WebSocket API v1 - 市场数据源示例

上次更新时间： 2025年3月31日

WebSocket API v1 市场数据源是一系列公共（未经身份验证）数据源，为我们的市场提供可用交易数据（行情、时间和销售、订单簿等）的实时流。

作为实时市场数据流，市场数据的任何变化（例如，最佳买入/卖出价格或交易量的更新）都将导致通过一个或多个市场数据源发送更新消息。

如何订阅市场数据源

一旦与WebSocket API v1 建立连接（使用公共 URL wss://ws.kraken.com/），可以通过发送如下订阅消息来订阅市场数据源：

  • •

    {"event":"subscribe", "subscription":{"name":"ticker"}, "pair":["BTC/USD"]}

收到有效的订阅请求后，市场数据源将发送订阅确认消息：

  • •

    {"channelID":324,"channelName":"ticker","event":"subscriptionStatus","pair":"XBT/USD","status":"subscribed","subscription":{"name":"ticker"}}

随后是初始市场数据快照（取决于相关数据源），然后是实时市场数据的实时流。

市场数据源的实时流示例

以下是行情数据源的示例，说明了各种市场数据变化（例如，交易发生导致最佳买入/卖出量变化）时收到的消息类型：

[324,{"a":["42243.20000",3,"3.04172624"],"b":["42243.10000",0,"0.28500000"],"c":["42243.20000","0.00073657"],"v":["634.15053067","2117.90194729"],"p":["41908.86644","41673.47236"],"t":[7214,21130],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41896.10000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42243.20000",0,"0.01460168"],"b":["42243.10000",3,"3.82293519"],"c":["42243.20000","0.01398000"],"v":["634.16451067","2117.88824812"],"p":["41908.87381","41673.47318"],"t":[7215,21126],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41898.80000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42255.00000",0,"0.08406816"],"b":["42243.10000",6,"6.33160603"],"c":["42255.00000","0.01593184"],"v":["634.19504419","2117.90471127"],"p":["41908.89020","41673.47996"],"t":[7217,21123],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41908.00000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42254.80000",0,"0.53200000"],"b":["42251.60000",0,"0.10000000"],"c":["42254.80000","0.05800000"],"v":["634.25304419","2117.94005439"],"p":["41908.92184","41673.49337"],"t":[7218,21122],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41922.40000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42248.60000",2,"2.84602281"],"b":["42247.00000",0,"0.12500000"],"c":["42248.60000","0.04168347"],"v":["634.29472766","2117.98132192"],"p":["41908.94416","41673.49337"],"t":[7219,21122],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41922.40000"]},"ticker","XBT/USD"]
[324,{"a":["42248.60000",2,"2.83204281"],"b":["42246.90000",0,"0.10000000"],"c":["42248.60000","0.01398000"],"v":["634.30870766","2117.99530192"],"p":["41908.95164","41673.50844"],"t":[7220,21123],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41922.40000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}

请注意，当没有行情（或其他市场数据）可用时，心跳消息会以每秒 1 次的频率发送。

行情数据源（以及所有其他市场数据源）的 JSON 消息中各个字段/值的详细信息可在我们的WebSocket API v1 文档中找到。

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