Messages

{
  "data": {
    "best_ask_amount": 100,
    "best_ask_price": 36443,
    "best_bid_amount": 5000,
    "best_bid_price": 36442.5,
    "current_funding": 0,
    "estimated_delivery_price": 36441.64,
    "funding_8h": 0.0000211,
    "index_price": 36441.64,
    "instrument_name": "BTC-PERPETUAL",
    "interest_value": 1.7362511643080387,
    "last_price": 36457.5,
    "mark_price": 36446.51,
    "max_price": 36991.72,
    "min_price": 35898.37,
    "open_interest": 502097590,
    "settlement_price": 36169.49,
    "state": "open",
    "stats": {
      "high": 36824.5,
      "low": 35213.5,
      "price_change": 0.7229,
      "volume": 7871.02139035,
      "volume_usd": 284061480
    },
    "timestamp": 1623060194301
  }
}

Market Data

ticker.(instrument_name).(interval)

Real-time ticker data providing comprehensive market information for the specified instrument. This subscription delivers key market metrics including:

Price data: Best bid/ask prices and amounts, last trade price, mark price, index price, settlement price, and estimated delivery price
Market statistics: 24-hour volume (in base currency and USD for futures), high/low prices, price change percentage, and open interest
Order book state: Current state of the instrument (open, settlement, delivered, inactive, locked, halted, or archivized)
Price limits: Minimum and maximum price constraints for order placement
Options-specific data: Implied volatility (bid/ask/mark IV), Greeks (delta, gamma, theta, vega, rho), underlying price, and interest rate
Perpetual-specific data: Current funding rate and 8-hour funding rate
Futures-specific data: Interest value and delivery price The interval parameter controls the frequency of updates: raw (no aggregation, authorized users only), 100ms (aggregated every 100 milliseconds), or agg2 (aggregated every 2 seconds). This is the recommended method for real-time market data updates, as it provides efficient push-based notifications instead of requiring polling.

Messages

{
  "data": {
    "best_ask_amount": 100,
    "best_ask_price": 36443,
    "best_bid_amount": 5000,
    "best_bid_price": 36442.5,
    "current_funding": 0,
    "estimated_delivery_price": 36441.64,
    "funding_8h": 0.0000211,
    "index_price": 36441.64,
    "instrument_name": "BTC-PERPETUAL",
    "interest_value": 1.7362511643080387,
    "last_price": 36457.5,
    "mark_price": 36446.51,
    "max_price": 36991.72,
    "min_price": 35898.37,
    "open_interest": 502097590,
    "settlement_price": 36169.49,
    "state": "open",
    "stats": {
      "high": 36824.5,
      "low": 35213.5,
      "price_change": 0.7229,
      "volume": 7871.02139035,
      "volume_usd": 284061480
    },
    "timestamp": 1623060194301
  }
}

instrument_name

type:string

required

The name of the instrument

interval

type:string

required

Frequency of notifications

Subscription Request

type:object

Client sends subscription request to subscribe to notification channel. Please refer to Notification page for more information.

Subscription Notification Data

type:object

Server sends subscription notification data

book.(instrument_name).(group).(depth).(interval) incremental_ticker.(instrument_name)

⌘I

Introduction

Websockets

ticker.(instrument_name).(interval)