Websocket V2

Websocket V2

  • The base endpoint is here

  • Raw streams are accessed at /openapi/quote/ws/v2

The V2 websocket supports faster streaming, therefore we recommend all previous users to switch to the V2 version. The subscription message structure has changed for all streams. Please see below for changes.

Full Depth Stream

Subscription:

{
"topic": "depth",
"event": "sub",
"params": {
"binary": false,
"symbol": "$symbol",
}
}

Return:

{
"topic": "depth",
"params": {
"symbol": "BTCUSDT",
"binary": "false"
},
"data": {
"s": "BTCUSDT",
"t": 1582001376853,
"v": "13850022_2",
"b": [
[
"9780.79", // price
"0.01" // quantity
],
[
"9780.5",
"0.1"
],
[
"9780.4",
"0.517813"
], ...
"a": [
[
"9781.21", // price
"0.042842" // quantity
],
[
"9782",
"0.3"
],
[
"9782.1",
"0.226"
], ...
]
}
}

Market Tickers Stream

Subscription:

{
"topic": "realtimes",
"event": "sub",
"params": {
"binary": false,
"symbol": "$symbol",
}
}

Return:

{
"topic": "realtimes",
"params": {
"symbol": "BTCUSDT",
"binary": "false"
},
"data": {
"t": 1582001616500,
"s": "BTCUSDT",
"o": "9736.5",
"h": "9830.19",
"l": "9455.71",
"c": "9796.75",
"v": "77211.561764",
"qv": "740412516.91255711",
"m": "0.0062"
}
}

Trade Streams

Subscription:

{
"topic": "trade",
"event": "sub",
"params": {
"binary": false, // Whether data returned is in binary format
"symbol": "$symbol"
}
}

Return:

{
"topic": "trade",
"params": {
"symbol": "BTCUSDT",
"binary": "false"
},
"data": {
"v": "564265886622695424",
"t": 1582001735462,
"p": "9787.5",
"q": "0.195009",
"m": true // true=buy, vice versa
}
}

Bookticker

Subscription:

{
"topic": "bookTicker",
"event": "sub",
"params": {
"binary": false, // Whether data returned is in binary format
"symbol": "$symbol"
}
}

Return:

{
"topic": "bookTicker",
"params": {
"symbol": "BTCUSDT",
"binary": "false"
},
"data": {
"symbol": "BTCUSDT",
"bidPrice": "9797.79",
"bidQty": "0.177976",
"askPrice": "9799",
"askQty": "0.65",
"time": 1582001830346
}
}

Kline

Subscription:

{
"topic": "kline",
"event": "sub",
"params": {
"binary": false,
"symbol": "$symbol",
"klineType": "1m"
}
}

Return:

{
"topic": "kline",
"params": {
"symbol": "BTCUSDT",
"binary": "false",
"klineType": "1m"
},
"data": {
"t": 1582001880000,
"s": "BTCUSDT",
"c": "9799.4",
"h": "9801.4",
"l": "9798.91",
"o": "9799.4",
"v": "15.917433" //Version, ignore for now
}
}