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WebSocket

WebSocket

General

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 WebSocket request 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.

Ws information

Command Format

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

Heartbeat

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 Full Depth

  • 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 Real-Time Trade

  • 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 Kline Market

  • 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 Market Tickers

  • 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
}
}

Request Kline History Data

  • 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
}
]
}

Request History Trade

  • 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
}
]
}