Dear API users:
In order to further improve our service and reduce latency, we will make the following updates to Demo Trading on April 25, 2022 (UTC) and to Live Trading at 9:00 AM on May 5, 2022 (UTC) at the earliest.
1. New "bbo-tbt" depth channel that sends tick-by-tick Level 1 data will be available on WebSocket API.
2. Data feeds will be delivered every 100ms instead of 200ms for "books5" 5 depth channels.
3. Only API users who're VIP5 and above in trading fee tier are allowed to subscribe to "books-l2-tbt" 400 depth channels.
4. Only API users who're VIP4 and above in trading fee tier are allowed to subscribe to "books50-l2-tbt" 50 depth channels.
The changes will only affect WebSocket API users. Please see details below.
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Depth Channel
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Before
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After
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bbo-tbt
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None
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1. Newly added channel that sends tick-by-tick Level 1 data
2. All API users can subscribe
3. Public depth channel, verification not required
|
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books-l2-tbt
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1. All API users can subscribe
2. Public depth channel, verification not required
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1. Only users who're VIP5 and above can subscribe
2. Identity verification required before subscription
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|
books50-l2-tbt
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1. All API users can subscribe
2. Public depth channel, verification not required
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1. Only users who're VIP4 and above can subscribe
2. Identity verification required before subscription
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|
books
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1. All API users can subscribe
2. Public depth channel, verification not required
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No update
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books5
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1. All API users can subscribe
2. Public depth channel, verification not required
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1. All API users can subscribe
2. Public depth channel, verification not required
3. Data feeds will be delivered every 100ms (vs. every 200ms now)
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Please carefully assess potential impacts and make sure that you're using the latest trading system to avoid any issues with strategy trading.
OKX,
April 14, 2022