Levels of Diff. Book Depth Streams and Diff. Depth Stream

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1

I see here that I can obtain 5000 levels of data for the spot market order book via the REST API.

I would like to ask, how many levels of incremental data are pushed for the spot (Diff. Depth Stream) and futures (Diff. Book Depth Streams) order books respectively?

Thanks!

2

Incremental updates (i.e., <symbol>@depth streams) have no limit. Pushed events include all price levels that changed since the last update — only the changed price levels are pushed.

Depth snapshots (i.e., <symbol>@depth10 streams) have the depth limit in the name: for example, depth10 streams push snapshots of the best 10 levels.

Please refer to How to manage a local order book correctly for details. That page is for Spot, but on Futures the streams work in the same way.