding ask/bid sizes by price (level[0] is price, level[1] is size). If level[1] = "0", remove the corresponding price level from the local depth.
* If U ≠ local depth ID + 1, the depth data is not continuous. In this case, unsubscribe from the symbol and resubscribe to obtain an initial full depth snapshot.

**3. Subscription Limits**
For the same depth stream of the same currency pair, only one subscription per connection is allowed. Duplicate subscriptions will return an error, e.g.:

```
{ "error": { "code": 2, "message": "Alert sub ob.BTC_USDT.50" } }
```

**3. Examples of Operations and Data Push**

**1.Subscription**

**1.1Subscription request example**

```
from websocket import create_connection 
import json

ws = create_connection("wss://ws-testnet.gate.io/v4/ws/spot")

subscribe_msg = {"time": 1748572393, "channel": "spot.obu", "event": "subscribe", "payload": ["ob.BTC_USDT.50"]}

ws.send(json.dumps(subscribe_msg))
print(ws.recv())
```

**1.2 Subscription success response example**

```
{"time":1748572394,"time_ms":1748572394271,"conn_id":"b61f70b2e6bcca91","trace_id":"d2e2d92c3a7eabc3d5be52514ef508d2","channel":"spot.obu","event":"subscribe","payload":["ob.BTC_USDT.50"],"result":{"status":"success"},"requestId":"d2e2d92c3a7eabc3d5be52514ef508d2"}
```

**1.3  depth push example**

```
{"channel":"spot.obu","result":{"t":1748572394325,"full":true,"s":"ob.BTC_USDT.50","u":28606981,"b":[["105958.9","0.00908"],["105953.2","0.02426"],["105942.6","0.02074"],["105937.7","0.0099"],["105932","0.01731"],["105927.1","0.01796"],["105921.4","0.02041"],["105893.2","0.01265"],["105872","0.01895"],["70000","0.00005"],["49000.1","0.0002"],["66","0.05"]],"a":[["106009.9","0.01555"],["106038.1","0.00648"],["106048.7","0.01751"],["106059.3","0.00198"],["106080.5","0.01861"],["106091.1","0.02018"],["106101.7","0.01548"],["106112.3","0.01776"],["106122.9","0.01546"],["106133.5","0.02117"]]},"time_ms":1748572394325,"event":"update"}
```

**1.4 Incremental push example**

```
{"channel":"spot.obu","result":{"t":1748572395237,"s":"ob.BTC_USDT.50","u":28606989,"U":28606988,"b":[["66","0"]],"a":[["106009.9","0"]]},"time_ms":1748572395237,"event":"update"}
```

**2. Unsubscribe**

**2.1 Unsubscribe request example**

```
from websocket import create_connection 
import json

ws = create_connection("wss://ws-testnet.gate.io/v4/ws/spot")

unsubscribe_msg = {"time": 1747054611, "channel": "spot.obu", "event": "unsubscribe", "payload": ["ob.BTC_USDT.50"]}

ws.send(json.dumps(unsubscribe_msg)) 
print(ws.recv())
```

**2.2 Unsubscribe response example**

```
{"time": 1743673617,"time_ms": 1743673617242,"id": 1,"conn_id": "7b06ff199a98ab0e","trace_id": "8f86e4021a84440e502f73fde5b94918","channel": "spot.obu","event": "unsubscribe","payload": ["ob.BTC_USDT.50"],"result": {"status": "success"}}
```

**4. Testnet Notice**

This feature has been launched on the spot testnet. Please connect for testing via the following URL:
WebSocket spot testnet URL:
wss://ws-testnet.gate.io/v4/ws/spot

Please adjust your integration according to the new rules. If you have any questions, please contact our support team.

<sp>
Gate Team
May 30th, 2025
<sp>
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