Perpetual Swap Websocket Market Data

1. Subscribe Market Depth Data

Subscribe to the push of a certain trading pair's market depth data; this topic sends the latest market depth as a snapshot. Snapshots are sent at a frequency of once every 1 second.

Subscription Type

The dataType is market.depth.$Symbol.$Step.$Level. E.g. market.depth.BTC-USDT.step0.level5

Subscription Parameters

Parameters	Type	Required	Description
symbol	String	YES	There must be a hyphen/ "-" in the trading pair symbol. eg: BTC-USDT
step	String	YES	Merged depth, step0,step1,step2,step3,step4,step5
level	String	YES	Depth level, such as level5,level10,level20,level50,level100

"step" Merged Depth

Parameters	Description
step0	Depth data will not be merged.
step1	Multiply the minimum precision of the price by 10 to merge the depth data
step2	Multiply the minimum precision of the price by 100 to merge the depth data
step3	Multiply the minimum precision of the price by 1,000 to merge the depth data
step4	Multiply the minimum precision of the price by 10,000 to merge the depth data
step5	Multiply the minimum precision of the price by 100,000 to merge the depth data

"level" Depth Level

Parameters	Description
level5	level 5
level10	level 10
level20	level 20
level50	level 50
level100	level 100

Push Data

Return Parameters	Description
code	With regards to error messages, 0 means normal, and 1 means error
dataType	The type of subscribed data, such as market.depth.BTC-USDT.step0.level5
data	Push Data
asks	Sell side depth
bids	Buy side depth
p	price
v	volume

    # Response
    {
        "code": 0,
        "dataType": "market.depth.BTC-USDT.step0.level5",
        "data": {
            "asks": [{
                    "p": 5319.94,
                    "v": 0.05483456
                },{
                    "p": 5320.19,
                    "v": 1.05734545
                },{
                    "p": 5320.39,
                    "v": 1.16307999
                },{
                    "p": 5319.94,
                    "v": 0.05483456
                },{
                    "p": 5320.19,
                    "v": 1.05734545
                },{
                    "p": 5320.39,
                    "v": 1.16307999
                },
            ],
            "bids": [{
                    "p": 5319.94,
                    "v": 0.05483456
                },{
                    "p": 5320.19,
                    "v": 1.05734545
                },{
                    "p": 5320.39,
                    "v": 1.16307999
                },{
                    "p": 5319.94,
                    "v": 0.05483456
                },{
                    "p": 5320.19,
                    "v": 1.05734545
                },{
                    "p": 5320.39,
                    "v": 1.16307999
                },
            ],
        }
    }

2. Subscribe the Latest Trade Detail

Subscribe to the trade detail data of a trading pair

Subscription Type

The dataType is market.trade.detail.$Symbol.
E.g. market.trade.detail.BTC-USDT

Subscription Parameters

Parameters	Type	Required	Field description	Description
symbol	String	YES	Trading pair symbol	There must be a hyphen/ "-" in the trading pair symbol. eg: BTC-USDT

Push Data

Return Parameters	Description
code	With regards to error messages, 0 means normal, and 1 means error
dataType	The type of data subscribed, such as market.tradeDetail.BTC-USDT
data	Push Data
trades	Deal by deal
time	Closing Time
makerSide	Direction ( Bid / Ask)
price	Closing Price
volume	Filled Amount

 # Response
 {
     "code": 0,
     "dataType": "market.tradeDetail.BTC-USDT",
     "data": {
         "trades": [
             {
                 "time": "2018-04-25T15:00:51.999Z",
                 "makerSide": "Bid",
                 "price": 0.279563,
                 "volume": 100,
             },
             {
                 "time": "2018-04-25T15:00:51.000Z",
                 "makerSide": "Ask",
                 "price": 0.279563,
                 "volume": 300,
             }
         ]
     }
 }

3. Subscribe K-Line Data

Subscribe to market k-line data of one trading pair

Subscription Type

The dataType is market.kline.$Symbol.$KlineType.
E.g. market.kline.BTC-USDT.1min

Subscription Parameters

Parameters	Type	Required	Field Description	Description
symbol	String	YES	Trading pair symbol	There must be a hyphen/ "-" in the trading pair symbol. eg: BTC-USDT
klineType	String	YES	K-Line Type	The type of K-Line ( minutes, hours, weeks etc.)

Remarks

klineType	Field Description
1min	1 min Kline
3min	3 min Kline
5min	5 min Kline
15min	15 min Kline
30min	30 min Kline
1hour	1-hour Kline
2hour	2-hour Kline
4hour	4-hour Kline
6hour	6-hour Kline
12hour	12-hour Kline
1day	1-Day Kline
1week	1-Week Kline
1month	1-Month Kline

Push Data

Return Parameters	Field Description
code	With regards to error messages, 0 means normal, and 1 means error
data	Push Data
dataType	Data Type
klineInfosVo	Kline Data
close	Closing Price
high	High
low	Low
open	Opening Price
statDate	Kline Date
time	The timestamp of K-Line，Unit: ms
volume	Volume

 # Response
 {
     "code": 0,
     "data": {
         "klineInfosVo": [
             {
                 "close": 54564.31,
                 "high": 54711.73,
                 "low": 54418.27,
                 "open": 54577.41,
                 "statDate": "2021-04-29T11:00:00.000+0800",
                 "time": 1619665200000,
                 "volume": 1607.0727000000002
             }
         ]
     },
     "dataType": "market.kline.BTC-USDT.30min"
 }

Remarks

For more about return error codes, please see the error code description on the homepage.

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