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.xxx.xx/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
        }
    ]
}