Subscriptions

Subscribe to specific market data streams to receive real-time updates. The Exchange WebSocket supports three types of data streams for supported trading pairs.

Available streams

Streams are identified using the format: {type}.{asset_pair}

Stream types

Depth

Order book depth updates showing bid and ask levels

Trade

Executed trades with price, quantity, and timestamp

Ticker

24-hour ticker statistics including price changes

Supported asset pairs

BTC_USDT - Bitcoin / Tether
ETH_USDT - Ethereum / Tether
SOL_USDT - Solana / Tether
SOL_USDC - Solana / USD Coin

Subscribing to streams

Send a subscribe message to start receiving updates for a specific stream.

Format the subscription message

Create a JSON message with the SUBSCRIBE method:

{
  "method": "SUBSCRIBE",
  "params": ["trade.BTC_USDT"],
  "id": 1
}

Field	Type	Description
`method`	string	Must be `"SUBSCRIBE"`
`params`	array	Array of stream names to subscribe to
`id`	number	Unique identifier for this request

Send the message

Send the JSON message as a text frame over your WebSocket connection:

const subscribeMsg = {
  method: 'SUBSCRIBE',
  params: ['trade.BTC_USDT'],
  id: 1
};

ws.send(JSON.stringify(subscribeMsg));

Receive updates

After subscribing, you’ll receive real-time updates as they occur. See the stream-specific formats below.

Unsubscribing from streams

To stop receiving updates, send an unsubscribe message:

{
  "method": "UNSUBSCRIBE",
  "params": ["trade.BTC_USDT"],
  "id": 2
}

const unsubscribeMsg = {
  method: 'UNSUBSCRIBE',
  params: ['trade.BTC_USDT'],
  id: 2
};

ws.send(JSON.stringify(unsubscribeMsg));

When you unsubscribe, the server will immediately stop sending updates for that stream. If you’re the last subscriber to a stream, the server will also unsubscribe from the Redis channel to optimize resources.

Stream data formats

Each stream type sends updates with a consistent structure. All updates include a stream field identifying the source and a data field containing the actual market data.

Depth stream

Order book depth updates for a trading pair. Stream name format: depth.{ASSET_PAIR} Example subscription:

{"method": "SUBSCRIBE", "params": ["depth.ETH_USDT"], "id": 1}

Update message:

{
  "stream": "depth.BTC_USDT",
  "data": {
    "e": "depth",
    "s": "BTC_USDT",
    "E": 1727866324128584,
    "T": 1727866324088922,
    "U": 4977146,
    "u": 4977146,
    "a": [["62450.50", "1.25"], ["62449.00", "0.50"]],
    "b": [["62448.00", "2.10"], ["62447.50", "1.80"]]
  }
}

Field	Type	Description
`e`	string	Event type: `"depth"`
`s`	string	Symbol/trading pair
`E`	number	Event time (microseconds)
`T`	number	Transaction time (microseconds)
`U`	number	First update ID
`u`	number	Final update ID
`a`	array	Ask levels: `[[price, quantity], ...]`
`b`	array	Bid levels: `[[price, quantity], ...]`

Price levels with quantity "0" indicate that level should be removed from the order book.

Trade stream

Real-time executed trades. Stream name format: trade.{ASSET_PAIR} Example subscription:

{"method": "SUBSCRIBE", "params": ["trade.BTC_USDT"], "id": 1}

Update message:

{
  "stream": "trade.BTC_USDT",
  "data": {
    "e": "trade",
    "s": "BTC_USDT",
    "t": 12345,
    "p": "62450.00",
    "q": "0.5",
    "T": 1727866324088922,
    "m": true
  }
}

Field	Type	Description
`e`	string	Event type: `"trade"`
`s`	string	Symbol/trading pair
`t`	number	Trade ID
`p`	string	Price
`q`	string	Quantity
`T`	number	Trade time (microseconds)
`m`	boolean	Is buyer the market maker

Ticker stream

24-hour rolling window statistics. Stream name format: ticker.{ASSET_PAIR} Example subscription:

{"method": "SUBSCRIBE", "params": ["ticker.SOL_USDT"], "id": 1}

Update message:

{
  "stream": "ticker.SOL_USDT",
  "data": {
    "e": "ticker",
    "s": "SOL_USDT",
    "E": 1727866324128584,
    "p": "145.50",
    "P": "2.34",
    "c": "148.25",
    "o": "145.00",
    "h": "149.00",
    "l": "144.50",
    "v": "125000.50",
    "q": "18475000.00"
  }
}

Field	Type	Description
`e`	string	Event type: `"ticker"`
`s`	string	Symbol/trading pair
`E`	number	Event time (microseconds)
`p`	string	Price change
`P`	string	Price change percent
`c`	string	Current/last price
`o`	string	Open price
`h`	string	High price
`l`	string	Low price
`v`	string	Volume
`q`	string	Quote volume

Multiple subscriptions

You can subscribe to multiple streams in a single message or send separate subscription requests:

Single message with multiple streams

{
  "method": "SUBSCRIBE",
  "params": [
    "trade.BTC_USDT",
    "depth.BTC_USDT",
    "ticker.BTC_USDT",
    "trade.ETH_USDT"
  ],
  "id": 1
}

Currently, the server processes one subscription at a time from the params array. For best results, send separate subscription messages for each stream.

Separate messages

// Subscribe to trades
ws.send(JSON.stringify({
  method: 'SUBSCRIBE',
  params: ['trade.BTC_USDT'],
  id: 1
}));

// Subscribe to depth
ws.send(JSON.stringify({
  method: 'SUBSCRIBE',
  params: ['depth.BTC_USDT'],
  id: 2
}));

// Subscribe to ticker
ws.send(JSON.stringify({
  method: 'SUBSCRIBE',
  params: ['ticker.BTC_USDT'],
  id: 3
}));

Subscription lifecycle

Connection established

Your WebSocket connection is opened and tracked by the server.

Subscribe to streams

Send SUBSCRIBE messages for the streams you want. The server:

Adds your connection to the subscription list
Subscribes to the Redis channel if it’s the first subscriber
Starts routing updates to you

Receive updates

As market events occur, the server:

Receives updates via Redis Pub/Sub
Routes them to all subscribed connections
Sends as JSON text frames

Unsubscribe or disconnect

When you unsubscribe or disconnect, the server:

Removes your connection from subscription lists
Unsubscribes from Redis if you were the last subscriber
Cleans up your session

Error handling

Invalid stream names

If you subscribe to an invalid stream (unsupported type or asset pair), the server will log an error but won’t send a response. Ensure your stream names match the supported formats. Valid examples:

trade.BTC_USDT ✓
depth.ETH_USDT ✓
ticker.SOL_USDC ✓

Invalid examples:

trade.INVALID_PAIR ✗
invalid_type.BTC_USDT ✗
BTC_USDT ✗ (missing type)

Message format errors

Messages that aren’t valid JSON or don’t match the expected structure are silently ignored. Always validate your messages:

try {
  const msg = JSON.stringify({
    method: 'SUBSCRIBE',
    params: ['trade.BTC_USDT'],
    id: 1
  });
  ws.send(msg);
} catch (error) {
  console.error('Failed to send subscription:', error);
}

Complete example

Here’s a complete example subscribing to multiple streams and handling updates:

const WebSocket = require('ws');

const ws = new WebSocket('ws://your-exchange-domain/ws');

ws.on('open', () => {
  console.log('Connected to Exchange WebSocket');
  
  // Subscribe to BTC trades and depth
  ws.send(JSON.stringify({
    method: 'SUBSCRIBE',
    params: ['trade.BTC_USDT'],
    id: 1
  }));
  
  ws.send(JSON.stringify({
    method: 'SUBSCRIBE',
    params: ['depth.BTC_USDT'],
    id: 2
  }));
  
  // Subscribe to ETH ticker
  ws.send(JSON.stringify({
    method: 'SUBSCRIBE',
    params: ['ticker.ETH_USDT'],
    id: 3
  }));
});

ws.on('message', (data) => {
  const update = JSON.parse(data);
  
  switch (update.stream.split('.')[0]) {
    case 'trade':
      console.log(`Trade: ${update.data.q} @ ${update.data.p}`);
      break;
    case 'depth':
      console.log(`Depth update: ${update.data.a.length} asks, ${update.data.b.length} bids`);
      break;
    case 'ticker':
      console.log(`Ticker: ${update.data.s} - ${update.data.c} (${update.data.P}%)`);
      break;
  }
});

ws.on('close', () => {
  console.log('Connection closed');
});

ws.on('error', (error) => {
  console.error('WebSocket error:', error);
});

// Graceful shutdown
process.on('SIGINT', () => {
  console.log('Unsubscribing and closing...');
  
  ws.send(JSON.stringify({
    method: 'UNSUBSCRIBE',
    params: ['trade.BTC_USDT'],
    id: 4
  }));
  
  ws.close();
  process.exit(0);
});

Overview

Order Management

Market Data

User Management

WebSocket

Available streams

Stream types

Depth

Trade

Ticker

Supported asset pairs

Subscribing to streams

Unsubscribing from streams

Stream data formats

Depth stream

Trade stream

Ticker stream

Multiple subscriptions

Single message with multiple streams

Separate messages

Subscription lifecycle

Error handling

Invalid stream names

Message format errors

Complete example

Build docs developers (and LLMs) love

Overview

Order Management

Market Data

User Management

WebSocket

​Available streams

​Stream types

Depth

Trade

Ticker

​Supported asset pairs

​Subscribing to streams

​Unsubscribing from streams

​Stream data formats

​Depth stream

​Trade stream

​Ticker stream

​Multiple subscriptions

​Single message with multiple streams

​Separate messages

​Subscription lifecycle

​Error handling

​Invalid stream names

​Message format errors

​Complete example

Build docs developers (and LLMs) love

Available streams

Stream types

Supported asset pairs

Subscribing to streams

Unsubscribing from streams

Stream data formats

Depth stream

Trade stream

Ticker stream

Multiple subscriptions

Single message with multiple streams

Separate messages

Subscription lifecycle

Error handling

Invalid stream names

Message format errors

Complete example