Web Socket API documentation 1.0.0

Operations

• SUB Spot-Subscription

  Endpoint: /ws/spot
  
  Subscribe to a topic

  • #Spot

  Accepts the following message:

  Spot-Subscription

  To subscribe to a websocket feed

  Payload

  Expand all

  object oneOf

  uid: subscription

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: subscriptionResponse

  event

  string

  Respond with the event type

  channel

  Expand all

  array<string>

  Topics which have been successfully subscribed

  Items:

  string

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "topic-name"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "event": "subscribe",
      "channel": [
        "topic-name"
      ]
    }
    

  • #3 Example - Failed Response

    Response Contents

    {
      "event": "subscribe",
      "channel": []
    }
    

• SUB Spot-Public-Trade-Fills

  Public Trade Fills

  Endpoint: /ws/spot

  • #Spot

  Accepts the following message:

  Spot-Public-Trade-Fills

  Subscribe to recent trade feed for a market. The topic will be tradeHistoryApi:<market> where <market> is the market symbol.
  *** response content ***

  Payload

  Expand all

  object oneOf

  uid: publicTradeFills

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: publicTradeFillsResponse

  topic

  string

  Websocket topic

  data

  Expand all

  array<object>

  Refer to data object below

  symbol

  string

  Market symbol

  side

  string

  Trade Side, BUY or SELL

  size

  number

  Transacted size

  price

  number

  Transacted price

  tradeId

  number

  Trade sequence Id

  timestamp

  number

  Trade timestamp

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "tradeHistoryApi:BTC-USD"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "topic": "tradeHistoryApi:BTC-USD",
      "data": [
        {
          "symbol": "BTC-USD",
          "side": "SELL",
          "size": 0.007,
          "price": 5302.8,
          "tradeId": "<Trade Sequence ID>",
          "timestamp": 1584446020295
        }
      ]
    }
    

• SUB Spot-Authentication

  Spot Authentication

  Endpoint: /ws/spot

  • #Spot

  Accepts the following message:

  Spot-Authentication

  Authenticate the websocket session to subscribe to authenticated websocket topics. Assume we have values as follows:
  - request-nonce: 1624985375123
  - request-api:4e9536c79f0fdd72bf04f2430982d3f61d9d76c996f0175bbba470d69d59816x
  - secret:848db84ac252b6726e5f6e7a711d9c96d9fd77d020151b45839a5b59c37203bx
  
  Our subscription request will be:
  
  Request Parameters
  Below details the arguments needed to be sent in.
  
  Generating a signature
  echo -n "/ws/spot1624985375123" | openssl dgst -sha384 -hmac "848db84ac252b6726e5f6e7a711d9c96d9fd77d020151b45839a5b59c37203bx"
  (stdin)=c410d38c681579adb335885800cff24c66171b7cc8376cfe43da1408c581748156b89bcc5a115bb496413bda481139fb
  
  

  Payload

  Expand all

  object oneOf

  uid: authentication

  Adheres to:

  Expand all

  object

  uid: authenticationRequest

  op

  string

  login

  args

  Expand all

  array<string>

  1st is {request-api}, 2nd is {request-nonce}, 3rd is generated signature {request-sign}

  Items:

  string

  Additional properties are allowed.

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "login",
      "args": [
        "4e9536c79f0fdd72bf04f2430982d3f61d9d76c996f0175bbba470d69d59816x",
        "1624985375123",
        "c410d38c681579adb335885800cff24c66171b7cc8376cfe43da1408c581748156b89bcc5a115bb496413bda481139fb"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "event": "login",
      "success": true
    }
    

• SUB Spot-Notifications

  Spot Notifications

  Endpoint: /ws/spot

  • #Spot

  Accepts the following message:

  Spot-Notifications

  Receive trade notifications by subscribing to the topic notificationApiV3. The websocket feed will push trade level notifications to the subscriber. If topic is subscribed without being authenticated, no messages will be sent.
  *** response content ***

  Payload

  Expand all

  object oneOf

  uid: notification

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  array<object>

  uid: notificationResponse

  avgFilledPrice

  number

  Average filled price

  clOrderID

  string

  Custom order ID

  fillSize

  number

  Filled size of order

  maker

  boolean

  Indicator to indicate if trade is a maker trade

  orderID

  string

  Internal order ID

  originalSize

  number

  Original order size

  pegPriceDeviation

  number

  Deviation percentage. Only for Algo orders

  postOnly

  boolean

  Indicates if order is a post only order

  price

  number

  Order price or transacted price

  remainingSize

  number

  Remaining size on the order

  side

  string

  Trade side. BUY or SELL

  size

  number

  Order size or transacted size

  status

  integer

  Status with values as follows
  1 MARKET_UNAVAILABLE, Market is currently unavailable
  2 ORDER_INSERTED, Order is inserted successfully
  4 ORDER_FULLY_TRANSACTED, Order is fully transacted
  5 ORDER_PARTIALLY_TRANSACTED, Order is partially transacted
  6 ORDER_CANCELLED, ExecuteOrder/placeOrder/matchOrder fail
  8 INSUFFICIENT_BALANCE, Insufficient balance in account
  9 TRIGGER_INSERTED, Trigger Order is inserted successfully
  10 TRIGGER_ACTIVATED, Trigger Order is activated successfully
  12 ERROR_UPDATE_RISK_LIMIT, Error in updating risk limit
  28 TRANSFER_UNSUCCESSFUL, Transfer funds between spot and futures is unsuccessful
  27 TRANSFER_SUCCESSFUL, Transfer funds between futures and spot is successful
  41 ERROR_INVALID_RISK_LIMIT, Invalid risk limit was specified
  64 STATUS_LIQUIDATION, Account is undergoing liquidation
  101 FUTURES_ORDER_PRICE_OUTSIDE_LIQUIDATION_PRICE, Futures order is outside of liquidation price
  1003 ORDER_LIQUIDATION, Order is undergoing liquidation
  1004 ORDER_ADL, Order is undergoing ADL

  stealth

  number

  Percentage of orders to show on orderbook. Only for Algo orders

  symbol

  string

  Market symbol

  time_in_force

  string

  Validity of the order

  timestamp

  number

  Order timestamp or transacted timestamp

  triggerPrice

  number

  Trigger Price

  txType

  integer

  Used by trigger(2) or OCO(3) orders. STOP(1) indicates its a Stop order, TAKEPROFIT indicates its a take profit order, and LIMIT(0) is when its not any of the above

  type

  integer

  Order type. Valid values are
  76 Limit Order
  77 Market Order
  80 Algo orders

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "notificationApiV3"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "topic": "notificationApiV3",
      "data": [
        {
          "symbol": "Market Symbol (eg. BTC-USD)",
          "orderID": "internal order ID",
          "side": "BUY",
          "orderType": null,
          "price": "Order price or transacted price",
          "originalOrderBaseSize": 1,
          "originalOrderQuoteSize": 1,
          "currentOrderBaseSize": 1,
          "currentOrderQuoteSize": 1,
          "filledBaseSize": 1,
          "totalFilledBaseSize": 1,
          "remainingBaseSize": 1,
          "remainingQuoteSize": 1,
          "orderCurrency": "base",
          "avgFilledPrice": 35000,
          "status": "<Refer to Status description on the left>",
          "clOrderID": "<Client order ID>",
          "maker": "<Maker flag, if true indicates that trade is a maker trade>",
          "stealth": 1,
          "timestamp": 1624985375123,
          "pegPriceDeviation": "Indicate the deviation percentage. Valid for only algo orders.",
          "remainingSize": "<Remaining size on the order>",
          "time_in_force": "<Time where this order is valid>",
          "txType": 0,
          "triggerPrice": "Trade Trigger Price"
        }
      ]
    }
    

• SUB Spot-User-Trade-Fills

  Spot User Trade Fills

  Endpoint: /ws/spot

  • #Spot

  Accepts the following message:

  Spot-User-Trade-Fills

  When a trade has been transacted, this topic will send the trade information back to the subscriber.

  Payload

  Expand all

  object oneOf

  uid: userTradeFills

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  array<object>

  uid: userTradeFillsResponse

  symbol

  string

  Market symbol

  orderID

  string

  Internal order ID

  clOrderID

  string

  Custom order ID

  serialId

  string

  Trade sequence ID

  tradeId

  string

  Trade unique identifier

  type

  integer

  Order type. Valid values are
  76 Limit Order
  77 Market Order
  80 Algo orders

  side

  string

  Trade side. BUY or SELL

  price

  number

  Transacted price

  size

  number

  Transacted size

  feeAmount

  number

  Fee amount charged

  feeCurrency

  string

  Fee currency

  base

  string

  Base currency

  quote

  string

  Quote currency

  maker

  boolean

  Indicator to indicate if trade is a maker trade

  timestamp

  number

  Order timestamp or transacted timestamp

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "fills"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "topic": "fills",
      "data": [
        {
          "orderId": "<Order Id>",
          "serialId": "<Serial ID After Insertion into DB>",
          "clOrderId": "<Client order ID>",
          "type": "order type",
          "symbol": "ex: BTC-USD",
          "side": "BUY|SELL",
          "price": "filled price",
          "size": "filled size",
          "feeAmount": "Fees charged to user, value to be String on API",
          "feeCurrency": "Fee currency, eg. Buy would be BTC, Sell would be USD",
          "base": "Base currency, eg. BTC",
          "quote": "Quote currency eg. USD",
          "maker": "maker or taker",
          "timestamp": "Time trade was matched in the engine",
          "tradeId": "<Trade Unique ID>"
        }
      ]
    }
    

• SUB Spot-OSS-L1-Snapshot

  OSS Level 1 Orderbook Snapshot

  Endpoint: /ws/oss/spot
  The format to subscribe to will be symbol. The L1 orderbook will be pushed immediately when orderbook changes.

  • symbol indicates the market symbol.

  • #Spot Orderbook Streaming

  Accepts the following message:

  Spot-OSS-L1-Snapshot

  
  *** response content ***

  Payload

  Expand all

  object oneOf

  uid: OSSL1SnapshotByGrouping

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: OSSL1SnapshotByGroupingResponse

  topic

  string

  Websocket topic

  data

  Expand all

  object

  refer to data object below

  bids

  Expand all

  array<array<string>>

  Bid quotes

  Items:

  Expand all

  array<string>

  Items:

  string

  asks

  Expand all

  array<array<string>>

  Asks quotes

  Items:

  Expand all

  array<string>

  Items:

  string

  symbol

  string

  Market symbol

  type

  string

  snapshotL1 - L1 data refers to the best bid / best ask of a trading pair’s order book.

  timestamp

  number

  Orderbook timestamp

  Additional properties are allowed.

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request-Subscribe

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "snapshotL1:BTC-USD"
      ]
    }
    

  • #2 Example - Request-Unsubscribe

    Request Contents

    {
      "op": "unsubscribe",
      "args": [
        "snapshotL1:BTC-USD"
      ]
    }
    

  • #3 Example - Response-Subscribe

    Response-Subscribe Contents

    {
      "topic": "snapshotL1:BTC-USD",
      "data": {
        "bids": [
          [
            "28016.7",
            "1.48063"
          ]
        ],
        "asks": [
          [
            "28033.6",
            "1.34133"
          ]
        ],
        "type": "snapshotL1",
        "symbol": "BTC-USD",
        "timestamp": 1680750154232
      }
    }
    

• SUB Spot-Orderbook-Incremental-Updates

  Orderbook Incremental Updates

  Endpoint: /ws/oss/spot
  Subscribe to Orderbook incremental updates through the endpoint /ws/oss/spot. The topic to subscribe to will be update specifying the symbol (eg. update:BTC-USD). The first response received will be a snapshot of the current orderbook (this is indicated in the type field) and 50 levels will be returned. Incremental updates will be sent in subsequent packets with type delta.
  Bids and asks will be sent in price and size tuples. The size sent will be the new updated size for the price. If a value of 0 is sent, the price should be removed from the local copy of the orderbook.
  To ensure that the updates are received in sequence, seqNum indicates the current sequence and prevSeqNum refers to the packet before. seqNum will always be one after the prevSeqNum. If the sequence is out of order, you will need to unsubscribe and re-subscribe to the topic again.
  Also if crossed orderbook ever occurs when the best bid higher or equal to the best ask, please unsubscribe and re-subscribe to the topic again.
  *** response content ***

  • #Spot Orderbook Streaming

  Accepts the following message:

  Spot-Orderbook-Incremental-Updates

  
  *** response content ***

  Payload

  Expand all

  object oneOf

  uid: orderbookIncrementalUpdates

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: orderbookIncrementalUpdatesResponse

  topic

  string

  Websocket topic

  data

  Expand all

  object

  refer to data object below

  bids

  Expand all

  array<array<string>>

  Bid quotes

  Items:

  Expand all

  array<string>

  Items:

  string

  asks

  Expand all

  array<array<string>>

  Asks quotes

  Items:

  Expand all

  array<string>

  Items:

  string

  seqNum

  number

  Current sequence number

  prevSeqNum

  number

  Previous sequence number

  type

  string

  snapshot - Snapshot of the orderbook with a maximum of 50 levels
  delta - Updates of the orderbook

  timestamp

  number

  Trade timestamp

  symbol

  string

  Trade timestamp

  Additional properties are allowed.

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request-Subscribe

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "update:BTC-USD"
      ]
    }
    

  • #2 Example - Request-Unsubscribe

    Request Contents

    {
      "op": "unsubscribe",
      "args": [
        "update:BTC-USD"
      ]
    }
    

  • #3 Example - Response-Subscribe

    Response-Subscribe Contents

    {
      "topic": "update:BTC-USD",
      "data": {
        "bids": [
          [
            "59252.5",
            "0.06865"
          ],
          [
            "59249.0",
            "0.24000"
          ],
          [
            "59235.5",
            "0.16073"
          ],
          [
            "59235.0",
            "0.26626"
          ],
          [
            "59233.0",
            "0.50000"
          ]
        ],
        "asks": [
          [
            "59292.0",
            "0.50000"
          ],
          [
            "59285.5",
            "0.24000"
          ],
          [
            "59285.0",
            "0.15598"
          ],
          [
            "59282.5",
            "0.06829"
          ],
          [
            "59278.5",
            "0.01472"
          ]
        ],
        "seqNum": 628282,
        "prevSeqNum": 628281,
        "type": "snapshot",
        "timestamp": 1565135165600,
        "symbol": "BTC-USD"
      }
    }
    

  • #4 Example - Response-Unsubscribe

    Response-Unsubscribe Contents

    {
      "topic": "update:BTC-USD",
      "data": {
        "bids": [],
        "asks": [
          [
            "59367.5",
            "2.15622"
          ],
          [
            "59325.5",
            "0"
          ]
        ],
        "seqNum": 628283,
        "prevSeqNum": 628282,
        "type": "delta",
        "timestamp": 1565135165600,
        "symbol": "BTC-USD"
      }
    }
    

• SUB Futures-Subscription

  Futures Subscription

  Endpoint: /ws/futures

  • #Futures

  Accepts the following message:

  Futures-Subscription

  To subscribe to a websocket feed

  Payload

  Expand all

  object oneOf

  uid: subscription

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: subscriptionResponse

  event

  string

  Respond with the event type

  channel

  Expand all

  array<string>

  Topics which have been successfully subscribed

  Items:

  string

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "topic-name"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "event": "subscribe",
      "channel": [
        "topic-name"
      ]
    }
    

  • #3 Example - Failed Response

    Response Contents

    {
      "event": "subscribe",
      "channel": []
    }
    

• SUB Futures-Public-Trade-Fills

  Futures Public Trade Fills

  Endpoint: /ws/futures

  • #Futures

  Accepts the following message:

  Futures-Public-Trade-Fills

  Subscribe to recent trade feed for a market. The topic will be tradeHistoryApiV2:<market> where <market> is the market symbol.
  *** response content ***

  Payload

  Expand all

  object oneOf

  uid: publicTradeFills

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: publicTradeFillsResponse

  topic

  string

  Websocket topic

  data

  Expand all

  array<object>

  Refer to data object below

  symbol

  string

  Market symbol

  side

  string

  Trade Side, BUY or SELL

  size

  number

  Transacted size

  price

  number

  Transacted price

  tradeId

  number

  Trade sequence Id

  timestamp

  number

  Trade timestamp

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "tradeHistoryApiV2:BTC-PERP"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "topic": "tradeHistoryApiV2:BTC-PERP",
      "data": [
        {
          "symbol": "BTC-PERP",
          "side": "SELL",
          "size": 0.007,
          "price": 5302.8,
          "tradeId": "<Trade Sequence ID>",
          "timestamp": 1584446020295
        }
      ]
    }
    

• SUB Futures-Authentication

  Futures Authentication

  Endpoint: /ws/futures

  • #Futures

  Accepts the following message:

  Futures-Authentication

  Authenticate the websocket session to subscribe to authenticated websocket topics. Assume we have values as follows:
  - request-nonce: 1624985375123
  - request-api:4e9536c79f0fdd72bf04f2430982d3f61d9d76c996f0175bbba470d69d59816x
  - secret:848db84ac252b6726e5f6e7a711d9c96d9fd77d020151b45839a5b59c37203bx
  
  Our subscription request will be:
  
  Request Parameters
  Below details the arguments needed to be sent in.
  
  Generating a signature
  echo -n "/ws/futures1624985375123" | openssl dgst -sha384 -hmac "848db84ac252b6726e5f6e7a711d9c96d9fd77d020151b45839a5b59c37203bx"
  (stdin)=bd8afb8bee58ba0a2c67f84dcfe6e64d0274f55d064bb26ea84a0fe6dd8c621b541b511982fb0c0b8c244e9521a80ea1
  
  

  Payload

  Expand all

  object oneOf

  uid: authentication

  Adheres to:

  Expand all

  object

  uid: authenticationRequest

  op

  string

  login

  args

  Expand all

  array<string>

  1st is {request-api}, 2nd is {request-nonce}, 3rd is generated signature {request-sign}

  Items:

  string

  Additional properties are allowed.

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "login",
      "args": [
        "4e9536c79f0fdd72bf04f2430982d3f61d9d76c996f0175bbba470d69d59816x",
        "1624985375123",
        "bd8afb8bee58ba0a2c67f84dcfe6e64d0274f55d064bb26ea84a0fe6dd8c621b541b511982fb0c0b8c244e9521a80ea1"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "event": "login",
      "success": true
    }
    

• SUB Futures-Notifications

  Futures Notifications

  Endpoint: /ws/futures

  • #Futures

  Accepts the following message:

  Futures-Notifications

  Receive trade notifications by subscribing to the topic notificationApiV4. The websocket feed will push trade level notifications to the subscriber. If topic is subscribed without being authenticated, no messages will be sent.
  *** response content ***

  Payload

  Expand all

  object oneOf

  uid: notification

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  array<object>

  uid: notificationResponse

  avgFilledPrice

  number

  Average filled price

  clOrderID

  string

  Custom order ID

  fillSize

  number

  Filled size of order

  maker

  boolean

  Indicator to indicate if trade is a maker trade

  orderID

  string

  Internal order ID

  originalSize

  number

  Original order size

  pegPriceDeviation

  number

  Deviation percentage. Only for Algo orders

  postOnly

  boolean

  Indicates if order is a post only order

  price

  number

  Order price or transacted price

  remainingSize

  number

  Remaining size on the order

  side

  string

  Trade side. BUY or SELL

  size

  number

  Order size or transacted size

  status

  integer

  Status with values as follows
  1 MARKET_UNAVAILABLE, Market is currently unavailable
  2 ORDER_INSERTED, Order is inserted successfully
  4 ORDER_FULLY_TRANSACTED, Order is fully transacted
  5 ORDER_PARTIALLY_TRANSACTED, Order is partially transacted
  6 ORDER_CANCELLED, ExecuteOrder/placeOrder/matchOrder fail
  8 INSUFFICIENT_BALANCE, Insufficient balance in account
  9 TRIGGER_INSERTED, Trigger Order is inserted successfully
  10 TRIGGER_ACTIVATED, Trigger Order is activated successfully
  12 ERROR_UPDATE_RISK_LIMIT, Error in updating risk limit
  28 TRANSFER_UNSUCCESSFUL, Transfer funds between spot and futures is unsuccessful
  27 TRANSFER_SUCCESSFUL, Transfer funds between futures and spot is successful
  41 ERROR_INVALID_RISK_LIMIT, Invalid risk limit was specified
  64 STATUS_LIQUIDATION, Account is undergoing liquidation
  101 FUTURES_ORDER_PRICE_OUTSIDE_LIQUIDATION_PRICE, Futures order is outside of liquidation price
  1003 ORDER_LIQUIDATION, Order is undergoing liquidation
  1004 ORDER_ADL, Order is undergoing ADL

  stealth

  number

  Percentage of orders to show on orderbook. Only for Algo orders

  symbol

  string

  Market symbol

  time_in_force

  string

  Validity of the order

  timestamp

  number

  Order timestamp or transacted timestamp

  triggerPrice

  number

  Trigger Price

  txType

  integer

  Used by trigger(2) or OCO(3) orders. STOP(1) indicates its a Stop order, TAKEPROFIT indicates its a take profit order, and LIMIT(0) is when its not any of the above

  type

  integer

  Order type. Valid values are
  76 Limit Order
  77 Market Order
  80 Algo orders

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "notificationApiV4"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "topic": "notificationApiV4",
      "data": [
        {
          "symbol": "Market Symbol (eg. BTC-PERP)",
          "orderID": "internal order ID",
          "side": "BUY",
          "type": "76",
          "txType": 0,
          "price": "Order price or transacted price",
          "triggerPrice": "Trade Trigger Price",
          "pegPriceDeviation": "Indicate the deviation percentage. Valid for only algo orders.",
          "stealth": 1,
          "status": "<Refer to Status description on the left>",
          "timestamp": 1624985375123,
          "avgFillPrice": 35000,
          "clOrderID": "<Client order ID>",
          "originalOrderSize": 1,
          "currentOrderSize": 1,
          "filledSize": 1,
          "totalFilledSize": 1,
          "maker": "<Maker flag, if true indicates that trade is a maker trade>",
          "remainingSize": "<Remaining size on the order>",
          "time_in_force": "<Time where this order is valid>"
        }
      ]
    }
    

• SUB Futures-User-Trade-Fills

  Futures User Trade Fills

  Endpoint: /ws/futures

  • #Futures

  Accepts the following message:

  Futures-User-Trade-Fills

  When a trade has been transacted, this topic will send the trade information back to the subscriber.

  Payload

  Expand all

  object oneOf

  uid: userTradeFills

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  array<object>

  uid: userTradeFillsResponse

  symbol

  string

  Market symbol

  orderID

  string

  Internal order ID

  clOrderID

  string

  Custom order ID

  serialId

  string

  Trade sequence ID

  tradeId

  string

  Trade unique identifier

  type

  integer

  Order type. Valid values are
  76 Limit Order
  77 Market Order
  80 Algo orders

  side

  string

  Trade side. BUY or SELL

  price

  number

  Transacted price

  size

  number

  Transacted size

  feeAmount

  number

  Fee amount charged

  feeCurrency

  string

  Fee currency

  base

  string

  Base currency

  quote

  string

  Quote currency

  maker

  boolean

  Indicator to indicate if trade is a maker trade

  timestamp

  number

  Order timestamp or transacted timestamp

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "fillsV2"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "topic": "fillsV2",
      "data": [
        {
          "orderId": "a67c7d42-f3a0-42c5-9da0-26e0afdf5c01",
          "serialId": 9311338,
          "clOrderId": "_mrdngcbe1677815334917",
          "type": "76",
          "symbol": "BTC-PERP",
          "side": "BUY",
          "price": "22366.4",
          "size": "1.0",
          "freeAmount": "0.0111832",
          "feeCurrency": "USD",
          "base": "BTC-PERP",
          "quote": "USD",
          "maker": false,
          "timestamp": 1677815334928,
          "tradeId": "d3b776ff-900f-4457-9275-3abf1aeef6f5"
        }
      ]
    }
    

• SUB Futures-All-Position

  Futures All Position

  Endpoint: /ws/futures

  • #Futures

  Accepts the following message:

  All-Position

  All futures positions will be pushed periodically (per 5 secs) via this topic.
  Response Content

  Payload

  Expand all

  object oneOf

  uid: allPosition

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: allPositionResponse

  topic

  string

  data

  Expand all

  array<object>

  requestId

  string

  request id

  username

  string

  username

  marketName

  string

  market name

  orderType

  string

  90:Futures Position

  orderTypeName

  string

  representation of orderType

  orderMode

  string

  66:BUY 83:SELL

  orderModeName

  string

  representation of orderModeName

  originalAmount

  string

  order amount

  maxPriceHeld

  string

  max price of all time

  pegPriceMin

  string

  peg price min

  stealth

  string

  used for peg order

  orderID

  string

  order id

  maxStealthDisplayAmount

  string

  used for peg order

  sellExchangeRate

  string

  triggerPrice

  string

  OCO order

  closeOrder

  boolean

  Is there TP/SL order binding to the position

  liquidationInProgress

  string

  whether is in liquidation

  marginType

  string

  WALLET TYPE:
  91:CROSS
  92:ISOLATED

  marginTypeName

  string

  representation of marginType

  entryPrice

  string

  entry price

  liquidationPrice

  string

  liquidation price

  markPrice

  string

  mark price

  unrealizedProfitLoss

  string

  unrealized pnl

  totalMaintenanceMargin

  string

  maintenance margin

  totalContract

  string

  size of the contract

  isolatedLeverage

  number

  totalFees

  number

  totalValue

  number

  adlScoreBucket

  number

  currentLeverage

  number

  averageFillPrice

  number

  settleWithNonUSDAsset

  string

  takeProfitOrder

  Expand all

  object

  Take profit order info

  orderId

  string

  side

  string

  triggerPrice

  number

  triggerUseLastPrice

  boolean

  Additional properties are allowed.

  stopLossOrder

  Expand all

  object

  Take profit order info

  orderId

  string

  side

  string

  triggerPrice

  number

  triggerUseLastPrice

  boolean

  Additional properties are allowed.

  positionMode

  string

  Position mode
  ONE_WAY or HEDGE

  positionDirection

  string

  Position direction

  positionId

  string

  Position id

  contractSize

  number

  format: double

  The order contract size

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "allPositionV3"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "topic": "allPositionV3",
      "data": [
        {
          "requestId": "<Request Id>",
          "username": "<User Name>",
          "marketName": "BTC-PERP-USD",
          "orderType": 90,
          "orderMode": 66,
          "originalAmount": 0.001,
          "maxPriceHeld": 0,
          "pegPriceMin": 0,
          "stealth": 1,
          "orderID": null,
          "maxStealthDisplayAmount": 0,
          "sellExchangeRate": 0,
          "triggerPrice": 0,
          "closeOrder": true,
          "liquidationInProgress": false,
          "marginType": 91,
          "entryPrice": 47303.404761929,
          "liquidationPrice": 0,
          "markedPrice": 47293.949862586,
          "unrealizedProfitLoss": -0.13236859,
          "totalMaintenanceMargin": 3.484381756,
          "totalContracts": 14,
          "isolatedLeverage": 0,
          "totalFees": 0,
          "totalValue": 662.115298076,
          "adlScoreBucket": 2,
          "orderTypeName": "TYPE_FUTURES_POSITION",
          "orderModeName": "MODE_BUY",
          "marginTypeName": "FUTURES_MARGIN_CROSS",
          "currentLeverage": 0.02,
          "avgFillPrice": 0,
          "positionId": "BTC-PERP-USD|SHORT",
          "positionMode": "HEDGE",
          "positionDirection": "SHORT",
          "settleWithNonUSDAsset": "BTC",
          "takeProfitOrder": {
            "orderId": "4820b20a-e41b-4273-b3ad-4b19920aeeb5",
            "side": "SELL",
            "triggerPrice": 31000,
            "triggerUseLastPrice": false
          },
          "stopLossOrder": {
            "orderId": "eff2b232-e2ce-4562-b0b4-0bd3713c11ec",
            "side": "SELL",
            "triggerPrice": 27000,
            "triggerUseLastPrice": true
          },
          "contractSize": 0.001
        },
        {
          "requestId": 0,
          "username": "user",
          "userCurrency": null,
          "marketName": "LTC-PERP-USD",
          "orderType": 90,
          "orderMode": 83,
          "originalAmount": 0.01,
          "maxPriceHeld": 0,
          "pegPriceMin": 0,
          "stealth": 1,
          "orderID": null,
          "maxStealthDisplayAmount": 0,
          "sellexchangeRate": 0,
          "triggerPrice": 0,
          "closeOrder": false,
          "liquidationInProgress": false,
          "marginType": 91,
          "entryPrice": 69.9,
          "liquidationPrice": 29684.3743872669,
          "markedPrice": 70.062346733,
          "unrealizedProfitLoss": -0.04870402,
          "totalMaintenanceMargin": 0.319484301,
          "totalContracts": 30,
          "isolatedLeverage": 0,
          "totalFees": 0,
          "totalValue": -21.01870402,
          "adlScoreBucket": 1,
          "booleanVar1": false,
          "orderTypeName": "TYPE_FUTURES_POSITION",
          "orderModeName": "MODE_SELL",
          "marginTypeName": "FUTURES_MARGIN_CROSS",
          "currentLeverage": 0.1116510969,
          "takeProfitOrder": null,
          "stopLossOrder": null,
          "settleWithNonUSDAsset": "USDT",
          "positionId": "LTC-PERP-USD|SHORT",
          "positionMode": "HEDGE",
          "positionDirection": "SHORT",
          "contractSize": 0.001
        }
      ]
    }
    

• SUB Futures-Positions

  Futures Positions

  Endpoint: /ws/futures

  • #Futures

  Accepts the following message:

  Positions

  Publish user's current position per 5 secs. When no symbol is specified, positions for all markets will be returned.
  You will receive a record with price equals to zero when position is closed. (All-Position won't have this record)

  Payload

  Expand all

  object oneOf

  uid: allPosition

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: allPositionResponse

  topic

  string

  data

  Expand all

  array<object>

  requestId

  string

  request id

  username

  string

  username

  marketName

  string

  market name

  orderType

  string

  90:Futures Position

  orderTypeName

  string

  representation of orderType

  orderMode

  string

  66:BUY 83:SELL

  orderModeName

  string

  representation of orderModeName

  originalAmount

  string

  order amount

  maxPriceHeld

  string

  max price of all time

  pegPriceMin

  string

  peg price min

  stealth

  string

  used for peg order

  orderID

  string

  order id

  maxStealthDisplayAmount

  string

  used for peg order

  sellExchangeRate

  string

  triggerPrice

  string

  OCO order

  closeOrder

  boolean

  Is there TP/SL order binding to the position

  liquidationInProgress

  string

  whether is in liquidation

  marginType

  string

  WALLET TYPE:
  91:CROSS
  92:ISOLATED

  marginTypeName

  string

  representation of marginType

  entryPrice

  string

  entry price

  liquidationPrice

  string

  liquidation price

  markPrice

  string

  mark price

  unrealizedProfitLoss

  string

  unrealized pnl

  totalMaintenanceMargin

  string

  maintenance margin

  totalContract

  string

  size of the contract

  isolatedLeverage

  number

  totalFees

  number

  totalValue

  number

  adlScoreBucket

  number

  currentLeverage

  number

  averageFillPrice

  number

  settleWithNonUSDAsset

  string

  takeProfitOrder

  Expand all

  object

  Take profit order info

  orderId

  string

  side

  string

  triggerPrice

  number

  triggerUseLastPrice

  boolean

  Additional properties are allowed.

  stopLossOrder

  Expand all

  object

  Take profit order info

  orderId

  string

  side

  string

  triggerPrice

  number

  triggerUseLastPrice

  boolean

  Additional properties are allowed.

  positionMode

  string

  Position mode
  ONE_WAY or HEDGE

  positionDirection

  string

  Position direction

  positionId

  string

  Position id

  contractSize

  number

  format: double

  The order contract size

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "positionsV2"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "topic": "positionsV2",
      "data": [
        {
          "requestId": "<Request Id>",
          "username": "<User Name>",
          "marketName": "BTC-PERP-USD",
          "orderType": 90,
          "orderMode": 66,
          "originalAmount": 0.001,
          "maxPriceHeld": 0,
          "pegPriceMin": 0,
          "stealth": 1,
          "orderID": null,
          "maxStealthDisplayAmount": 0,
          "sellExchangeRate": 0,
          "triggerPrice": 0,
          "closeOrder": true,
          "liquidationInProgress": false,
          "marginType": 91,
          "entryPrice": 47303.404761929,
          "liquidationPrice": 0,
          "markedPrice": 47293.949862586,
          "unrealizedProfitLoss": -0.13236859,
          "totalMaintenanceMargin": 3.484381756,
          "totalContracts": 14,
          "isolatedLeverage": 0,
          "totalFees": 0,
          "totalValue": 662.115298076,
          "adlScoreBucket": 2,
          "orderTypeName": "TYPE_FUTURES_POSITION",
          "orderModeName": "MODE_BUY",
          "marginTypeName": "FUTURES_MARGIN_CROSS",
          "currentLeverage": 0.02,
          "avgFillPrice": 0,
          "positionId": "BTC-PERP-USD|SHORT",
          "positionMode": "HEDGE",
          "positionDirection": "SHORT",
          "settleWithNonUSDAsset": "BTC",
          "takeProfitOrder": {
            "orderId": "4820b20a-e41b-4273-b3ad-4b19920aeeb5",
            "side": "SELL",
            "triggerPrice": 31000,
            "triggerUseLastPrice": false
          },
          "stopLossOrder": {
            "orderId": "eff2b232-e2ce-4562-b0b4-0bd3713c11ec",
            "side": "SELL",
            "triggerPrice": 27000,
            "triggerUseLastPrice": true
          },
          "contractSize": 0.001
        },
        {
          "requestId": 0,
          "username": "user",
          "userCurrency": null,
          "marketName": "LTC-PERP-USD",
          "orderType": 90,
          "orderMode": 83,
          "originalAmount": 0.01,
          "maxPriceHeld": 0,
          "pegPriceMin": 0,
          "stealth": 1,
          "orderID": null,
          "maxStealthDisplayAmount": 0,
          "sellexchangeRate": 0,
          "triggerPrice": 0,
          "closeOrder": false,
          "liquidationInProgress": false,
          "marginType": 91,
          "entryPrice": 69.9,
          "liquidationPrice": 29684.3743872669,
          "markedPrice": 70.062346733,
          "unrealizedProfitLoss": -0.04870402,
          "totalMaintenanceMargin": 0.319484301,
          "totalContracts": 30,
          "isolatedLeverage": 0,
          "totalFees": 0,
          "totalValue": -21.01870402,
          "adlScoreBucket": 1,
          "booleanVar1": false,
          "orderTypeName": "TYPE_FUTURES_POSITION",
          "orderModeName": "MODE_SELL",
          "marginTypeName": "FUTURES_MARGIN_CROSS",
          "currentLeverage": 0.1116510969,
          "takeProfitOrder": null,
          "stopLossOrder": null,
          "settleWithNonUSDAsset": "USDT",
          "positionId": "LTC-PERP-USD|SHORT",
          "positionMode": "HEDGE",
          "positionDirection": "SHORT",
          "contractSize": 0.001
        }
      ]
    }
    

• SUB Futures-Open-Orders

  Futures Open Orders

  Endpoint: /ws/futures

  • #Futures

  Accepts the following message:

  Futures-Open-Order

  Offer user's current open orders
  if subscribed, websocket will responsd at the time:

  1. after subscription

  2. after order placed, amended, cancelled, filled (notification received)

  • Only after subscribed, websocket will return SNAPSHOT, otherwise, only return UPDATE data. (check type column)
    
  • So that, clients should maintain their own open order snapshot.
  • For UPDATE data, if the amount is 0, that means the order is cancelled or fully filled, otherwise, order is inserted, amended or partially filled.
  • The serialId should be continuous. If a client receives non-continuous serialId, it has better to subscribe again since UPDATE datas are missed.

  Payload

  Expand all

  object oneOf

  uid: FuturesOpenOrder

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: FuturesOpenOrderResponse

  topic

  string

  type

  string

  serialId

  number

  data

  Expand all

  array<object>

  orderID

  string

  orderType

  number

  orderMode

  number

  orderModeName

  string

  marketName

  string

  amount

  number

  originalAmount

  number

  price

  number

  displayPrice

  number

  triggerOrder

  boolean

  triggerOrderType

  number

  triggerPrice

  number

  vendorName

  string

  createTimestamp

  number

  triggered

  boolean

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "open-order:BTC-PERP-USD"
      ]
    }
    

  • #2 Example - Response

    After subscribed

    {
      "topic": "open-order:BTC-PERP-USD",
      "serialId": 1,
      "type": "SNAPSHOT",
      "data": [
        {
          "orderID": "52ee0278-f137-4dc5-8393-a7a9ca0696e0",
          "orderType": 76,
          "orderMode": 66,
          "orderModeName": "MODE_BUY",
          "marketName": "BTC-PERP-USD",
          "amount": 10,
          "originalAmount": 10,
          "price": 1,
          "displayPrice": 1,
          "triggerOrder": false,
          "triggerOrderType": 0,
          "triggerPrice": 0,
          "vendorName": null,
          "createTimestamp": 1689303771677,
          "triggered": false
        }
      ]
    }
    

  • #3 Example - Response

    After placing an order

    {
      "topic": "open-order:BTC-PERP-USD",
      "serialId": 2,
      "type": "UPDATE",
      "data": [
        {
          "orderID": "a4af4fdf-aaea-452e-93e5-0cd1aa70cfae",
          "orderType": 76,
          "orderMode": 66,
          "orderModeName": "MODE_BUY",
          "marketName": "BTC-PERP-USD",
          "amount": 10,
          "originalAmount": 10,
          "price": 1,
          "displayPrice": 1,
          "triggerOrder": false,
          "triggerOrderType": 0,
          "triggerPrice": 0,
          "vendorName": null,
          "createTimestamp": 1689305697451,
          "triggered": false
        }
      ]
    }
    

  • #4 Example - Response

    After amending the order price

    {
      "topic": "open-order:BTC-PERP-USD",
      "serialId": 3,
      "type": "UPDATE",
      "data": [
        {
          "orderID": "a4af4fdf-aaea-452e-93e5-0cd1aa70cfae",
          "orderType": 76,
          "orderMode": 66,
          "orderModeName": "MODE_BUY",
          "marketName": "BTC-PERP-USD",
          "amount": 10,
          "originalAmount": 10,
          "price": 2,
          "displayPrice": 1,
          "triggerOrder": false,
          "triggerOrderType": 0,
          "triggerPrice": 0,
          "vendorName": null,
          "createTimestamp": 1689305697451,
          "triggered": false
        }
      ]
    }
    

  • #5 Example - Response

    After cancelling the order

    {
      "topic": "open-order:BTC-PERP-USD",
      "serialId": 4,
      "type": "UPDATE",
      "data": [
        {
          "orderID": "a4af4fdf-aaea-452e-93e5-0cd1aa70cfae",
          "orderType": 0,
          "orderMode": 0,
          "orderModeName": null,
          "marketName": null,
          "amount": 0,
          "originalAmount": 0,
          "price": 0,
          "displayPrice": 0,
          "triggerOrder": false,
          "triggerOrderType": 0,
          "triggerPrice": 0,
          "vendorName": null,
          "createTimestamp": 0,
          "triggered": false
        }
      ]
    }
    

• SUB Futures-OSS-L1-Snapshot

  OSS Level 1 Orderbook Snapshot

  Endpoint: /ws/oss/futures
  The format to subscribe to will be symbol. The L1 orderbook will be pushed immediately when orderbook changes.

  • symbol indicates the market symbol.

  • #Futures Orderbook Streaming

  Accepts the following message:

  Futures-OSS-L1-Snapshot

  
  *** response content ***

  Payload

  Expand all

  object oneOf

  uid: OSSL1SnapshotByGrouping

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: OSSL1SnapshotByGroupingResponse

  topic

  string

  Websocket topic

  data

  Expand all

  object

  refer to data object below

  bids

  Expand all

  array<array<string>>

  Bid quotes

  Items:

  Expand all

  array<string>

  Items:

  string

  asks

  Expand all

  array<array<string>>

  Asks quotes

  Items:

  Expand all

  array<string>

  Items:

  string

  symbol

  string

  Market symbol

  type

  string

  snapshotL1 - L1 data refers to the best bid / best ask of a trading pair’s order book.

  timestamp

  number

  Orderbook timestamp

  Additional properties are allowed.

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request-Subscribe

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "snapshotL1:BTC-PERP"
      ]
    }
    

  • #2 Example - Request-Unsubscribe

    Request Contents

    {
      "op": "unsubscribe",
      "args": [
        "snapshotL1:BTC-PERP"
      ]
    }
    

  • #3 Example - Response-Subscribe

    Response-Subscribe Contents

    {
      "topic": "snapshotL1:BTC-PERP",
      "data": {
        "bids": [
          [
            "28016.7",
            "1.48063"
          ]
        ],
        "asks": [
          [
            "28033.6",
            "1.34133"
          ]
        ],
        "type": "snapshotL1",
        "symbol": "BTC-PERP",
        "timestamp": 1680750154232
      }
    }
    

• SUB Futures-Orderbook-Incremental-Updates

  Futures Orderbook Incremental Updates

  Endpoint: /ws/oss/futures
  Subscribe to Orderbook incremental updates. The topic to subscribe to will be update specifying the symbol (eg. update:BTC-PERP). The first response received will be a snapshot of the current orderbook (this is indicated in the type field) and 50 levels will be returned. Incremental updates will be sent in subsequent packets with type delta.
  Bids and asks will be sent in price and size tuples. The size sent will be the new updated size for the price. If a value of 0is sent, the price should be removed from the local copy of the orderbook.
  To ensure that the updates are received in sequence, seqNum indicates the current sequence and prevSeqNumrefers to the packet before. seqNum will always be one after the prevSeqNum. If the sequence is out of order, you will need to unsubscribe and re-subscribe to the topic again.
  Also if crossed orderbook ever occurs when the best bid higher or equal to the best ask, please unsubscribe and re-subscribe to the topic again.

  • #Futures Orderbook Streaming

  Accepts the following message:

  Futures-Orderbook-Incremental-Updates

  
  *** response content ***

  Payload

  Expand all

  object oneOf

  uid: orderbookIncrementalUpdates

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: orderbookIncrementalUpdatesResponse

  topic

  string

  Websocket topic

  data

  Expand all

  object

  refer to data object below

  bids

  Expand all

  array<array<string>>

  Bid quotes

  Items:

  Expand all

  array<string>

  Items:

  string

  asks

  Expand all

  array<array<string>>

  Asks quotes

  Items:

  Expand all

  array<string>

  Items:

  string

  seqNum

  number

  Current sequence number

  prevSeqNum

  number

  Previous sequence number

  type

  string

  snapshot - Snapshot of the orderbook with a maximum of 50 levels
  delta - Updates of the orderbook

  timestamp

  number

  Trade timestamp

  symbol

  string

  Trade timestamp

  Additional properties are allowed.

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request-Subscribe

    Request Contents

    {
      "op": "subscribe",
      "args": [
        "update:BTC-PERP_0"
      ]
    }
    

  • #2 Example - Request-Unsubscribe

    Request Contents

    {
      "op": "unsubscribe",
      "args": [
        "update:BTC-PERP_0"
      ]
    }
    

  • #3 Example - Response-Subscribe

    Response-Subscribe Contents

    {
      "topic": "update:BTC-PERP_0",
      "data": {
        "bids": [
          [
            "59252.5",
            "0.06865"
          ],
          [
            "59249.0",
            "0.24000"
          ],
          [
            "59235.5",
            "0.16073"
          ],
          [
            "59235.0",
            "0.26626"
          ],
          [
            "59233.0",
            "0.50000"
          ]
        ],
        "asks": [
          [
            "59292.0",
            "0.50000"
          ],
          [
            "59285.5",
            "0.24000"
          ],
          [
            "59285.0",
            "0.15598"
          ],
          [
            "59282.5",
            "0.06829"
          ],
          [
            "59278.5",
            "0.01472"
          ]
        ],
        "seqNum": 628282,
        "prevSeqNum": 628281,
        "type": "snapshot",
        "timestamp": 1565135165600,
        "symbol": "BTC-PERP"
      }
    }
    

  • #4 Example - Response-Unsubscribe

    Response-Unsubscribe Contents

    {
      "topic": "update:BTC-PERP_0",
      "data": {
        "bids": [],
        "asks": [
          [
            "59367.5",
            "2.15622"
          ],
          [
            "59325.5",
            "0"
          ]
        ],
        "seqNum": 628283,
        "prevSeqNum": 628282,
        "type": "delta",
        "timestamp": 1565135165600,
        "symbol": "BTC-PERP"
      }
    }
    

• SUB Authentication

  OTC Authentication

  Endpoint: /ws/otc

  • #OTC
  • #Streaming

  Accepts the following message:

  Authentication

  Authenticate the websocket session to subscribe to authenticated websocket topics. Assume we have values as follows:
  - request-nonce: 1624985375123
  - request-api:4e9536c79f0fdd72bf04f2430982d3f61d9d76c996f0175bbba470d69d59816x
  - secret:848db84ac252b6726e5f6e7a711d9c96d9fd77d020151b45839a5b59c37203bx
  
  Our subscription request will be:
  
  Request Parameters
  Below details the arguments needed to be sent in.
  
  Generating a signature
  echo -n "/ws/otc1624985375123" | openssl dgst -sha384 -hmac "848db84ac252b6726e5f6e7a711d9c96d9fd77d020151b45839a5b59c37203bx"
  (stdin)=971798b32585d7e63a1c2cafd261170c56caf17ff1d32a58fc2e9842292fa8ff2dbcf4fda7b4d6aed4a737c3c2930cf1
  
  

  Payload

  Expand all

  object oneOf

  uid: authentication

  Adheres to:

  Expand all

  object

  uid: authenticationRequest

  op

  string

  login

  args

  Expand all

  array<string>

  1st is {request-api}, 2nd is {request-nonce}, 3rd is generated signature {request-sign}

  Items:

  string

  Additional properties are allowed.

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request

    Request Contents

    {
      "op": "login",
      "args": [
        "4e9536c79f0fdd72bf04f2430982d3f61d9d76c996f0175bbba470d69d59816x",
        "1624985375123",
        "971798b32585d7e63a1c2cafd261170c56caf17ff1d32a58fc2e9842292fa8ff2dbcf4fda7b4d6aed4a737c3c2930cf1"
      ]
    }
    

  • #2 Example - Response

    Response Contents

    {
      "event": "login",
      "success": true
    }
    

• SUB Quote-Stream

  OTC Quote Stream

  Endpoint: /ws/otc

  • #OTC
  • #Streaming

  Accepts the following message:

  Quote-Stream

  Receive quote streams by subscribing to the quote websocket. The websocket topic will constantly push new prices to the subscriber. To accept the quote, indicate the buy or sell quote Id using the /accept API.

  Payload

  Expand all

  object oneOf

  uid: quoteStream

  Adheres to:

  Expand all

  object

  uid: requestAction

  op

  string

  operation. subscribe will subscribe to the topics provided in args. unsubscribe will unsubscribe from the topics

  args

  Expand all

  array<string>

  topics to subscribe to.

  Items:

  string

  Additional properties are allowed.

  Or to:

  Expand all

  string

  uid: quoteStreamResponse

  op

  string

  Operation, in this case it is quote, unsubscribe-quote, or unsubscribe-quote-all

  symbol

  string

  Market symbol, refer to getMarkets API

  side

  string

  Quote side, buy or sell, case sensitive. Both sides will be returned when this field is empty/5null

  clOrderId

  string

  Client custom order Id

  quantity

  string

  Order quantity

  currency

  string

  Can be either in the base or quote currency. If specified in the base currency, then the quote stream will respond with

  Additional properties are allowed.

  Examples

  Payload

  • #1 Example - Request-Quote

    Request-Quote Contents

    {
      "op": "quote",
      "symbol": "BTC-USD",
      "side": "buy",
      "clOrderId": "<Client order ID>",
      "quantity": {
        "quantity": 1,
        "currency": "BTC"
      }
    }
    

  • #2 Example - Request-Unsubscribe Quote

    Request-Unsubscribe Quote Contents

    {
      "op": "unsubscribe-quote",
      "symbol": "BTC-USD",
      "clOrderId": "<Client order ID>",
      "quantity": {
        "quantity": 1,
        "currency": "BTC"
      }
    }
    

  • #3 Example - Request-Unsubscribe Quote

    Request-Unsubscribe Quote Contents

    {
      "op": "unsubscribe-quote-all"
    }
    

  • #4 Example - Response

    Response

    {
      "topic": "quote",
      "buyQuoteId": "<Buy Quote Id>",
      "sellQuoteId": "<Sell Quote Id>",
      "clOrderId": "<Client Order Id>",
      "buyQuantity": 10,
      "buyUnitPrice": 47865.580838,
      "buyTotalAmount": 478655.80838,
      "sellQuantity": 10,
      "sellUnitPrice": 47649.40351972,
      "sellTotalAmount": 476494.0352,
      "status": null,
      "reason": null
    }