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v1

latestOpenAPI 3.1.02026-07-241653251.3 MB
CLOB

Market data subscription

Subscribe to market data for CLOB instrument.

post/orders/v1/create_market_data_subscription

Headers

X-SCX-SIGNEDstring required

HMAC-SHA256 signature of the request, base64-encoded. See the Authentication guide for the exact signing formula.

X-SCX-TIMESTAMPstring required
Example:1678901234

Current Unix timestamp in seconds. Must be within 60 seconds of server time or the request is rejected.

Request body

depthinteger

The depth of the market data

snapshotOnlyboolean

Indicates if only a snapshot of the market data is requested

symbolsstring[]

The array of symbols to subscribe to for market data

unaggregatedboolean

Example request

{
  "snapshotOnly": true,
  "symbols": [
    "BTC/USD"
  ],
  "unaggregated": true
}

Response

A successful response

Example response

{
  "error": {
    "details": [
      {
        "@type": "string"
      }
    ],
    "message": "string"
  },
  "result": {
    "heartbeat": {},
    "update": {
      "bids": [
        {
          "px": "11265651",
          "qty": "44649217"
        }
      ],
      "offers": [
        {
          "px": "10223023",
          "qty": "192335645"
        }
      ],
      "bookHidden": true,
      "state": "INSTRUMENT_STATE_CLOSED",
      "stats": {
        "closePx": "11225624",
        "closeSetTime": "2025-07-08T11:35:10.379Z",
        "highPx": "11225624",
        "highSetTime": "2025-07-08T11:35:10.379Z",
        "indicativeOpenPx": "11225624",
        "indicativeOpenSetTime": "2025-07-08T11:35:10.379Z",
        "lastTradePx": "11229296",
        "lastTradeQty": "11227248",
        "lastTradeSetTime": "2025-07-08T11:35:10.379Z",
        "lowPx": "11225624",
        "lowSetTime": "2025-07-08T11:35:10.379Z",
        "notionalTraded": "1392987124878",
        "notionalSetTime": "2025-07-08T11:35:10.379Z",
        "openInterest": "0",
        "openInterestSetTime": "2025-07-08T11:35:10.379Z",
        "openPx": "13929873",
        "openSetTime": "2025-07-08T11:35:10.379Z",
        "settlementPreliminaryFlag": true,
        "settlementPriceCalculationMethod": "SETTLEMENT_PRICE_CALCULATION_METHOD_UNSET",
        "settlementPx": "139298712",
        "settlementSetTime": "2025-07-08T11:35:10.379Z",
        "sharesTraded": "48728312",
        "tradingReferencePx": "139298712",
        "tradingReferenceSetTime": "2025-07-08T11:35:10.379Z"
      },
      "symbol": "BTC/USD",
      "transactTime": "2025-07-08T11:35:10.379Z"
    }
  }
}