The WebSocket feed is publicly available and provides real-time market data updates for orders and trades.

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Endpoints

  • Production: VAR::WS_URL_PROD
  • Sandbox: VAR::WS_URL_SANDBOX

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Protocol

The WebSocket feed uses a bidirectional protocol that encodes all messages as JSON objects. All messages have a type and channel attribute that can be used to handle the message appropriately.

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Subscribe

To begin receiving feed messages, you must send a SUBSCRIBE message to the server indicating which channels and products to receive. See Authentication for more details about the API key fields.
To receive feed messages, you must send a subscribe message or you are disconnected in 3 seconds.
{
  "type": "SUBSCRIBE",
  "product_ids": ["BTC-PERP", "ETH-PERP"],
  "channels": ["MATCH", "INSTRUMENTS"],
  "time": "1685465606",
  "key": "glK4uG8QRmh3aqnJ",
  "passphrase": "passphrase",
  "signature": "1BM6nwNBLHAkLLs81qcKEKAAPoYIzxTuDIX9DpE0/EM="
}
A subscription confirmation with the current subscription information is sent as response.
Subscription confirmation messages do not have a sequence number.
{
  "channels": [
    {
      "name": "MATCH",
      "product_ids": ["BTC-PERP", "ETH-PERP"]
    },
    {
      "name": "INSTRUMENTS",
      "product_ids": ["BTC-PERP", "ETH-PERP"]
    }
  ],
  "authenticated": true,
  "channel": "SUBSCRIPTIONS",
  "type": "SNAPSHOT",
  "time": "2023-05-30T16:53:46.847Z"
}

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Unsubscribe

To unsubscribe from channel/product pairs, send an UNSUBSCRIBE message. The structure is equivalent to SUBSCRIBE messages.
You can also unsubscribe from a channel entirely by providing no product IDs.
{
  "type": "UNSUBSCRIBE",
  "product_ids": ["BTC-PERP"],
  "channels": ["MATCH"]
}

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Sequence Numbers

Most feed messages contain a sequence number. Sequence numbers are increasing integer values for the entire session, with each new message being exactly one sequence number greater than the one before it.

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Message Types

There are two message types: SNAPSHOT and UPDATE.
  • When you subscribe to a channel, a SNAPSHOT message is sent once on the subscription channel. This is the snapshot of the current state of the channel.
  • After you subscribe, all subsequent messages are of type UPDATE.