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:enum

required

Frequency of notifications. Events will be aggregated over this interval. The value raw means no aggregation will be applied (Please note that raw interval is only available to authorized users)

Allowed values: raw, 100ms, agg2

Available options: raw, 100ms, agg2

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

Documentation Index