You will need to create an API key on the platform before you can use authenticated APIs. To create API keys, you can follow the steps below:
Account on the top right hand cornerNew API button to create an API key and passphrase. (Note: the passphrase will only appear once)The WS Auth requires to send a payload with the Auth data in the Args key after doing the connection and before sending any other data. see Spot Authentication and Futures Authentication for details.
You might get 400 status code due to abnormal usage and we will block you for 10 minutes.
For connectivity checking, we will send a ping frame message every 3 minutes and you will need to respond pong frame message to us for checking, if the pong frame message doesn't correctly respond to us in 10 minutes, we will force to disconnect the connection.
Endpoint: /ws/spot
Subscribe to a topic
Accepts the following message:
To subscribe to a websocket feed
Request Contents
{
"op": "subscribe",
"args": [
"topic-name"
]
}
Response Contents
{
"event": "subscribe",
"channel": [
"topic-name"
]
}
Response Contents
{
"event": "subscribe",
"channel": []
}
Public Trade Fills
Endpoint: /ws/spot
Accepts the following message:
Subscribe to recent trade feed for a market. The topic will be tradeHistoryApi:<market> where <market> is the market symbol.
*** response content ***
Request Contents
{
"op": "subscribe",
"args": [
"tradeHistoryApi:BTC-USD"
]
}
Response Contents
{
"topic": "tradeHistoryApi:BTC-USD",
"data": [
{
"symbol": "BTC-USD",
"side": "SELL",
"size": 0.007,
"price": 5302.8,
"tradeId": "<Trade Sequence ID>",
"timestamp": 1584446020295
}
]
}
Spot Authentication
Endpoint: /ws/spot
Accepts the following message:
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
Request Contents
{
"op": "login",
"args": [
"4e9536c79f0fdd72bf04f2430982d3f61d9d76c996f0175bbba470d69d59816x",
"1624985375123",
"c410d38c681579adb335885800cff24c66171b7cc8376cfe43da1408c581748156b89bcc5a115bb496413bda481139fb"
]
}
Response Contents
{
"event": "login",
"success": true
}
Spot Notifications
Endpoint: /ws/spot
Accepts the following message:
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 ***
Request Contents
{
"op": "subscribe",
"args": [
"notificationApiV3"
]
}
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"
}
]
}
Spot User Trade Fills
Endpoint: /ws/spot
Accepts the following message:
When a trade has been transacted, this topic will send the trade information back to the subscriber.
Request Contents
{
"op": "subscribe",
"args": [
"fills"
]
}
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>"
}
]
}
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.
Accepts the following message:
*** response content ***
Request Contents
{
"op": "subscribe",
"args": [
"snapshotL1:BTC-USD"
]
}
Request Contents
{
"op": "unsubscribe",
"args": [
"snapshotL1:BTC-USD"
]
}
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
}
}
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 ***
Accepts the following message:
*** response content ***
Request Contents
{
"op": "subscribe",
"args": [
"update:BTC-USD"
]
}
Request Contents
{
"op": "unsubscribe",
"args": [
"update:BTC-USD"
]
}
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"
}
}
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"
}
}