Messages

{
  "data": [
    {
      "trade_seq": 2,
      "trade_id": "48079289",
      "timestamp": 1590484589306,
      "tick_direction": 2,
      "price": 0.0075,
      "mark_price": 0.01062686,
      "iv": 47.58,
      "instrument_name": "BTC-27MAY20-9000-C",
      "index_price": 8956.17,
      "direction": "sell",
      "amount": 3,
      "contracts": 3
    }
  ]
}

Trades

trades.(kind).(currency).(interval)

Trade notifications across all instruments for a given kind and currency.

Use this channel when you want a consolidated stream of trades across all instruments of a specific kind (e.g., futures, options) and currency. The interval controls aggregation frequency.

Note: For spot instruments routed to Coinbase Exchange, this channel is not supported with kind = spot: the subscription is rejected for any currency that is the base or the quote of a routed pair, and for currency = any whenever any pair is routed. Other kinds are unaffected. Use the matches channel for the full trade tape.

Messages

{
  "data": [
    {
      "trade_seq": 2,
      "trade_id": "48079289",
      "timestamp": 1590484589306,
      "tick_direction": 2,
      "price": 0.0075,
      "mark_price": 0.01062686,
      "iv": 47.58,
      "instrument_name": "BTC-27MAY20-9000-C",
      "index_price": 8956.17,
      "direction": "sell",
      "amount": 3,
      "contracts": 3
    }
  ]
}

kind

type:enum

required

Instrument kind

Allowed values: future, option, spot, future_combo, option_combo

Available options: future, option, spot, future_combo, option_combo

currency

type:enum

required

Currency code or any for all

Allowed values: BTC, ETH, USDC, USDT, EURR, any

Available options: BTC, ETH, USDC, USDT, EURR, any

interval

type:enum

required

Frequency of notifications. Events will be aggregated over this interval. The value raw selects the finest granularity - events are aggregated over a 1 millisecond interval (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

data

type:object

required

trade_id

type:string

required

Unique (per currency) trade identifier

trade_seq

type:integer

required

The sequence number of the trade within instrument

instrument_name

type:string

required

Unique instrument identifier

timestamp

type:integer

required

The timestamp of the trade (milliseconds since the UNIX epoch)

starbase_timestamp

type:integer

The Starbase causal timestamp of the trade (nanoseconds since the Unix epoch)

direction

type:enum

required

Direction: buy, or sell

Available options: buy, sell

tick_direction

type:enum

required

Direction of the "tick" (0 = Plus Tick, 1 = Zero-Plus Tick, 2 = Minus Tick, 3 = Zero-Minus Tick).

Available options: 0, 1, 2, 3

index_price

type:number

required

Index Price at the moment of trade

price

type:number

required

Price in base currency

amount

type:number

required

Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.

contracts

type:number

Trade size in contract units (optional, may be absent in historical trades)

type:number

Option implied volatility for the price (Option only)

liquidation

type:enum

Optional field (only for trades caused by liquidation): "M" when maker side of trade was under liquidation, "T" when taker side was under liquidation, "MT" when both sides of trade were under liquidation

Available options: M, T, MT

mark_price

type:number

required

Mark Price at the moment of trade

block_trade_id

type:string

Block trade id - when trade was part of a block trade

block_trade_leg_count

type:integer

Block trade leg count - when trade was part of a block trade

combo_id

type:string

Optional field containing combo instrument name if the trade is a combo trade

combo_trade_id

type:string

Optional field containing combo trade identifier if the trade is a combo trade

starbase_match_id

type:integer

Optional field containing the Starbase match identifier (present only for trades matched via Starbase)

block_rfq_id

type:integer

ID of the Block RFQ - when trade was part of the Block RFQ

Introduction

Websockets

trades.(kind).(currency).(interval)