Market

MarketQuoteMarket

Interface Description

The interface feature is that for each websocket connection, each time the request is sent, the backend will overwrite the previous subscription request by default. After the subscription is successful, data will be pushed.

Request-Protocol Number: 14010

Data format:json

Data Structure

data definition

Fields	name	type	Required fields	illustrate
symbol_list	Product List	array	yes	See the symbol definition below for the specific format

Symbol definition

Fields	name	type	Required fields	illustrate
symbol_id	Product ID	uint64	yes
trade_type	Transaction Type	uint32	yes	1: Full position contract, 2: Isolated position contract, 3: Leverage, 5: Spot, 6: Stock
trade_mode	Trading Model	uint32	yes	1:MM, 2:ButterflyMM, 3:Matchmaking, 4:Aggregation
depth_level	Depth level	uint32	no	If there is no depth_level field, the backend will only provide a quote for one level. The requested level is greater than the actual quote level. If there is no depth_level field, the backend will provide a quote for as many levels as the actual quote level has.
merge_accuracy	Merge precision	string	yes	If the value is 10, it means the quotation will be combined according to the tenth digit; if it is 1, it means the quotation will be combined according to each decimal place; if it is 0.001, it means the quotation will be combined according to the third decimal place, and so on.
trade_info_count	Number of transaction information	uint32	yes	Indicates how many transaction quotes you want to receive in response to your subscription.

Request Example

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{
    "cmd_id":14010,
    "seq_id":123,
    "ext":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
    "data":{
        "symbol_list": [
            {
		"symbol_id": 112312,
		"trade_type": 1,
                "trade_mode": 0,
                "depth_level": 5,
                "merge_accuracy":"0.001",
                "trade_info_count": 5,
            },
	],
    }
}

Response-Protocol Number: 14011

Data format:json

Data Structure

data definition

Fields	name	type	illustrate
tick_list	tick snapshot data	array	See the tick definition below for the specific format

Tick ​​definition

Fields	name	type	illustrate
symbol_id	Product ID	uint64
trade_type	Transaction Type	uint32	1: Full position contract, 2: Isolated position contract, 3: Leverage, 5: Spot, 6: Stock
trade_mode	Trading Model	uint32	1:MM, 2:ButterflyMM, 3:Matchmaking, 4:Aggregation
seq	Quotation number	uint64
tick_time	Quote timestamp	uint64
price_digits	Price decimal places	uint32
bid_deep	bid depth	array	See the definition of bid_deep below. The number of depths will vary depending on the depth_level and merge_accuracy in the request.
ask_deep	askDepth	array	See the definition of ask_deep below. The number of depths will vary depending on the depth_level and merge_accuracy in the request.
trade_info	Transaction information	array	See trade_info definition below

bid_deep definition

Fields	name	type	illustrate
price_bid	Buy price, buy price	string
volume_bid	Buy one volume, buy volume	string

ask_deep definition

Fields	name	type	illustrate
price_ask	Selling price, selling price	string
volume_ask	Selling volume, selling volume	string

trade_info definition

Fields	name	type	illustrate
price	Sold Price	string
volume	Volume	string
trade_direction	Trading direction	uint32	0 is the default value, 1 is BUY, 2 is SELL
trade_time	Transaction timestamp	uint64	Unit: Seconds

Example Response

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{
    "ret":200,
    "msg":"ok",
    "cmd_id":14011,
    "seq_id":123,
    "ext":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
    "data":{
        "tick_list":[
            {
		"symbol_id": 123,
		"trade_type": 1,
                "trade_mode": 0,
		"seq": 1605509068000001,
		"tick_time": 1605509068,
                "price_digits": 2,
		"bid_deep": [
                    {
			"price_bid": "9.12",
                        "volume_bid": "9.12",
                    },
		],
                "ask_deep": [
                    {
			"price_ask": "147.12",
			"volume_ask": "147.12",
                    },
		],
                "trade_info": [
                    {
			"price": "651.12",
                        "volume": "100",
                        "trade_direction": 1,
                        "trade_time": 1605509068,
                    },
		]
            },
        ]
    }    
}

Push data - real-time transaction quotation push

illustrate

The quotation push mainly reflects the transaction information. The push data content is a string. Currently, one quotation is pushed at a time. The backend service will push the data to the requester only after the requester sends a quotation subscription request.

Field Explanation

pt(product ID, quote transaction type, transaction mode, quote sequence number, quote timestamp, current price, transaction volume, transaction direction); "pt(symbol_id,trade_type,trade_mode,seq,tick_time,price,volume,trade_direction);" trade_type value meaning 1: full position contract, 2: single position contract, 3: leverage, 5: spot, 6: stock trade_mode value meaning 1: MM, 2: butterfly MM, 3: matching, 4: aggregation

Push data example

"pt(1123,1,0,1232312,34545435345,6.23,1000,1);"

Push data-market quote push

illustrate

The quote push mainly reflects the market information, and will merge the deep quotes according to the merge precision field in the subscription request. The push data content is a string, and currently one quote is pushed at a time. The backend service will push the data to the requester only after the requester sends a market transaction quote subscription request.

Field Explanation

pd(product ID, quotation transaction type, transaction mode, quotation sequence number, quotation timestamp);(1st tier bid price, 1st tier bid volume)(2nd tier bid price, 2nd tier bid volume);(1st tier ask price, 1st tier ask volume)(2nd tier ask price, 2nd tier ask volume); "pd(symbol_id,trade_type,trade_mode,seq,tick_time);(price_bid1,volume_bid1)(price_bid2,volume_bid2);(price_ask1,volume_ask1)(price_ask2,volume_ask2);" trade_type value meaning 1: full position contract, 2: single position contract, 3: leverage, 5: spot, 6: stock trade_mode value meaning 1: MM, 2: butterfly MM, 3: matching, 4: aggregation

Push data example

"pd(1123,1,0,1232312,34545435345);(6.23,123)(6.22,256);(6.24,111)(6.25,222);" "pd(1123,1,0,1232312,34545435345) ;(6.23,123)(6.22,256);(6.24,111)(6.25,222)(6.25,333);" "pd(1123,1,0,1232312,34545435345);;(6.24,111)( 6.25,222)(6.25,333);"