L2WS Live · early access
The order book, as it happens.
One WebSocket for the full-depth Binance order book, every trade and periodic snapshots of BTC, ETH and SOL — spot and USD-M futures — in exactly the schema of our verified archive. Backtest on the archive, go live on the stream, change nothing in your code.
Same schema as the archiveThe fields you query in SQL arrive live: diffs with sequence ids, trades, snapshots, local receive time.
Gaps marked, never hiddenSequence breaks are announced in the stream, with a fresh snapshot to rebuild from.
Built for low latencyServed from the network edge close to you; one upstream from our collectors.
What a message will look like
{"stream": "l2_BTCUSDT", "ts": 1794663000123, "recv_ms": 1794663000158,
"first_id": 81234567, "final_id": 81234571,
"bids": [[67012.4, 0.532], [67012.3, 0]], "asks": [[67012.5, 1.204]]}
Field names follow the field dictionary. Final message format is confirmed to the early-access list before launch.