websocket for many symbols

I want to see if it is worthwhile to arbitrage between 2 or 3 related symbols.
Using regular APIs the slippage is a problem.
I understand that using web sockets the data arrives faster, so it could help to minimize the problem of slippage.
But, please, how I set up a web socket connection to get @depth for a list of symbols? I need current bid and ask values.
Many thanks.

You can get them by combined mode, e.g.


Then you will get depth from those symbols in one connection.

These details are in the API document.

Thanks a lot!
Sorry to not thank you before.

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