Class WebsocketMarketStreamsApi

The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds. Only market trades will be aggregated, which means the insurance fund trades and ADL trades won't be aggregated.

Retail Price Improvement(RPI) orders are aggregated and without special tags to be distinguished.

Update Speed: 100ms

Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.

Retail Price Improvement(RPI) orders are not visible and excluded in the response message.

Update Speed: 5s

The All Liquidation Order Snapshot Streams push force liquidation order information for all symbols in the market. For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.

Update Speed: 1000ms

24hr rolling window mini-ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.

Update Speed: 1000ms

24hr rolling window ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.

Update Speed: 1000ms

Composite index information for index symbols pushed every second.

Update Speed: 1000ms

Update Speed: 250ms

ContractInfo stream pushes when contract info updates(listing/settlement/contract bracket update). bks field only shows up when bracket gets updated.

Update Speed: Real-time

Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing)

Retail Price Improvement(RPI) orders are not visible and excluded in the response message.

Update Speed: 250ms, 500ms, 100ms

Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.

Retail Price Improvement(RPI) orders are not visible and excluded in the response message.

Update Speed: Real-time

24hr rolling window mini-ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.

Update Speed: 2s

24hr rolling window ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.

Update Speed: 2000ms

The Kline/Candlestick Stream push updates to the current klines/candlestick every 250 milliseconds (if existing).

Update Speed: 250ms

The Liquidation Order Snapshot Streams push force liquidation order information for specific symbol. For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.

Update Speed: 1000ms

Mark price and funding rate for a single symbol pushed every 3 seconds or every second.

Update Speed: 3000ms or 1000ms

Mark price and funding rate for all symbols pushed every 3 seconds or every second.

Note*:

This stream does not cover TradFi Perps.

Update Speed: 3000ms or 1000ms

Asset index for multi-assets mode user

Update Speed: 1s

Top <levels> bids and asks, Valid <levels> are 5, 10, or 20.

Retail Price Improvement(RPI) orders are not visible and excluded in the response message.

Update Speed: 250ms, 500ms or 100ms

Bids and asks including RPI orders, pushed every 500 milliseconds

RPI(Retail Price Improvement) orders are included and aggreated in the response message. When the quantity of a price level to be updated is equal to 0, it means either all quotations for this price have been filled/canceled, or the quantity of crossed RPI orders for this price are hidden

Update Speed: 500ms

Trading session information for the underlying assets of TradFi Perpetual contracts—covering the U.S. equity market and the commodity market—is updated every second. Trading session information for different underlying markets is pushed in separate messages. Session types for the equity market include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING". Session types for the commodity market include "REGULAR" and "NO_TRADING".

Update Speed: 1s