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

  • 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

WS

REST

  • Subscribe to the channel “market-watch”

  • API sends the snapshot containing basic price information for all instruments traded on the exchange

  • API starts sending updates

GET /market-watch


Order book

WS

REST

  • Subscribe to the channel “DOM:<symbol>:aggregated” (e.g. “DOM:XBTUSD:aggregated”)

  • API sends the current order book snapshot

  • API starts sending updates

GET /dom/{symbol}

  • Params: depth (limit of the number of levels), aggr (aggregation, possible values in ticks: 1 (default), 5, 10, 25, 50, 100, 250)

  • Returns: order book snapshot

Candles

Available timeframes: 1m, 5m, 15m, 30m, 1H, 4H, 12H, 1D, 1W


WS

REST

  • Subscribe to the channel “candles:<symbol>:<timeframe>” (e.g. “candles:XBTUSD:5m”)

  • API sends a snapshot with several last candles

  • API starts sending updates

    • Use MDEntry.TransactTime to differentiate between the update of the current bar or the start of a new bar

GET /candles/{symbol}/{timeframe}

Trades

WS

REST

  • Subscribe to the channel “trades:<symbol>” (e.g. “trades:XBTUSD”)

  • API sends a snapshot with several last market trades

  • API starts sending updates containing new trades

GET /trades/{symbol}

Current server time

WS

REST

Use the LastUpdateTime of any message sent by the server

GET /server-time

{
35:"0",
60:1591365308602934000
}