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Public events streams

Kline (also known as OHLC)#

Arguments

ArgumentDescription
TimestampTimestamp of the period start
Open pricePrice of the first trade in the period
High priceHighest price of the period
Low priceLowest price of the period
Close pricePrice of the last price of the period
Period volume(optional) Sum of trades amount of the period
Average price(optional) Weighted average price of trades of the period
[  3,  "kline.15m.ethusd",  [    1588791600,    0.025353,    0.025353,    0.025353,    0.025353,    10,    0.025353  ]]

Tickers#

[  3,  "tickers",  [    [      "ethbtc",      1588791600,      0.025353,      0.025353,      0.025353,      0.025353,      10,      0.025353,      0.025353,      "+3.94%"    ],    ["bchbtc", 1588791600, 0.025353, 0.025353, 0.025353, 0.025353, 10, 0.025353, 0.025353, "-0.94%"]  ]]

Payload

Array of tickers

ArgumentDescription
Market IDmarket unique identifier
TimeTimestamp of the period start
Min priceLowest price of the period
Max priceHighest price during the period
Open pricePrice of the first trade in the period
Close pricePrice of the last price of the period
VolumeTrading volume in quote currency
AmountTrading amount in base currency
VWAPVolume-weighted average price during the period
Price change%Percentage of price change during the period

Trade#

[3, "trade", ["btcusd", 1, "1", "1", 1589211189, "buy"]]

Payload

ArgumentDescription
Market IDMarket unique identifier
Trade IDTrade unique identifier
PriceTrade Price
AmountTrade amount
TimestampTrade created_at timestamp
Taker typeSide of taker order, "buy" or "sell"

Orderbook#

Snapshot#

Orderbook Snapshot

[3, "ethusdt.obs", [0, [["10", "1"]], [["5", "1"]]]]
ArgumentDescription
SequenceSequentially increasing number
SellsArray of sell side price levels
BuysArray of buy side price levels

Increment#

Orderbook update

[3, "ethusdt.obi", [1, "asks", ["10", "1"]]]

Payload

ArgumentDescription
SequenceSequentially increasing number
SideSide updated, "asks" or "bids"
PriceLevelPrice and amount, an empty amount means that the price level has been deleted