Ticker

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: 14000

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

Request Example

Copy

{
    "cmd_id":14000,
    "seq_id":123,
    "ext":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
    "data":{
        "symbol_list": [
            {
                "symbol_id": 112312,
                "trade_type": 1,
                "trade_mode": 1,
            }
        ],
    }
}

Response-Protocol Number: 14001

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
price	Latest transaction price	string
tick_deep	Depth Quote	array	This depth will only bring one level of quote information, see the tick_deep definition below
open_price	The opening price of the latest day	string
close_price	The closing price of the latest day	string
high_price	The highest price of K in the last day	string
low_price	The lowest price of K in the last day	string
yesterday_close_price	The most recent day's daily K closing price yesterday	string

tick_deep definition

Fields	name	type	illustrate
price_bid	Buy price, buy price	string
price_ask	Selling price, selling price	string
volume_bid	Buy one volume, buy volume	string
volume_ask	Selling volume, selling volume	string

Example Response

Copy

{
    "ret":200,
    "msg":"ok",
    "cmd_id":14001,
    "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,
                "price": "651.12",
                "tick_deep": [
                    {
                        "price_bid": "9.12",
                        "price_ask": "147.12",
                        "volume_bid": "9.12",
                        "volume_ask": "147.12",
                    },
                ],
                "open_price": "651.12",
                "close_price": "623.12",
                "high_price": "674.12",
                "low_price": "619.12",
                "yesterday_close_price": "623.12",
            },
        ]
    }    
}

Push data

illustrate

This quote push mainly includes transaction and one-level depth quotes. It is a comprehensive quote push. The data content is a string. Currently, one quote is pushed at a time. The backend service will push the data to the requester who sends a real-time quote subscription request.

Field Explanation

p(product ID, quote transaction type, transaction mode, quote sequence number, quote timestamp, current price, first tier bid price, first tier ask price, first tier bid volume, first tier ask volume); “p(symbol_id,trade_type,trade_mode,seq,tick_time,price,price_bid1,price_ask1,volume_bid1,volume_ask1);” 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

p(1123,1,0,1232312,34545435345,6.23,6.23,6.24,123,234);