{
"jsonrpc": "2.0",
"method": "public/subscribe",
"id": 42,
"params": {
"channels": [
"trades.(kind).(currency).100ms"
]
}
}{
"data": [
{
"trade_seq": 2,
"trade_id": "48079289",
"timestamp": 1590484589306,
"tick_direction": 2,
"price": 0.0075,
"mark_price": 0.01062686,
"iv": 47.58,
"instrument_name": "BTC-27MAY20-9000-C",
"index_price": 8956.17,
"direction": "sell",
"amount": 3
}
]
}trades.(kind).(currency).(interval)
Trade notifications across all instruments for a given kind and currency.
Use this channel when you want a consolidated stream of trades across all instruments of a specific kind (e.g., futures, options) and currency. The interval controls aggregation frequency.
{
"jsonrpc": "2.0",
"method": "public/subscribe",
"id": 42,
"params": {
"channels": [
"trades.(kind).(currency).100ms"
]
}
}{
"data": [
{
"trade_seq": 2,
"trade_id": "48079289",
"timestamp": 1590484589306,
"tick_direction": 2,
"price": 0.0075,
"mark_price": 0.01062686,
"iv": 47.58,
"instrument_name": "BTC-27MAY20-9000-C",
"index_price": 8956.17,
"direction": "sell",
"amount": 3
}
]
}Instrument kind
Allowed values: future, option, spot, future_combo, option_combo
future, option, spot, future_combo, option_comboCurrency code or any for all
Allowed values: BTC, ETH, USDC, USDT, EURR, any
BTC, ETH, USDC, USDT, EURR, anyFrequency of notifications. Events will be aggregated over this interval. The value raw means no aggregation will be applied (Please note that raw interval is only available to authorized users)
Allowed values: raw, 100ms, agg2
raw, 100ms, agg2Client sends subscription request to subscribe to notification channel. Please refer to Notification page for more information.
Server sends subscription notification data
Unique (per currency) trade identifier
The sequence number of the trade within instrument
Unique instrument identifier
The timestamp of the trade (milliseconds since the UNIX epoch)
Direction: buy, or sell
buy, sellDirection of the "tick" (0 = Plus Tick, 1 = Zero-Plus Tick, 2 = Minus Tick, 3 = Zero-Minus Tick).
0, 1, 2, 3Index Price at the moment of trade
Price in base currency
Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.
Trade size in contract units (optional, may be absent in historical trades)
Option implied volatility for the price (Option only)
Optional field (only for trades caused by liquidation): "M" when maker side of trade was under liquidation, "T" when taker side was under liquidation, "MT" when both sides of trade were under liquidation
M, T, MTMark Price at the moment of trade
Block trade id - when trade was part of a block trade
Block trade leg count - when trade was part of a block trade
Optional field containing combo instrument name if the trade is a combo trade
Optional field containing combo trade identifier if the trade is a combo trade
ID of the Block RFQ - when trade was part of the Block RFQ
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