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Copy
  1. API Docs

Websocket API

WebSocket API Documentation

This document outlines the WebSocket API for both private (user account) and public (market data) information.

(Private WebSocket) User Account Information WebSocket Interface

Description

  • 01. Private WebSocket connections do not require subscriptions; data is automatically pushed after a successful connection. This includes both trading messages and custom messages.

  • 02. Trading messages are identified with the type type-event. Other message types will be defined separately.

  • 03. The event field within the body of a trading message can be one of the following: Snapshot, ACCOUNT_UPDATE, DEPOSIT_UPDATE, WITHDRAW_UPDATE, TRANSFER_IN_UPDATE, TRANSFER_OUT_UPDATE, ORDER_UPDATE, FORCE_WITHDRAW_UPDATE, FORCE_TRADE_UPDATE, FUNDING_SETTLEMENT, ORDER_FILL_FEE_INCOME, START_LIQUIDATING, FINISH_LIQUIDATING, or UNRECOGNIZED.

  • 04. Ping-Pong Mechanism:

    • Server Ping (Heartbeat):

      • After a successful WebSocket connection, the server sends a Ping message at a fixed interval. The message body looks like: {"type":"ping","time":"1693208170000"}. The time field is the server's timestamp when the Ping was sent.

      • The client must respond with a Pong message upon receipt, with a body like: {"type":"pong","time":"1693208170000"}.

      • If the server doesn't receive a Pong response after 5 consecutive Pings, the server will terminate the connection.

    • Client Ping (Latency Measurement):

      • After a successful WebSocket connection, the client can also initiate a Ping message with a body like: {"type":"ping","time":"1693208170000"}. The time field is the client's timestamp when the Ping was sent.

      • The server will immediately respond with a Pong message, with a body like: {"type":"pong","time":"1693208170000"}. The time field in the Pong will match the time field in the client's Ping.

  • 05. Authentication:

    • Web:

      • Browsers don't allow custom headers during WebSocket connections, so special handling is required.

      • Use the same authentication logic as HTTP. Create a JSON string using the X-edgeX-Api-Signature, X-edgeX-Api-Timestamp key-value pairs, for example: {"X-edgeX-Api-Signature": "00e6b34cf9c3c0ca407cc2fe149fad836206c97201f236137c0e89fd079760470672b5257fa372710b5863d1ec6e0215e5bd6b2c3a319eda88886250a100524706ea3dd81a7fc864893c8c6f674e4a4510c369f939bdc0259a0980dfde882c2d", "X-edgeX-Api-Timestamp": "1705720068228"}.

      • Base64 encode this JSON string.

      • During the WebSocket request, pass the base64 encoded value in the SEC_WEBSOCKET_PROTOCOL header.

    • App/API:

      • App/API WebSocket connections can use custom headers. Therefore, Apps/API can continue using the same authentication logic as HTTP, or they can use the Web authentication method described above.

      • WebSocket is a GET request and there is no need to sign the request body.

URL: /api/v1/private/ws

Payload

Copy
{
  // The type for trading messages is "trade-event". Custom messages have their own defined type. "error" indicates an error message sent by the server.
  "type": "trade-event",
  // The body of a trading message has the structure below. The message structure for custom messages will be defined separately by the user.
  "content": {
    // The event that triggered the data update
    "event": "ACCOUNT_UPDATE",
    // Data update version
    "version": "1000",
    // Data
    "data": {
      // Account information
      "account": [
      ],
      // Collateral information
      "collateral": [
      ],
      // Collateral transaction details
      "collateralTransaction": [
      ],
      // Position information
      "position": [
      ],
      // Position transaction details
      "positionTransaction": [
      ],
       // Deposit records
      "deposit": [
      ],
      // Withdrawal records
      "withdraw": [
      ],
      // Transfer in records
      "transferIn": [
      ],
      // Transfer out records
      "transferOut": [
      ],
      // Order information
      "order": [
      ],
      // Trade details
      "orderFillTransaction": [
      ]
    }
  }
}

(Public WebSocket) Market Data WebSocket Interface

URL: /api/v1/public/ws

Description

  • 01. When subscribing or unsubscribing, the server will validate the channel. For invalid channels, the server will respond with an error message, for example: {"type":"error","content":{"code":"INVALID_CONTRACT_ID""msg":"invalid contractId:100000001"}}

  • 02. The message structure for subscribing and unsubscribing is: {"type": "subscribe", "channel": "ticker.10000001"}.

  • 03. Ping-Pong Mechanism:

    • Server Ping (Heartbeat):

      • After a successful WebSocket connection, the server sends a Ping message at a fixed interval. The message body looks like: {"type":"ping","time":"1693208170000"}. The time field is the server's timestamp when the Ping was sent.

      • The client must respond with a Pong message upon receipt, with a body like: {"type":"pong","time":"1693208170000"}.

      • If the server doesn't receive a Pong response after 5 consecutive Pings, the server will terminate the connection.

    • Client Ping (Latency Measurement):

      • After a successful WebSocket connection, the client can also initiate a Ping message with a body like: {"type":"ping","time":"1693208170000"}. The time field is the client's timestamp when the Ping was sent.

      • The server will immediately respond with a Pong message, with a body like: {"type":"pong","time":"1693208170000"}. The time field in the Pong will match the time field in the client's Ping.

Subscription Metadata

Request

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{
  "type": "subscribe",
  "channel": "metadata"
}

Response

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{
  "type": "subscribed",
  "channel": "metadata"
}

Payload

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{
  // error
  "type":  "quote-event",
  "channel": "metadata",
  "content": {
    // snapshot quote-event 
    "dataType": "Snapshot", 
    // 
    "channel": "metadata",
    "data": [
      {
        // Coin information
        "coin": [
        ],
        // Contract information
        "contract": [
        ]
      }
    ]
  }
}

Subscribe to 24-Hour Market Ticker

Channel Explanation

Channel
Description

ticker.{contractId}

Subscribe to the ticker of contract contractId

ticker.all

Subscribe to the ticker of all contracts

ticker.all.1s

Subscribe to the ticker of all contracts (periodic push)

Request

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{
  "type": "subscribe",
  "channel": "ticker.10000001"
}

Response

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{
  "type": "subscribed",
  "channel": "ticker.10000001"
}

Payload

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{
  "type": "payload",
  "channel": "ticker.10000001",
  "content": {
    "dataType": "Snapshot",
    "channel": "ticker.10000001",
    "data": [
      {
        "contractId": "string",
        "priceChange": "string",
        "priceChangePercent": "string",
        "trades": "string",
        "size": "string",
        "value": "string",
        "high": "string",
        "low": "string",
        "open": "string",
        "close": "string",
        "highTime": "string",
        "lowTime": "string",
        "startTime": "string",
        "endTime": "string",
        "lastPrice": "string"
      }
    ]
  }
}

Subscribe to K-Line Data

Channel Explanation

Channel
Description

kline.{priceType}.{contractId}.{interval}

Subscribe to the interval K-Line of contract contractId based on priceType

priceType Parameter

Value
Description

LAST_PRICE

Last Price K-Line

MARK_PRICE

Mark Price K-Line

interval Parameter

Value
Description

MINUTE_1

1-Minute K-Line

MINUTE_5

5-Minute K-Line

MINUTE_15

15-Minute K-Line

MINUTE_30

30-Minute K-Line

HOUR_1

1-Hour K-Line

HOUR_2

2-Hour K-Line

HOUR_4

4-Hour K-Line

HOUR_6

6-Hour K-Line

HOUR_8

8-Hour K-Line

HOUR_12

12-Hour K-Line

DAY_1

Daily K-Line

WEEK_1

Weekly K-Line

MONTH_1

Monthly K-Line

Request

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{
  "type": "subscribe",
  "channel": "kline.LAST_PRICE.10000001.MINUTE_1"
}

Response

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{
  "type": "subscribed",
  "channel": "kline.LAST_PRICE.10000001.MINUTE_1"
}

Payload

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{
  "type": "payload",
  "channel": "kline.LAST_PRICE.10000001.MINUTE_1",
  "content": {
    "dataType": "Changed",
    "channel": "kline.LAST_PRICE.10000001.MINUTE_1",
    "data": [
      {
        "klineId": "1",
        "contractId": "10000001",
        "klineType": "MINUTE_1",
        "klineTime": "1688365544504",
        "trades": "5",
        "size": "10.1",
        "value": "100000",
        "high": "31200",
        "low": "31000",
        "open": "3150",
        "close": "31010",
        "makerBuySize": "5",
        "makerBuyValue": "150000"
      }
    ]
  }
}

Subscribe to Order Book

Usage Instructions

After a successful subscription, a full dataset is pushed once initially (depthType=SNAPSHOT), and subsequent pushes will be incremental updates (depthType=CHANGED).

Channel Explanation

Channel
Description

depth.{contractId}.{depth}

Subscribe to the order book of contract contractId with a depth of depth

depth Parameter

Value
Description

15

15 levels

200

200 levels

Request

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{
  "type": "subscribe",
  "channel": "depth.10000001.15"
}

Response

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{
  "type": "subscribed",
  "channel": "depth.10000001.15"
}

Payload

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{
  "type": "payload",
  "channel": "depth.10000001.15",
  "content": {
    "dataType": "Snapshot",
    "channel": "depth.10000001.15",
    "data": [
      {
        "startVersion": "string",
        "endVersion": "string",
        "level": 0,
        "contractId": "10000001",
        "depthType": "Snapshot", // Data type: SNAPSHOT for full data, CHANGED for incremental data
        "bids": [
          [
            "26092",
            // Price
            "0.9014"
            // Size. A size of 0 indicates a deletion. Positive numbers mean increase. Negative numbers mean decrease.
          ],
          [
            "26091",
            "0.9667"
          ]
        ],
        "asks": [
          [
            "26093",
            "0.964"
          ],
          [
            "26094",
            "1.0213"
          ]
        ]
      }
    ]
  }
}

Subscribe to Latest Trades

Channel Explanation

Channel
Description

trades.{contractId}

Subscribe to the latest trades of contract contractId

Request

Copy
{
  "type": "subscribe",
  "channel": "trades.10000001"
}

Response

Copy
{
  "type": "subscribed",
  "channel": "trades.10000001"
}

Payload

Copy
{
  "type": "payload",
  "channel": "trades.10000001",
  "content": {
    "dataType": "Changed",
    "channel": "trades.10000001",
    "data": [
      {
        "ticketId": "1",
        "time": "1688365544504",
        "price": "30065.12",
        "size": "0.01",
        "value": "300.6512",
        "takerOrderId": "10",
        "makerOrderId": "11",
        "takerAccountId": "3001",
        "makerAccountId": "3002",
        "contractId": "10000001",
        "isBestMatch": true,
        "isBuyerMaker": false
      }
    ]
  }
}

Last updated

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