Ticker Channel

The ticker channel provides the latest best bid and offer market data. All messages are of type update, and the data field contains:

  • bid: Best bid price if a bid exists, else null
  • bidSize: Size at bid price if a bid exists, else null
  • ask: Best ask price if an ask exists, else null
  • askSize: Size at ask price if an ask exists, else null
  • last: Last trade price if it exists, else null
  • time: Timestamp in UNIX time; format seconds.microseconds; matching engine time.

Example request:

{"op": "subscribe", "channel": "ticker", "market": "BTC-PERP"}

Example response:

{
    "channel": "ticker",
    "market": "BTC-PERP",
    "type": "update",
    "data": {
        "bid": 20919.0,
        "ask": 20920.0,
        "bidSize": 2.3826,
        "askSize": 9.9402,
        "last": 20920.0,
        "time": 1657888653.11847
    }
}