Best Bid/Ask

Channel Update Frequency: Real-time

This websocket subscription streams the best bid and ask in real-time. Messages are pushed on every best bid/ask update in real-time

Curl

Request format

{
    "op": "subscribe",
    "tag": "test1",
    "args": [
        "bestBidAsk:BTC-USD-SWAP-LIN"
    ]
}

Success response format

{
    "success": true,
    "tag": "test1",
    "event": "subscribe",
    "channel": "bestBidAsk:BTC-USD-SWAP-LIN",
    "timestamp": "1665456882918"
}

** depth update channel format**

{
    "table": "bestBidAsk",
    "data": {
        "ask": [
            19045.0,
            1.0
        ],
        "checksum": 3790706311,
        "marketCode": "BTC-USD-SWAP-LIN",
        "bid": [
            19015.0,
            1.0
        ],
        "timestamp": "1665456882928"
    }
}

Request Parameters

Parameters	Type	Required	Description
op	STRING	Yes	subscribe
tag	INTEGER or STRING	No	If given it will be echoed in the reply
args	LIST	Yes	List of individual markets <bestBidAsk>:<marketCode> e.g: ["bestBidAsk:BTC-USD-SWAP-LIN"]

Channel Update Fields

Fields	Type	Description
table	STRING	bestBidAsk
data	DICTIONARY
ask	LIST of floats	Sell side depth; price quantity
bid	LIST of floats	Buy side depth; price quantity
checksum	LONG
marketCode	STRING	marketCode
timestamp	STRING	Millisecond timestamp