Market Data Push

Overview

Market data push uses WebSocket V2 subscription endpoint, supporting real-time market data push including orderbook, K-line, and quote statistics.

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 market data, send a JSON message in the following format:

{
	"id": "550e8400-e29b-41d4-a716-446655440000",
	"method": "market",
	"action": "subscribe",
	"params": {
		"type": "orderbooks",
		"tickers": ["AAPLs@usex"]
	},
	"api_key": "<your-api-key>",
	"timestamp": "1703123456789",
	"signature": "<computed-signature>"
}

Note: Each message must carry api_key, timestamp, and signature for authentication. For signature calculation details, see WebSocket Authentication.

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: orderbooks, kline, quote
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

Supported Data Types

Type	Description
orderbooks	Real-time orderbook data
kline	Real-time K-line (1 minute)
quote	Real-time quote statistics

The chain-denominated types (router_quote, router_price) belong to the Instant Swap API — see Market Data Push (Instant Swap API).

Tickers Format

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

Server Response

Each subscription or unsubscription request receives a corresponding response:

Success Response:

{
	"id": "550e8400-e29b-41d4-a716-446655440000",
	"success": true
}

Error Response:

{
	"id": "550e8400-e29b-41d4-a716-446655440000",
	"success": false,
	"message": "Invalid params for method: market"
}

Field	Type	Description
id	UUID / null	Corresponding request ID, may be null on parse failure
success	boolean	Whether the request succeeded
message	string	Error description when failed, absent on success

Data Push

Orderbook Data Push

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

{
	"type": "orderbook",
	"data": {
		"symbol": "AAPLs",
		"market": "usex",
		"time": "2025-09-25 10:10:23.394",
		"ask": [
			{ "price": 710, "volume": 100 },
			{ "price": 711, "volume": 200 }
		],
		"bid": [
			{ "price": 709.99, "volume": 110 },
			{ "price": 708.5, "volume": 50 }
		]
	}
}

Field	Type	Description
type	string	Fixed as "orderbook"
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
data.ask[].price	decimal	Ask price
data.ask[].volume	decimal	Ask volume
data.bid	object[]	Bid list, sorted by price in descending order
data.bid[].price	decimal	Bid price
data.bid[].volume	decimal	Bid volume

K-line Data Push

When subscribing to kline type, you will receive K-line data push in the following format:

{
	"type": "kline",
	"data": {
		"symbol": "AAPLs",
		"time": "2025-05-30 15:50:00",
		"open": 498.6,
		"high": 598.6,
		"low": 398.6,
		"close": 498.6,
		"volume": 125,
		"turnover": 56873.25
	}
}

Field	Type	Description
type	string	Message type, fixed value kline
data	object	K-line data
data.symbol	string	Ticker code
data.time	string	K-line time (start time of the minute)
data.open	decimal	Opening price
data.high	decimal	Highest price
data.low	decimal	Lowest price
data.close	decimal	Closing price
data.volume	decimal	Trading volume
data.turnover	decimal	Trading turnover

Push Frequency: Pushed once per minute, at the end of each minute, sending the complete K-line data for that minute.

Quote Statistics Data Push

When subscribing to quote type, you will receive quote statistics data push in the following format:

{
	"type": "quote",
	"data": {
		"symbol": "AAPLs",
		"time": "2025-05-30 15:58:17",
		"session": "trading",
		"open": 506,
		"high": 606.5,
		"low": 396,
		"close": 498.4,
		"volume": 125,
		"turnover": 708234.56
	}
}

Field	Type	Description
type	string	Message type, fixed value quote
data	object	Quote statistics 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.open	decimal	Opening price
data.high	decimal	Highest price
data.low	decimal	Lowest price
data.close	decimal	Closing price
data.volume	decimal	Trading volume
data.turnover	decimal	Trading turnover

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

Unsubscription

To unsubscribe from market data, send a JSON message in the following format:

{
	"id": "550e8400-e29b-41d4-a716-446655440001",
	"method": "market",
	"action": "unsubscribe",
	"params": {
		"type": "orderbooks",
		"tickers": ["AAPLs@usex"]
	},
	"api_key": "<your-api-key>",
	"timestamp": "1703123456789",
	"signature": "<computed-signature>"
}

Heartbeat Mechanism

The server sends heartbeat messages every 30 seconds:

{
	"type": "heartbeat",
	"timestamp": 1703123456789
}

Error Handling

Common Errors

Error Message	Cause	Solution
Invalid JSON format	JSON format error	Check JSON syntax
Invalid request method	Invalid method value	Use supported method
Missing params	Missing required parameters	Provide params field
Invalid params	Parameter format error	Check parameter structure
Invalid or missing authentication header(s)	Institution credential authentication failed	Check api_key, timestamp, and signature
Subscription limit reached	Throttling limit	Reduce connection count

Error Response Example

{
	"id": "550e8400-e29b-41d4-a716-446655440000",
	"success": false,
	"message": "Invalid params for method: market"
}

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