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.
Update Speed: 100ms
Request parameters.
Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.
Update Speed: 5s
Optional
requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.AllBookTickersStreamRequestRequest parameters.
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
Optional
requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.AllMarketLiquidationOrderStreamsRequestRequest parameters.
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
Optional
requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.AllMarketMiniTickersStreamRequestRequest parameters.
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
Optional
requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.AllMarketTickersStreamsRequestRequest parameters.
Composite index information for index symbols pushed every second.
Update Speed: 1000ms
Request parameters.
Update Speed: 250ms
Request parameters.
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
Optional
requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.ContractInfoStreamRequestRequest parameters.
Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing)
Update Speed: 250ms, 500ms, 100ms
Request parameters.
Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.
Update Speed: Real-time
Request parameters.
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
Request parameters.
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
Request parameters.
The Kline/Candlestick Stream push updates to the current klines/candlestick every 250 milliseconds (if existing).
Update Speed: 250ms
Request parameters.
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
Request parameters.
Mark price and funding rate for a single symbol pushed every 3 seconds or every second.
Update Speed: 3000ms or 1000ms
Request parameters.
Mark price and funding rate for all symbols pushed every 3 seconds or every second.
Update Speed: 3000ms or 1000ms
Optional
requestParameters: MarkPriceStreamForAllMarketRequestRequest parameters.
Asset index for multi-assets mode user
Update Speed: 1s
Optional
requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.MultiAssetsModeAssetIndexRequestRequest parameters.
Top <levels> bids and asks, Valid <levels> are 5, 10, or 20.
Update Speed: 250ms, 500ms or 100ms
Request parameters.
WebsocketMarketStreamsApi - interface WebsocketMarketStreamsApi