Interface ApiInterface

The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds.

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

Update Speed: 100ms

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).

Update Speed: Real-time

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).

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).

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).

Update Speed: 1000ms

Kline update every second

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, or 100 milliseconds

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

Update Speed: 250ms or 500ms or 100ms

Index Kline/Candlestick Streams

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

Update Speed: 250ms

Index Price Stream

Update Speed: 3000ms OR 1000ms

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

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).

Update Speed: 500ms

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).

Update Speed: 500ms

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 Kline/Candlestick Streams

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

Update Speed: 250ms

Mark Price of All Symbols of a Pair

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: 3000ms OR 1000ms

Mark price update stream

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: 3000ms OR 1000ms

Top levels bids and asks.

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

Update Speed: 250ms, 500ms or 100ms