TABLE OF CONTENTS
Endpoints
Websocket API
Establish the connection
The server responds with a Logon (A) message
Subscribe to the desired channels by sending a MarketDataRequest (V) with the channel name and with SubscriptionRequestType == SnapshotAndUpdates
The server responds with a MarketDataSnapshotFullRefresh (W) containing the snapshot (e.g. the current state of the order book)
The server starts sending MarketDataIncrementalRefresh (X) messages containing updates to the snapshot
In case of any error during the subscription, the server replies with a MarketDataRequestReject (Y) message
You can subscribe to several channels within one connection
You can unsubscribe from the channel by sending a MarketDataRequest (V) with SubscriptionRequestType == DisablePreviousSnapshot
Please note that the server will break the connection in case you do not subscribe to at least one channel in 5 seconds after establishing the connection. You also need to send heartbeats to keep the connection alive.
Market watch
Order book
Candles
Available timeframes: 1m, 5m, 15m, 30m, 1H, 4H, 12H, 1D, 1W