Websocket Market Streams

• The base endpoint is: wss://quote.trade
• Streams can be accessed either in a single raw stream or in a combined stream
• Raw streams are accessed at /ws/stream?/<streamName>
• Combined streams are accessed at /stream?streams=<streamName1>/<streamName2>/<streamName3>
• Combined stream events are wrapped as follows: {"stream":"<streamName>","data":<rawPayload>}
• All symbols for streams are lowercase
• A single connection to quote.trade is only valid for 24 hours; expect to be disconnected at the 24 hour mark
• The websocket server will send a ping frame every 3 minutes. If the websocket server does not receive a pong frame back from the connection within a 10 minute period, the connection will be disconnected. Unsolicited pong frames are allowed.

Live Subscribing/Unsubscribing to streams

• The following data can be sent through the websocket instance in order to subscribe/unsubscribe from streams. Examples can be seen below.
• The id used in the JSON payloads is an unsigned INT used as an identifier to uniquely identify the messages going back and forth.
• In the response, if the result received is null this means the request sent was a success.

Subscribe to a stream

Response

  {
    "result": null,
    "id": 1
  }

• Request

  {
  "method": "SUBSCRIBE",
  "params":
  [
  "BTC-USD@aggTrade",
  "BTC-USD@depth"
  ],
  "id": 1
  }

Unsubscribe to a stream

Response

  {
    "result": null,
    "id": 312
  }

• Request

{
"method": "UNSUBSCRIBE",
"params":
[
"BTC-USD@depth"
],
"id": 312
}

Listing Subscriptions

Response

  {
    "result": [
      "BTC-USD@aggTrade"
    ],
    "id": 3
  }

• Request

{
"method": "LIST_SUBSCRIPTIONS",
"id": 3
}

Setting Properties

Currently, the only property can be set is to set whether combined stream payloads are enabled or not. The combined property is set to false when connecting using /ws/ ("raw streams") and true when connecting using /stream/.

Response

{
  "result": null,
  "id": 5
}

• Request

{
"method": "SET_PROPERTY",
"params":
[
"combined",
true
],
"id": 5
}

Retrieving Properties

Response

  {
    "result": true, // Indicates that combined is set to true.
    "id": 2
  }

• Request

{
"method": "GET_PROPERTY",
"params":
[
"combined"
],
"id": 2
}

Error Messages

Error Message	Description
{"code": 0, "msg": "Unknown property", "id": '%s'}	Parameter used in the SET_PROPERTY or GET_PROPERTY was invalid
{"code": 1, "msg": "Invalid value type: expected Boolean", "id": '%s'}	Value should only be true or false
{"code": 2, "msg": "Invalid request: property name must be a string"}	Property name provided was invalid
{"code": 2, "msg": "Invalid request: request ID must be an unsigned integer"}	Parameter id had to be provided or the value provided in the id parameter is an unsupported type
{"code": 2, "msg": "Invalid request: unknown variant %s, expected one of SUBSCRIBE, UNSUBSCRIBE, LIST_SUBSCRIPTIONS, SET_PROPERTY, GET_PROPERTY at line 1 column 28"}	Possible typo in the provided method or provided method was neither of the expected values
{"code": 2, "msg": "Invalid request: too many parameters"}	Unnecessary parameters provided in the data
{"code": 2, "msg": "Invalid request: property name must be a string"}	Property name was not provided
{"code": 2, "msg": "Invalid request: missing field method at line 1 column 73"}	method was not provided in the data
{"code":3,"msg":"Invalid JSON: expected value at line %s column %s"}	JSON data sent has incorrect syntax.

Aggregate Trade Streams

Payload:

{
  "e": "aggTrade",  // Event type
  "E": 123456789,   // Event time
  "s": "CCC/USD",    // Symbol
  "a": 12345,       // Aggregate trade ID
  "p": "0.001",     // Price
  "q": "100",       // Quantity
  "f": 100,         // First trade ID
  "l": 105,         // Last trade ID
  "T": 123456785,   // Trade time
  "m": true,        // Is the buyer the market maker?
  "M": true         // Ignore
}

The Aggregate Trade Streams push trade information that is aggregated for a single taker order.

Stream Name: <symbol>@aggTrade

Update Speed: Real-time

Trade Streams

Payload:

{
  "e": "trade",     // Event type
  "E": 123456789,   // Event time
  "s": "CCC/USD",    // Symbol
  "t": 12345,       // Trade ID
  "p": "0.001",     // Price
  "q": "100",       // Quantity
  "b": 88,          // Buyer order ID
  "a": 50,          // Seller order ID
  "T": 123456785,   // Trade time
  "m": true,        // Is the buyer the market maker?
  "M": true         // Ignore
}

The Trade Streams push raw trade information; each trade has a unique buyer and seller.

Stream Name: <symbol>@trade

Update Speed: Real-time

Kline/Candlestick Streams

Payload:

{
  "e": "kline",     // Event type
  "E": 123456789,   // Event time
  "s": "CCC/USD",    // Symbol
  "k": {
    "t": 123400000, // Kline start time
    "T": 123460000, // Kline close time
    "s": "CCC/USD",  // Symbol
    "i": "1m",      // Interval
    "f": 100,       // First trade ID
    "L": 200,       // Last trade ID
    "o": "0.0010",  // Open price
    "c": "0.0020",  // Close price
    "h": "0.0025",  // High price
    "l": "0.0015",  // Low price
    "v": "1000",    // Base asset volume
    "n": 100,       // Number of trades
    "x": false,     // Is this kline closed?
    "q": "1.0000",  // Quote asset volume
    "V": "500",     // Taker buy base asset volume
    "Q": "0.500",   // Taker buy quote asset volume
    "B": "123456"   // Ignore
  }
}

The Kline/Candlestick Stream push updates to the current klines/candlestick every second.

Stream Name: <symbol>@kline_<interval>

Update Speed: 2000ms

Kline/Candlestick chart intervals:

s-> seconds; m -> minutes; h -> hours; d -> days; w -> weeks; M -> months

• 1m
• 5m
• 15m
• 1h
• 1d
• 1w

Individual Symbol Mini Ticker Stream

Payload:

  {
    "e": "24hrMiniTicker",  // Event type
    "E": 123456789,         // Event time
    "s": "CCC/USD",          // Symbol
    "c": "0.0025",          // Close price
    "o": "0.0010",          // Open price
    "h": "0.0025",          // High price
    "l": "0.0010",          // Low price
    "v": "10000",           // Total traded base asset volume
    "q": "18"               // Total traded quote asset volume
  }

24hr rolling window mini-ticker statistics. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs.

Stream Name: <symbol>@miniTicker

Update Speed: 1000ms

All Market Mini Tickers Stream

Payload:

[
  {
    // Same as <symbol>@miniTicker payload
  }
]

24hr rolling window mini-ticker statistics for all symbols that changed in an array. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs. Note that only tickers that have changed will be present in the array.

Stream Name: !miniTicker@arr

Update Speed: 1000ms

Individual Symbol Ticker Streams

Payload:

{
  "e": "24hrTicker",  // Event type
  "E": 123456789,     // Event time
  "s": "CCC/USD",      // Symbol
  "p": "0.0015",      // Price change
  "P": "250.00",      // Price change percent
  "w": "0.0018",      // Weighted average price
  "x": "0.0009",      // First trade(F)-1 price (first trade before the 24hr rolling window)
  "c": "0.0025",      // Last price
  "Q": "10",          // Last quantity
  "b": "0.0024",      // Best bid price
  "B": "10",          // Best bid quantity
  "a": "0.0026",      // Best ask price
  "A": "100",         // Best ask quantity
  "o": "0.0010",      // Open price
  "h": "0.0025",      // High price
  "l": "0.0010",      // Low price
  "v": "10000",       // Total traded base asset volume
  "q": "18",          // Total traded quote asset volume
  "O": 0,             // Statistics open time
  "C": 86400000,      // Statistics close time
  "F": 0,             // First trade ID
  "L": 18150,         // Last trade Id
  "n": 18151          // Total number of trades
}

24hr rolling window ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs.

Stream Name: <symbol>@ticker

Update Speed: 1000ms

All Market Tickers Stream

Payload:

[
  {
    // Same as <symbol>@ticker payload
  }
]

24hr rolling window ticker statistics for all symbols that changed in an array. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs. Note that only tickers that have changed will be present in the array.

Stream Name: !ticker@arr

Update Speed: 1000ms

Individual Symbol Rolling Window Statistics Streams

Payload:

{
  "e": "1hTicker",    // Event type
  "E": 123456789,     // Event time
  "s": "CCC/USD",      // Symbol
  "p": "0.0015",      // Price change
  "P": "250.00",      // Price change percent
  "o": "0.0010",      // Open price
  "h": "0.0025",      // High price
  "l": "0.0010",      // Low price
  "c": "0.0025",      // Last price
  "w": "0.0018",      // Weighted average price
  "v": "10000",       // Total traded base asset volume
  "q": "18",          // Total traded quote asset volume
  "O": 0,             // Statistics open time
  "C": 86400000,      // Statistics close time
  "F": 0,             // First trade ID
  "L": 18150,         // Last trade Id
  "n": 18151          // Total number of trades
}

Rolling window ticker statistics for a single symbol, computed over multiple windows.

Stream Name: <symbol>@ticker_<window_size>

Window Sizes: 1h,4h,1d

Update Speed: 1000ms

Note: This stream is different from the <symbol>@ticker stream. The open time O always starts on a minute, while the closing time C is the current time of the update.

As such, the effective window might be up to 59999ms wider that <window_size>.

All Market Rolling Window Statistics Streams

Payload:

[
  {
    // Same as <symbol>@ticker_<window-size> payload,
    // one for each symbol updated within the interval.
  }
]

Rolling window ticker statistics for all market symbols, computed over multiple windows. Note that only tickers that have changed will be present in the array.

Stream Name: !ticker_<window-size>@arr

Window Size: 1h,4h,1d

Update Speed: 1000ms

Individual Symbol Book Ticker Streams

Payload:

{
  "u":400900217,     // order book updateId
  "s":"BNBUSDT",     // symbol
  "b":"25.35190000", // best bid price
  "B":"31.21000000", // best bid qty
  "a":"25.36520000", // best ask price
  "A":"40.66000000"  // best ask qty
}

Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.

Multiple <symbol>@bookTicker streams can be subscribed to over one connection.

Stream Name: <symbol>@bookTicker

Update Speed: Real-time

All Book Tickers Stream

Payload:

{
  // Same as <symbol>@bookTicker payload
}

Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.

Stream Name: !bookTicker

Update Speed: Real-time

Partial Book Depth Streams

Payload:

{
  "lastUpdateId": 160,  // Last update ID
  "bids": [             // Bids to be updated
    [
      "0.0024",         // Price level to be updated
      "10"              // Quantity
    ]
  ],
  "asks": [             // Asks to be updated
    [
      "0.0026",         // Price level to be updated
      "100"             // Quantity
    ]
  ]
}

Top bids and asks, Valid are 5, 10, or 20.

Stream Names: <symbol>@depth<levels> OR <symbol>@depth<levels>@100ms.

Update Speed: 1000ms or 100ms

Diff. Depth Stream

Payload:

{
  "e": "depthUpdate", // Event type
  "E": 123456789,     // Event time
  "s": "CCC/USD",      // Symbol
  "U": 157,           // First update ID in event
  "u": 160,           // Final update ID in event
  "b": [              // Bids to be updated
    [
      "0.0024",       // Price level to be updated
      "10"            // Quantity
    ]
  ],
  "a": [              // Asks to be updated
    [
      "0.0026",       // Price level to be updated
      "100"           // Quantity
    ]
  ]
}

Stream Name: <symbol>@depth OR <symbol>@depth@100ms

Update Speed: 1000ms or 100ms

Order book price and quantity depth updates used to locally manage an order book.

How to manage a local order book correctly

1. Open a stream to wss://quote.trade/ws/CCC-USD@depth.
2. Buffer the events you receive from the stream.
3. Get a depth snapshot from https://quote.trade/api/v2/depth?symbol=CCC-USD&limit=1000 .
4. Drop any event where u is <= lastUpdateId in the snapshot.
5. The first processed event should have U <= lastUpdateId+1 AND u >= lastUpdateId+1.
6. While listening to the stream, each new event's U should be equal to the previous event's u+1.
7. The data in each event is the absolute quantity for a price level.
8. If the quantity is 0, remove the price level.
9. Receiving an event that removes a price level that is not in your local order book can happen and is normal.

Note: Due to depth snapshots having a limit on the number of price levels, a price level outside of the initial snapshot that doesn't have a quantity change won't have an update in the Diff. Depth Stream. Consequently, those price levels will not be visible in the local order book even when applying all updates from the Diff. Depth Stream correctly and cause the local order book to have some slight differences with the real order book. However, for most use cases the depth limit of 5000 is enough to understand the market and trade effectively.

{
    "userId": 1,
    "listenKey": "pqia91ma19a5s61cv6a81va65sdf19v8a65a1a5s61cv6a81va65sdf19v8a65a1"
}
        
        

{
     "userId": 1,
    "listenKey": "pqia91ma19a5s61cv6a81va65sdf19v8a65a1a5s61cv6a81va65sdf19v8a65a1"
}

{}

{"listenKey":  "T3ee22BIYuWqmvne0HNq2A2WsFlEtLhvWCtItw6ffhhdmjifQ2tRbuKkTHhr"}

{}

{}

{}

{}

{
  "e": "outboundAccountPosition", //Event type
  "E": 1564034571105,             //Event Time
  "u": 1564034571073,             //Time of last account update
  "B": [                          //Balances Array
    {
      "a": "ETH",                 //Asset
      "f": "10000.000000",        //Free
      "l": "0.000000"             //Locked
    }
  ]
}

{
  "e": "balanceUpdate",         //Event Type
  "E": 1573200697110,           //Event Time
  "a": "BTC",                   //Asset
  "d": "100.00000000",          //Balance Delta
  "T": 1573200697068            //Clear Time
}

{
  "e": "executionReport",        // Event type
  "E": 1499405658658,            // Event time
  "s": "ETH/BTC",                 // Symbol
  "c": "mUvoqJxFIILMdfAW5iGSOW", // Client order ID
  "S": "BUY",                    // Side
  "o": "LIMIT",                  // Order type
  "f": "GTC",                    // Time in force
  "q": "1.00000000",             // Order quantity
  "p": "0.10264410",             // Order price
  "P": "0.00000000",             // Stop price
  "d": 4,                        // Trailing Delta; This is only visible if the order was a trailing stop order.
  "F": "0.00000000",             // Iceberg quantity
  "g": -1,                       // OrderListId
  "C": "",                       // Original client order ID; This is the ID of the order being canceled
  "x": "NEW",                    // Current execution type
  "X": "NEW",                    // Current order status
  "r": "NONE",                   // Order reject reason; will be an error code.
  "i": 4293153,                  // Order ID
  "l": "0.00000000",             // Last executed quantity
  "z": "0.00000000",             // Cumulative filled quantity
  "L": "0.00000000",             // Last executed price
  "n": "0",                      // Commission amount
  "N": null,                     // Commission asset
  "T": 1499405658657,            // Transaction time
  "t": -1,                       // Trade ID
  "I": 8641984,                  // Ignore
  "w": true,                     // Is the order on the book?
  "m": false,                    // Is this trade the maker side?
  "M": false,                    // Ignore
  "O": 1499405658657,            // Order creation time
  "Z": "0.00000000",             // Cumulative quote asset transacted quantity
  "Y": "0.00000000",             // Last quote asset transacted quantity (i.e. lastPrice * lastQty)
  "Q": "0.00000000",             // Quote Order Qty
  "j": 1,                        // Strategy ID; This is only visible if the strategyId parameter was provided upon order placement
  "J": 1000000                   // Strategy Type; This is only visible if the strategyType parameter was provided upon order placement
}

{
  "e": "listStatus",                //Event Type
  "E": 1564035303637,               //Event Time
  "s": "ETH/BTC",                    //Symbol
  "g": 2,                           //OrderListId
  "c": "OCO",                       //Contingency Type
  "l": "EXEC_STARTED",              //List Status Type
  "L": "EXECUTING",                 //List Order Status
  "r": "NONE",                      //List Reject Reason
  "C": "F4QN4G8DlFATFlIUQ0cjdD",    //List Client Order ID
  "T": 1564035303625,               //Transaction Time
  "O": [                            //An array of objects
    {
      "s": "ETH/BTC",                //Symbol
      "i": 17,                      // orderId
      "c": "AJYsMjErWJesZvqlJCTUgL" //ClientOrderId
    },
    {
      "s": "ETH/BTC",
      "i": 18,
      "c": "bfYPSQdLoqAJeNrOr9adzq"
    }
  ]
}

{
  "symbol": "BTC",
  "unsubscribe": 0
}

{
  "status": "subscribed"
}

{
  "s": "BTC",          // SYMBOL
  "bids": [
    {
      "p": 88913.4,    // PRICE
      "q": 160.69      // QTY
    },
    {
      "p": 88824.4,    // PRICE
      "q": 388.43      // QTY
    }
  ],
  "asks": [
    {
      "p": 89091.5,    // PRICE
      "q": 170.06      // QTY
    },
    {
      "p": 89180.5,    // PRICE
      "q": 473.8      // QTY
    },
    {
      "p": 89269.5,    // PRICE
      "q": 680.95      // QTY
    }
  ]
}

{
  "symbol": "BTC",
  "unsubscribe": 1
}

{
  "status": "unsubscribed"
}

{
  "account": "",
  "unsubscribe": 0,
  "requestToken": <your_api_key>,
  "channel": "LIQUIDITY"
}

{
  "userId": 0,
  "unsubscribe": 0,
  "listenKey": "e1m6iq07fi4cosl3u35lrrtxvubr6qno4l2myet9o8evuzykzxbk8lzo3gwuyk7a"
}

{
  "e": "ACCOUNT_UPDATE",     // Event type
  "E": 1742279156668,        // Event Time
  "T": 1742279156668,        // Time of last account update
  "a": {
    "m": "ORDER",
    "B": [                   // Balances Array
      {
        "a": "USDC",          // Asset
        "wb": "435367.58",   // Quantity
        "aq": "435367.58",   // Available Quantity
        "u": 222,            // User Id
        "i": 1,              // Instrument Id
        "at": "ASSET",       // Asset Type
        "ucb": "0.0",        // USD Cost Basis
        "uacb": "0.0",       // USD Avg Cost Basis
        "uv": "435367.57",   // USD Value
        "up": "0.0",         // USD Unrealized
        "ur": "0.0",         // USD Realized
        "m": "1.00",         // Base Usd Mark
        "sm": "0.0",         // Settle Coin Usd Mark
        "su": "0.0",         // Settle Coin Unrealized
        "sr": "0.0"          // Settle Coin Realized
      },
    ]
  }
}

{
  "account": "",
  "unsubscribe": 1,
  "requestToken": <your_api_key>,
  "channel": "LIQUIDITY"
}

{
  "status": "unsubscribed"
}

{
  "account": "",
  "unsubscribe": 0,
  "requestToken": <your_api_key>,
  "channel": "LIQUIDITY"
}

{
  "userId": 0,
  "unsubscribe": 0,
  "listenKey": "e1m6iq07fi4cosl3u35lrrtxvubr6qno4l2myet9o8evuzykzxbk8lzo3gwuyk7a"
}

{
  "e": "ORDER_TRADE_UPDATE",     // Event type
  "E": 1742290299907,            // Event Time
  "is": true,
  "T": 1742207668434,            // Time of last account update
  "o": {
    "s": "BTC/USDC",             // Symbol
    "c": "1742207668436941915",  // cl Ord. Id
    "S": "1",                    // Side
    "o": "2",                    // Ord. Type
    "f": "3",                    // Time In Force
    "q": "0.02",                 // Quantity
    "p": "83506.22",             // Price
    "ap": "83506.22",            // 
    "x": "F",                    // execType
    "X": "2",                    // Ord Status
    "i": 8425490864,             // orderId
    "l": "0.02",                 // Last Qty
    "z": "0.02",                 // Cum. Qty
    "L": "83506.22",             // Last Px
    "N": "1",                    // 
    "n": "0.00",                 // 
    "n2": "0.00",                // Fee Total
    "T": 1742207668434,          // Id
    "t": 298568904,              // Exec. Id
    "m": true,                   // 
    "R": false,                  // 
    "si": 289,                   // instrument Id
    "us": 1,                     // Order UpdateSeq
    "u": 222,                    // User Id
    "ts": 0,                     // Target Strategy
    "h": false,                  // Is Hidden
    "liq": false,                // Is Liquidation
    "lv": "0.00",                // Leaves Qty
    "qt": "NULL_VAL"             // Quote Type
  }
}

{
  "account": "",
  "unsubscribe": 1,
  "requestToken": <your_api_key>,
  "channel": "LIQUIDITY"
}

{
  "status": "unsubscribed"
}