v1

latestOpenAPI 3.0.2Apache 2.02026-07-17189642856.1 KB

Timeseries stream

Market trades

Returns a WebSocket stream of trades for specified markets.<br/> If you are falling behind (slow client) you will get warning message first, then error message and disconnection will happen.

get/timeseries-stream/market-trades

Query parameters

marketsstring[] required

Comma separated list of markets or market patterns like exchange-* or exchange-*-spot or *USDT-future.<br/> Use a corresponding /catalog-all-v2/market-{dataType} endpoint for the full list of supported markets for a given data type.

backfill'latest' | 'none'

What data should be sent upon a connection.<br/> By default the latest values are sent just before real-time data.

prettyboolean

Human-readable formatting of JSON responses.

Response

Trade WebSocket message.

marketstring required

Unique name of the market.

timestring required

The time in ISO 8601 date-time format. Always with nanoseconds precision.

coin_metrics_idstring required

ID of a trade (unique per exchange market). We are using exchange reported value if exchange reports a unique numeric trade id. If exchange reports trade id as a string we convert to numeric using Bijective mapping from exchange reported trade id's string. If exchange doesn't report unique ID we transform it using exchange reported data to form a unique value per market.

amountstring required

The amount of the base asset traded.

pricestring required

The price of the base asset quoted in the quote asset that the trade was executed at.

sidestring

The market order side. "buy" means that an ask was removed from the book by an incoming buy order, "sell" means that a bid was removed from the book by an incoming sell order.

cm_sequence_idstring required

The monotonically increasing message number, resets on disconnection.

collect_timestring required

Time of when the trade was received from the exchange.

block_hashstring

Swap block hash. Available for DeFi markets only.

block_heightstring

Swap block height. Available for DeFi markets only.

txidstring

Swap transaction ID. Available for DeFi markets only.

initiatorstring

Swap transaction initiator. Available for DeFi markets only.

senderstring

Swap caller. Available for DeFi markets only.

beneficiarystring

Swap output receiver. Available for DeFi markets only.

mark_pricestring

The price representing the futures' or option's price calculated by the exchange for risk management purposes.

index_pricestring

The price index is an aggregate price derived from the major exchanges to be representative of the underlying asset's market consensus price.

iv_tradestring

Implied volatility calculated from the trade price.

liquidationstring

Indicates whether the maker side, taker side, or both sides of the trade is under liquidation.