Update: {
    channel: "book";
    data: [{
        asks: {
            price: number;
            qty: number;
        }[];
        bids: {
            price: number;
            qty: number;
        }[];
        checksum: number;
        symbol: string;
        timestamp: string;
    }];
    type: "snapshot" | "update";
}

Reference: Book (Level 2)