Depth (Order Book) Stream

Streams order book updates. Each message is a full snapshot of the top-of-book — replace your local copy on every event.

Subject (all markets)	v1.f.public.futures.depth-update.>
Subject (one market)	v1.f.public.futures.depth-update.BTC/USDT
Auth	Public — no signature.

Subscribe

Python

import asyncio
import nats

async def main():
    nc = await nats.connect("wss://pc-nats-prod.coinswitch.co")
    sub = await nc.subscribe("v1.f.public.futures.depth-update.BTC/USDT")
    async for msg in sub.messages:
        print(msg.data.decode())

asyncio.run(main())

Java

// implementation 'io.nats:jnats:2.17.4' on Maven Central.
import io.nats.client.*;

Connection nc = Nats.connect("wss://pc-nats-prod.coinswitch.co");
Dispatcher d = nc.createDispatcher(msg -> {
    System.out.println(new String(msg.getData()));
});
d.subscribe("v1.f.public.futures.depth-update.BTC/USDT");
Thread.currentThread().join(); // block forever

Go

import (
    "log"
    "github.com/nats-io/nats.go"
)

nc, err := nats.Connect("wss://pc-nats-prod.coinswitch.co")
if err != nil { log.Fatal(err) }
defer nc.Drain()

_, err = nc.Subscribe("v1.f.public.futures.depth-update.BTC/USDT", func(m *nats.Msg) {
    log.Println(string(m.Data))
})
if err != nil { log.Fatal(err) }

select {}

Node.js

// npm install nats
const { connect, StringCodec } = require('nats');

const nc = await connect({ servers: 'wss://pc-nats-prod.coinswitch.co' });
const sc = StringCodec();

const sub = nc.subscribe('v1.f.public.futures.depth-update.BTC/USDT');
for await (const m of sub) {
  console.log(sc.decode(m.data));
}

Update payload — single market

{
  "t": 1756475722086,
  "m": "SUPER/USDT",
  "b": [
    ["0.5777", "9"],
    ["0.5776", "1946"]
  ],
  "a": [
    ["0.5781", "775"],
    ["0.5782", "3613"]
  ],
  "e": "COINSWITCHX",
  "E": 1756475722084
}

Update payload — wildcard

When you subscribe with the wildcard (...depth-update.>), each message is an array of one or more depth updates batched together. Process each entry independently against your local books.

Fields

Field	Type	Description
t	integer	System timestamp (Unix ms).
E	integer	Exchange-side timestamp (Unix ms).
m	string	Market — BASE/QUOTE.
b	array	Bids. Each entry [price, quantity], both strings. Sorted descending.
a	array	Asks. Each entry [price, quantity]. Sorted ascending.
e	string	Exchange identifier.