Ws candlestick feed data v1

WSCandlestickFeedDataV1

Name
Lite
Type Required
Default
Description
stream
s
string True Stream name
selector
s1
string True Primary selector
sequence_number
sn
string True A sequence number used to determine message order within a stream.
- If useGlobalSequenceNumber is false, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts.
- If useGlobalSequenceNumber is true, this returns the global sequence number, which uniquely identifies messages across the cluster.
- A single cluster payload can be multiplexed into multiple stream payloads.
- To distinguish each stream payload, a dedupCounter is included.
- The returned sequence number is computed as: cluster_sequence_number * 10^5 + dedupCounter.
feed
f
Candlestick True A candlestick entry matching the request filters
Candlestick


Name
Lite
Type Required
Default
Description
open_time
ot
string True Open time of kline bar in unix nanoseconds
close_time
ct
string True Close time of kline bar in unix nanosecond
open
o
string True The open price, expressed in underlying currency resolution units
close
c
string True The close price, expressed in underlying currency resolution units
high
h
string True The high price, expressed in underlying currency resolution units
low
l
string True The low price, expressed in underlying currency resolution units
volume_b
vb
string True The underlying volume transacted, expressed in base asset decimal units
volume_q
vq
string True The quote volume transacted, expressed in quote asset decimal units
trades
t
integer True The number of trades transacted
instrument
i
string True The readable instrument name:
  • Perpetual: ETH_USDT_Perp
  • Future: BTC_USDT_Fut_20Oct23
  • Call: ETH_USDT_Call_20Oct23_2800
  • Put: ETH_USDT_Put_20Oct23_2800