Websocket Market Streams

All streams are publicly accessible without authentication.

Please view Websocket General Info to learn how to establish a WebSocket connection.

Market Stream

Stream Name: <marketID>@market

{
    "24hVolume": "0",
    "fundingRate": "0.012435257121716611",
    "nextFundingTime": 1656000000000,
    "indexPrice": "1106.061216",
    "markPrice": "1106.061216",
    "lastTradePrice": "2001",
    "liquidationPriceOff": "0.01",
    "liquidationThreshold": "0.05",
    "openInterest": "603.83",
    "price24HAgo": "0"
}

Parameter	Type	Mandatory	Description
24hVolume	STRING	YES	24h trade volume in base asset unit
fundingRate	STRING	YES	Next funding fee rate
nextFundingTime	INTEGER	YES	Next funding fee timestamp in millisecond
indexPrice	STRING	YES	Market index price
markPrice	STRING	YES	Market mark price
lastTradePrice	STRING	YES	Latest trade price
liquidationPriceOff	STRING	YES	Liquidation discount on collateral
liquidationThreshold	STRING	YES	Maintain position collateral rate
openInterest	STRING	YES	The total size of open positions in the market in base asset unit
price24HAgo	STRING	YES	Last price 24 hours ago

Orderbook Stream

Stream Name: <marketID>@orderbook

• First, a snapshot of the orderbook will be returned, followed by successive update events.
• Each update event has a beginSequence and endSequence, which indicates the range of sequence numbers that the update event contains.
• If the beginSequence of the received event is not equal to the endSequence of the previous update event plus one, then you need to re-subscribe the stream.
• The data in each event is the absolute final amount for a price level.
• If the quantity is 0, remove the price level.

{
    "event": "snapshot", // event: snapshot
    "sequence": 12,      // sequence
    "bids": [            // bids
        "1999.13",       // price level
        "0.220"          // amount
    ],
    "asks": [            // asks
        "2000.11",       // price Level
        "1.002"          // amount
    ]
}


{
    "event": "update",
    "beginSequence": 213,
    "endSequence": 213,
    "bids": [
        [
            "16000",
            "6"
        ]
    ],
    "asks": []
}

Kline Stream

Stream Name: <marketID>@kline<interval>.

Available interval are 1M, 5M, 15M, 30M, 1H, 2H, 4H, 6H, 1D, 1W, 1MO.

{
    "time": 1655982900000,
    "open": "2001",
    "close": "2001",
    "high": "2001",
    "low": "2001",
    "volume": "10.23"
}

Trades Stream

Stream Name: <marketID>@trades

{
    "id": 38734122,
    "price": "21000",
    "amount": "0.01",
    "quoteAmount": "210",
    "time": 1655984622365,
    "isBuyerMaker": false
}