WebSocket API v1 - 市場數據源範例

上次更新時間: 2025年3月31日

WebSocket API v1 市場數據源是一系列公開(未經身份驗證)的數據源,為我們的市場提供可用交易數據(ticker、時間與銷售、訂單簿等)的實時串流。

作為實時市場數據串流,市場數據的任何變更(例如最佳買入/賣出價格或交易量的更新)都會導致透過一個或多個市場數據源發送更新訊息。

如何訂閱市場數據源

一旦與WebSocket API v1 建立連線(使用公開 URL wss://ws.kraken.com/),即可透過發送以下訂閱訊息來訂閱市場數據源:

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

收到有效的訂閱請求後,市場數據源將會發送訂閱確認訊息:

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

隨後是初始市場數據快照(取決於相關數據源),然後是實時市場數據的即時串流。

市場數據源的實時串流範例

以下是 ticker 數據源的範例,說明了因各種市場數據變更(例如交易發生導致最佳買入/賣出交易量變動)而收到的訊息類型:

[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","41673.50464"],"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"}

請注意,當沒有 ticker(或其他市場數據)可用時,heartbeat 訊息會以每秒 1 次的頻率發送。

JSON 訊息中各個欄位/值的詳細資訊,適用於 ticker 數據源(以及所有其他市場數據源),可在我們的WebSocket API v1 文件中查閱。

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