Trades
A trade is the executed transaction of a financial asset between a buyer and seller on a market venue (order book match). A financial asset can be a cryptoasset, a fiat currency, or a cryptoasset derivatives contract. Trade-level data is available upon request
Subscription
After websocket connection is established, you will need to send a request message with details of your subscription.
A full list of supported markets is available through the REST dictionary endpoint.
Add markets
Allows the addition of markets to a subscription within the websocket connection.
Request
Type: request-trades-subscriptions-add
Payload:
{
"subscriptions":[
{
"marketId":"binance-btc-usdt"
}
]
}
Response
Type: response-trades-subscriptions-add
Payload:
{
"added": 1,
"total": 5
}
Remove markets
Allows the removal of markets from a subscription within the websocket connection.
Request
Type: request-trades-subscriptions-remove
Payload:
{
"subscriptions":[
{
"marketId":"binance-btc-usdt"
}
]
}
Response
Type: response-trades-subscriptions-remove
Payload:
{
"removed": 1,
"total": 4
}
Data
If everything is correct during subscription, we will provide you with a continuous stream of real-time market data updates according to your tariff limits.
Type: t
Payload:
Field Name | Type | Description | |
---|---|---|---|
ts | Integer | Timestamp, aggregation window start time in milliseconds. UNIX epoch format | |
m | String | Market ID | |
p | String | Transaction price | |
v | String | Transaction volume |
Example
- Subscribe to one market:
{
"traceId":"uy34fw9",
"type":"request-trades-subscriptions-add",
"payload": {
"subscriptions":[
{
"marketId":"binance-btc-usdt"
}
]
}
}
- Receive successful response
{
"traceId":"uy34fw9",
"type":"response-trades-subscriptions-add",
"payload": {
"added": 1,
"total": 1
}
}
- Then start receiving market data feed you subscribed to:
{
"type": "t",
"payload": {
"ts": 1657837620000,
"m": "binance-btc-usdt",
"p" : "21594.75",
"v" : "0.00067"
}
}