The ticker feed returns ticker information about listed products
Authentication is not required.
|
Feed |
Event Type |
Permissible API Keys |
|
ticker
|
subscribe / unsubscribe
|
N/A |
| Sample Sent Message |
| { "event":"subscribe", "feed":"ticker", "product_ids":[ "FI_XBTUSD_180921", "FV_XRPXBT_180615" ] } |
|
Sample Return if Successful. (A result message is received per product id) |
|
{ {
|
|
Field |
Type | Description |
|
event
|
string | The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed |
| feed | string | The requested subscription feed |
| product_ids | list of strings | A list of strings which represent the products that user will receive information upon |
The subscription data will return values for all fields even if the value of only a single field has changed since the last payload.
| Sample Subscription Data |
|
{ {
'ask_size':2285.0, 'product_id':'PI_XBTUSD', 'volume':762208.0, 'openInterest':230834.0, 'relative_funding_rate':-3.429315625e-06, 'bid':3233.0, 'maturityTime':0, 'dtm':-17882, 'tag':'perpetual', 'change':-0.5, 'index':3233.76, 'bid_size':10000.0, 'funding_rate':-1.058309892e-09, 'relative_funding_rate_prediction':-4.171106875e-05, 'pair':'XBT:USD', 'markPrice':3233.5, 'leverage':'50x', 'funding_rate_prediction':-1.2897711109e-08, 'ask':3234.0, 'next_funding_rate_time':1545048000000, 'time':1545046832866, 'premium':0.0, 'feed':'ticker', 'last':3231.0 } |
|
Field |
Type | Description |
| feed | string | The subscribed feed |
| product_id | string | The subscribed product (referred also as instrument or symbol) |
| bid | positive float |
The price of the current best bid |
| ask | positive float |
The price of the current best ask |
| bid_size | positive float |
The size of the current best bid |
| ask_size | positive float |
The size of the current best ask |
| volume | positive float |
The sum of the sizes of all fills observed in the last 24 hours |
| dtm | positive integer |
The days until maturity |
| leverage | string |
The leverage of the product |
| index | positive float |
The real time index of the product |
| premium | float |
The premium associated with the product |
| last | positive float |
The price of the last trade of the product |
| time | positive integer |
The UTC time of the server in milliseconds |
| change | float |
The 24h change in price |
| tag | string |
Currently can be 'week', 'month' or 'quarter'. Other tags may be added without notice. |
| pair | string |
The currency pair of the instrument |
| openInterest | float |
The current open interest of the instrument |
| markPrice | float |
The market price of the instrument |
| maturityTime | positive integer |
The UTC time, in milliseconds, at which the contract will stop trading |
|
funding_rate (Perpetuals only) |
float |
The current funding rate. |
|
relative_funding_rate_prediction (Perpetuals only) |
float |
The absolute funding rate relative to the spot price at the time of funding rate calculation. |
|
funding_rate_prediction (Perpetuals only) |
float |
The estimated next funding rate. |
|
next_funding_rate_time (Perpetuals only) |
positive integer | The time until next funding rate in milliseconds. |
| Sample Return if Unsuccessful |
| { "event":"error", "message":"Invalid product id" } |
|
Field |
Type | Description |
| event | string | Always error |
| message | string |
An error message out of:
|