Public events streams
Kline (also known as OHLC)
Arguments
Argument | Description |
---|---|
Timestamp | Timestamp of the period start |
Open price | Price of the first trade in the period |
High price | Highest price of the period |
Low price | Lowest price of the period |
Close price | Price 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
Argument | Description |
---|---|
Market ID | market unique identifier |
Time | Timestamp of the period start |
Min price | Lowest price of the period |
Max price | Highest price during the period |
Open price | Price of the first trade in the period |
Close price | Price of the last price of the period |
Volume | Trading volume in quote currency |
Amount | Trading amount in base currency |
VWAP | Volume-weighted average price during the period |
Price change% | Percentage of price change during the period |
Trade
[3, "trade", ["btcusd", 1, "1", "1", 1589211189, "buy", "21"]]
Payload
Argument | Description |
---|---|
Market ID | Market unique identifier |
Trade ID | Trade unique identifier |
Price | Trade Price |
Amount | Trade amount |
Timestamp | Trade created_at timestamp |
Taker type | Side of taker order, "buy" or "sell" |
Source | Source ID |
Orderbook
Snapshot
Orderbook Snapshot
[3, "ethusdt.obs", [0, [["10", "1"]], [["5", "1"]]]]
Argument | Description |
---|---|
Sequence | Sequentially increasing number |
Sells | Array of sell side price levels |
Buys | Array of buy side price levels |
Increment
Orderbook update
[3, "ethusdt.obi", [1, "asks", ["10", "1"]]]
Payload
Argument | Description |
---|---|
Sequence | Sequentially increasing number |
Side | Side updated, "asks" or "bids" |
PriceLevel | Price and amount, an empty amount means that the price level has been deleted |