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v1

latestOpenAPI 3.0.2Apache 2.02026-07-17189642856.1 KB
Timeseries stream

Asset quotes

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

get/timeseries-stream/asset-quotes

Query parameters

assetsstring[] required

Comma separated list of assets.<br/> Use a corresponding /catalog-all-v2/asset-{dataType} endpoint for the full list of supported assets for a given data type.

aggregation_methodstring

The method to use for aggregation.

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

Aggregated spread quote WebSocket message.

pairstring required

Pair string representation as <base>-<quote>.

timestring required

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

ask_pricestring

The limit price of the top ask on the order book. If no asks in the order book, the ask price is skipped.

ask_sizestring

The size of the top ask on the order book. If no asks in the order book, the ask size is skipped.

bid_pricestring

The limit price of the top bid on the order book. If no bids in the order book, the bid price is skipped.

bid_sizestring

The size of the top bid on the order book. If no bids in the order book, the bid size is skipped.

mid_pricestring

The average of the bid price and ask price.

spreadstring

The difference between the bid price and ask price as a percentage of the mid price.

cm_sequence_idstring required

The monotonically increasing message number, resets on disconnection.