Market Data Push

Overview

Market data push uses WebSocket V2 subscription endpoint, supporting real-time market data push of chain-denominated prices including router_quote and router_price.

Connection Information

Connection Endpoint: wss://{host}/ws/v2/stream

Description: WebSocket V2 subscription endpoint, supporting multiple data type subscriptions

Authentication: Institution credentials (API Key + Signature), passed via api_key, timestamp, and signature fields in each message. See WebSocket Authentication

Subscription Request

To subscribe to a router stream, send a JSON message in the following format:

{
	"id": "550e8400-e29b-41d4-a716-446655440002",
	"method": "market",
	"action": "subscribe",
	"params": {
		"type": "router_quote",
		"chain_id": 97,
		"tickers": ["AAPLs@usex"]
	},
	"api_key": "<your-api-key>",
	"timestamp": "1703123456789",
	"signature": "<computed-signature>"
}

Note: chain_id sits inside params, so it is covered by the signature.

Parameter Description

Parameter	Type	Required	Description
id	string	Yes	Request unique identifier, recommended to use UUID
method	string	Yes	Fixed value market
action	string	Yes	subscribe or unsubscribe
params	object	Yes	Subscription parameters
params.type	string	Yes	Data type: router_quote, router_price
params.chain_id	int	Yes	Blockchain network ID. The pushed price is denominated in this chain's settlement asset
params.tickers	array	Yes	List of tickers to subscribe
api_key	string	Yes	Institution API key
timestamp	string	Yes	Unix timestamp in milliseconds
signature	string	Yes	Request signature. Set as empty string placeholder during signature calculation

See the Instant Swap API Overview for the chain IDs and stablecoin addresses currently supported.

Tickers Format

• Format: symbol@market
• Market: Market code. See Market enum type description
• Example: AAPLs@usex

Data Push

Router Quote Data Push

When subscribing to router_quote, you will receive orderbook data push in the following format:

{
	"type": "router_quote",
	"data": {
		"symbol": "AAPLs",
		"market": "usex",
		"time": "2025-09-25 10:10:23.394",
		"ask": [
			{ "price": 714.98 }
		],
		"bid": [
			{ "price": 706.42 }
		]
	}
}

Field	Type	Description
type	string	Fixed as "router_quote"
data	object	Orderbook data
data.symbol	string	Ticker code
data.market	string	Market code. See Market enum type description
data.time	string	Orderbook data time
data.ask	object[]	Ask list, sorted by price in ascending order. Each entry carries price only
data.ask[].price	decimal	Ask price, in the settlement asset of the given chain_id
data.bid	object[]	Bid list, sorted by price in descending order. Each entry carries price only
data.bid[].price	decimal	Bid price, in the settlement asset of the given chain_id

Push Frequency: Real-time push.

Router Price Data Push

When subscribing to router_price, you will receive price data push in the following format:

{
	"type": "router_price",
	"data": {
		"symbol": "AAPLs",
		"time": "2025-05-30 15:58:17",
		"session": "trading",
		"price": 497.51
	}
}

Field	Type	Description
type	string	Fixed as "router_price"
data	object	Router price data
data.symbol	string	Ticker code
data.time	string	Current market data time
data.session	string	Trading session (trading, pre_market, after_market, etc.)
data.price	decimal	Latest price, in the settlement asset of the given chain_id

Push Frequency: Real-time push, immediately when quote changes.

Unsubscription

Router streams are unsubscribed with their own type:

{
	"id": "550e8400-e29b-41d4-a716-446655440003",
	"method": "market",
	"action": "unsubscribe",
	"params": {
		"type": "router_price",
		"chain_id": 97,
		"tickers": ["AAPLs@usex"]
	},
	"api_key": "<your-api-key>",
	"timestamp": "1703123456789",
	"signature": "<computed-signature>"
}

Note: chain_id is required for router streams on both subscribe and unsubscribe.

The response format is the same as for the base streams — see Server Response.

Error Handling

In addition to the common WebSocket errors:

Error Message	Cause	Solution
chain_id is required for router_quote/router_price	Router stream request sent without chain_id	Include a valid chain_id in params

For the shared error messages (Invalid JSON format, Invalid params, Invalid or missing authentication header(s), Subscription limit reached, etc.), see Error Handling.

Notes

• Multiple subscription messages can be sent on the same connection, each incrementally adding subscriptions.
• All subscriptions are automatically cleaned up when the connection drops.
• Tickers with invalid format or unrecognized market are silently skipped.