WebSocket
Websocket is a new HTML5 Protocol. It achieves full-duplex data transmission between the client and the server, allowing data to be transferred effectively in both directions. With just only one handshake, the connection between the client and the server is established. The server will then be able to push data to the client according to preset rules. Its advantages include:- The
WebSocketrequest header for data transmission between client and server is approximately 2 bytes only - Either the client or server can initiate a data transmission
- As there is no need to create and delete TCP connection repeatedly, it saves resources for both bandwidth and server
We strongly recommend developers to use WebSocket API to retrieve market data and order book depth.
- The returned data will be binary compressed except the heartbeat data (the user needs to decompress through Gzip algorithm)
event | channel | description |
sub | market_$symbol_depth_step0 | Subscribe depth |
unsub | market_$symbol_depth_step0 | Unsubscribe depth |
sub | market_$symbol_trade_ticker | Subscribe to real-time trade |
unsub | market_$symbol_trade_ticker | Unsubscribe real-time trade |
sub | market_$symbol_ticker | Subscribe to 24h market data |
unsub | market_$symbol_ticker | Unsubscribe 24h market data |
sub | market_$symbol_kline_1min | Subscribe to 1min k-line information |
req | market_$symbol_kline_1month | Request 1 month historical bar record |
Every once in a while, the server will send a
PING message. The client needs to reply to the PONG message, otherwise the server will close the connection.- ping
{
"ping": 1535975085052
}
- pong
{
"pong": 1535975085052
}
- Subscription message structure
{
"event":"sub",
"params":{
"channel":"market_$symbol_depth_step0", // $symbol E.g. btcusdt
"cb_id":"1" // Business ID is not required
}
}
- Payload
{
"channel":"market_btcusdt_depth_step0",
"ts":1506584998239,
"tick":{ //A maximum of 30 orders are returned
"asks":[ //asks
[10000.19,0.93],
[10001.21,0.2],
[10002.22,0.34]
],
"buys":[ //buy
[9999.53,0.93],
[9998.2,0.2],
[9997.19,0.21]
]
}
}
- Subscription message structure
{
"event":"sub",
"params":{
"channel":"market_$symbol_trade_ticker", // $symbol E.g. btcusdt
"cb_id":"1" // Business ID is not required
}
}
- Payload
{
"channel":"market_$symbol_trade_ticker",
"ts":1506584998239,//request time
"tick":{
"data":[
{
"side":"buy",//buy,sell
"price":32.233,
"vol":232,
"amount":323,
"ds":'2017-09-10 23:12:21'
}
]
}
}
- Subscription message structure
{
"event":"sub",
"params":{
"channel":"market_$symbol_kline_[1min/5min/15min/30min/60min/1day/1week/1month]", // $symbol E.g. btcusdt
"cb_id":"1" // Business ID is not required
}
}
- Payload
{
"channel":"market_$symbol_kline_1min", //1min is for 1 minute
"ts":1506584998239,//request time
"tick":{
"id":1506602880,//kline start time
"vol":1212.12211,
"open":2233.22,//open price
"close":1221.11,//close price
"high":22322.22,//high price
"low":2321.22//low price
}
}
- Subscription message structure
{
"event":"sub",
"params":{
"channel":"market_$symbol_ticker", // $symbol E.g. btcusdt
"cb_id":"1" // Business ID is not required
}
}
- Payload
{
"channel":"market_$symbol_ticker",
"ts":1506584998239,//request time
"tick":{
"amount":123.1221,
"vol":1212.12211,
"open":2233.22,//open price
"close":1221.11,//close price
"high":22322.22,//high price
"low":2321.22,//low price
"rose":-0.2922,//increase
}
}
- Subscription message structure
{
"event":"req",
"params":{
"channel":"market_$symbol_kline_[1min/5min/15min/30min/60min/1day/1week/1month]",
"cb_id":"1",
"endIdx":"1506602880", //Return pageSize data before endIdx Not required
"pageSize":100 // Not required
}
}
- Payload
{
"event_rep":"rep","channel":"market_$symbol_kline_5min",
"ts":1506584998239,//request time
"data":[ //up to 300
{
"id":1506602880,//kline start time
"amount":123.1221,
"vol":1212.12211,
"open":2233.22,//open price
"close":1221.11,//close price
"high":22322.22,//high price
"low":2321.22//low price
},
{
"id":1506602880,//kline start time
"amount":123.1221,
"vol":1212.12211,
"open":2233.22,//open price
"close":1221.11,//close price
"high":22322.22,//high price
"low":2321.22//low price
}
]
}
- Subscription message structure
{
"event":"req",
"params":{
"channel":"market_$symbol_trade_ticker", // $symbol E.g. btcusdt
"cb_id":"1" // Business ID is not required
}
}
- Payload
{
"event_rep":"rep","channel":"market_$symbol_trade_ticker",
"ts":1506584998239,"status":"ok",
"data":[
{
"side":"buy",//buy,sell
"price":32.233,//trade price
"vol":232,//trade vol
"amount":323//trade amount
},
{
"side":"buy",//buy,sell
"price":32.233,//trade price
"vol":232,//trade vol
"amount":323//trade amount
}
]
}
Last modified 7mo ago