After successfully subscribing to a symbol, you will be sent price-updated messages whenever the price is updated.
Price Update Response
Parameter | Description | Type |
---|---|---|
bid_levels[] | Array of Bid price levels (up to a depth of 10) | string |
ask_levels[] | Array of Ask price levels (up to a depth of 10) | string |
symbol | The symbol which was subscribed to | string |
messageType | Price update message type - price-update | string |
Bid/Ask Levels Response
The price level object comprises these fields:
Parameter | Description | Type |
---|---|---|
price | The level price | string |
quantity | The level quantity | string |
side | The level side - buy or sell | string |
Example
{
"messageType": "price-update",
"body": {
"symbol": "BTC/USD",
"bid_levels": [
{
"price": "42260.4677",
"quantity": "0.59",
"side": "buy"
},
{
"price": "42255.445175",
"quantity": "1.77",
"side": "buy"
},
{
"price": "42251.475275",
"quantity": "3.54",
"side": "buy"
},
{
"price": "42245.941475",
"quantity": "7.09",
"side": "buy"
}
],
"ask_levels": [
{
"price": "42317.16195",
"quantity": "0.59",
"side": "sell"
},
{
"price": "42320.83275",
"quantity": "1.77",
"side": "sell"
},
{
"price": "42324.872625",
"quantity": "3.54",
"side": "sell"
},
{
"price": "42330.139425",
"quantity": "7.09",
"side": "sell"
}
]
}
}