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

  • url: wss://ws.exchange1.com/kline-api/ws

  • The returned data will be binary compressed (users need to decompress it through the Gzip algorithm)

heartbeat

The server actively pushes ping messages every 10 seconds, and the client can decide whether to process it after receiving it (the server does not perform strict one-to-one verification and time verification on the client's Pong reply). To ensure the validity of the link, it is recommended that the client immediately reply in Pong format after receiving the ping message from the server. Format of ping message that is sent by Server is: {"ping": timestamp (seconds)} pong message format that is replied by client is : {"pong": timestamp (seconds)} Example: {"pong":1694416595}

Command Format

sub

market_$symbol_depth_step0

Subscribe depth

描述

unsub

market_$symbol_depth_step0

Unsubscribe depth

币对名称

sub

market_$symbol_trade_ticker

Subscribe to real-time trade

base货币

unsub

market_$symbol_trade_ticker

Unsubscribe real-time trade

计价货币

sub

market_$symbol_ticker

Subscribe to 24h market data

价格精度

unsub

market_$symbol_ticker

Unsubscribe 24h market data

数量精度

sub

market_$symbol_kline_1min

Subscribe to 1min k-line information

reg

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
        }
    ]
}
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