Class WebsocketStreamsConnection

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.

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM).

Update Speed: 100ms

Response Notes:

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

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

After CM migration, this stream pushes the merged UM + CM universe (subscribable on both fstream and dstream); each payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).

Update Speed: 5s

Response Notes:

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

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.

After CM migration, this stream pushes the merged UM + CM universe (subscribable on both fstream and dstream); each payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).

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.

After CM migration, this stream pushes the merged UM + CM universe (subscribable on both fstream and dstream); each payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).

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.

After CM migration, this stream pushes the merged UM + CM universe (subscribable on both fstream and dstream); each payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).

Update Speed: 1000ms

Asset index price. Subscribe with !assetIndex@arr for all assets, or <assetSymbol>@assetIndex for a specific asset.

CM-UM Integration (Effective 2026-06-30): Renamed from Multi-Assets Mode Asset Index. The stream !assetIndex@arr now additionally pushes COIN-M settlement-asset price index entries (e.g., BTCUSD, ETHUSD, BNBUSD). The on-the-wire stream key is unchanged; existing subscriptions continue to work.

Update Speed: 1s

Composite index information for index symbols pushed every second.

Update Speed: 1000ms

Continuous Contract Kline/Candlestick Streams

After CM migration, both fstream and dstream may subscribe to either UM or CM symbols on this stream.

Update Speed: 250ms

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

After CM migration, this stream pushes the merged UM + CM universe (subscribable on both fstream and dstream); each payload is appended with a new st field (1 = UM, 2 = CM).

Update Speed: Real-time

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

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).

Update Speed: 250ms, 500ms, 100ms

Response Notes:

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

Disconnects from the WebSocket server. If there is no active connection, a warning is logged. Otherwise, all connections in the connection pool are closed gracefully, and a message is logged indicating that the connection has been disconnected.

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

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM).

Update Speed: Real-time

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

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.

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).

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.

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).

Update Speed: 2000ms

Checks if the WebSocket connection is currently open.

Checks if the WebSocket connection is subscribed to the specified stream.

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

After CM migration, both fstream and dstream may subscribe to either UM or CM symbols on this stream.

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.

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM); both fstream and dstream may subscribe to either UM or CM symbols on this stream.

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

Note:*

• TradFi symbols will be pushed through a seperate message.

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM); both fstream and dstream may subscribe to either UM or CM symbols on this stream.

Update Speed: 3s or 1s

Removes an event listener for the specified WebSocket event.

Adds an event listener for the specified WebSocket event.

Top bids and asks

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).

Update Speed: 250ms or 500ms or 100ms

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

Sends a ping message to all connected Websocket servers in the pool. If no connections are ready, a warning is logged. For each active connection, the ping message is sent, and debug logs provide details.

Bids and asks including RPI orders, pushed every 500 milliseconds

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).

Update Speed: 500ms

Response Notes:

• 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

Subscribes to one or multiple WebSocket streams Handles both single and pool modes

Trading session information for the underlying assets of TradFi Perpetual contracts, covering the U.S. equity market, Korean equity market, Hong Kong equity market, China equity market, and the commodity market, is updated every second. Trading session information for different underlying markets is pushed in separate messages.

Event type:*

• EquityUpdate: Session types for the U.S. equity market include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING".
• CommodityUpdate: Session types for the commodity market include "REGULAR" and "NO_TRADING".
• KR_EquityUpdate: Session types for the Korean equity market include "REGULAR" and "NO_TRADING".
• HK_EquityUpdate: Session types for the Hong Kong equity market include "REGULAR" and "NO_TRADING".
• CN_EquityUpdate: Session types for the China equity market include "REGULAR" and "NO_TRADING".

Update Speed: 1s

Unsubscribes from one or multiple WebSocket streams Handles both single and pool modes

Subscribes to the user data WebSocket stream using the provided listen key.