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public-events.md

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Public events streams

Kline (also known as OHLC)

Arguments

Argument Description
Timestamp Timestamp of the period start
Open price Price of the first trade in the period
High price Highest price of the period
Low price Lowest price of the period
Close price Price of the last price of the period
Period volume (optional) Sum of trades amount of the period
Average price (optional) Weighted average price of trades of the period 
[
  3,
  "kline.15m.ethusd",
  [
    1588791600,
    0.025353,
    0.025353,
    0.025353,
    0.025353,
    10,
    0.025353
  ]
]

Tickers

[
  3,
  "tickers",
  [
    [
      "ethbtc",
      1588791600,
      0.025353,
      0.025353,
      0.025353,
      0.025353,
      10,
      0.025353
    ],
    ["bchbtc", 1588791600, 0.025353, 0.025353, 0.025353, 0.025353, 10, 0.025353]
  ]
]

Payload

Array of tickers

Argument Description
Market ID market unique identifier
Timestamp Timestamp of the period start
Open price Price of the first trade in the period
High price Highest price of the period
Low price Lowest price of the period
Close price Price of the last price of the period
Period volume (optional) Sum of trades amount of the period
Average price (optional) Weighted average price of trades of the period

Trade

[3, "trade", ["btcusd", 1, "1", "1", 1589211189, "buy"]]

Payload

Argument Description
Market ID Market unique identifier
Trade ID Trade unique identifier
Price Trade Price
Amount Trade amount
Timestamp Trade created_at timestamp
Taker type Side of taker order, "buy" or "sell"

Orderbook

Snapshot

Orderbook Snapshot

[3, "btcusdt.obs", [0, [["10", "1"]], [["5", "1"]]]]
Argument Description
Sequence Sequentially increasing number
Sells Array of sell side price levels
Buys Array of buy side price levels

Increment

Orderbook update

[3, "btcusdt.obi", [1, "asks", ["10", "1"]]]

Payload

Argument Description
Sequence Sequentially increasing number
Side Side updated, "asks" or "bids"
PriceLevel Price and amount, empty amount means pricelevel deleted