Price Updates

After successfully subscribing to a symbol, you will be sent price-updated messages whenever the price is updated.

Price Update Response

ParameterDescriptionType
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
symbolThe symbol which was subscribed tostring
messageTypePrice update message type - price-updatestring

Bid/Ask Levels Response

The price level object comprises these fields:

ParameterDescriptionType
priceThe level pricestring
quantityThe level quantitystring
sideThe level side - buy or sellstring

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"
      }
    ]
  }
}