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Overview

Access real-time market data through WebSocket streams. All WebSocket connections require authentication using API key headers during the connection handshake.

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Available Streams

Level 1 Quotes

Best bid/ask prices and quantities in real-time

Trade Executions

Real-time trade data with volume statistics

Order Book Depth

Complete order book with multiple price levels

Ticker Data

Real-time ticker data and price statistics

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Stream Types Overview

ChannelDescriptionUpdate FrequencyAuthentication
level1Best bid/ask quotesReal-timeRequired
tradeTrade executions with volume statsPer tradeRequired
depthFull order book depthReal-timeRequired
tickerComprehensive ticker data including funding rates, open interest, and mark pricesReal-timeRequired

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Quick Subscribe

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Multiple Streams Example

{
  "op": "subscribe",
  "args": [
    { "channel": "level1", "symbol": "US500-BTC" },
    { "channel": "trade", "symbol": "GOLD-BTC" },
    { "channel": "depth", "symbol": "OIL-BTC" }
  ]
}

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JavaScript Implementation

// Create authenticated WebSocket connection (see Connection docs)
const ws = new WebSocket('wss://ws.roxom.com/ws', [], {
  headers: {
    'X-API-Key': 'your-api-key',
    'X-API-Signature': 'base64-encoded-rsa-signature'
  }
});

ws.onopen = function() {
  // Subscribe to multiple market data streams
  ws.send(JSON.stringify({
    op: 'subscribe',
    args: [
      { channel: 'level1', symbol: 'US500-BTC' },
      { channel: 'trade', symbol: 'GOLD-BTC' },
      { channel: 'depth', symbol: 'OIL-BTC' }
    ]
  }));
};

ws.onmessage = function(event) {
  const data = JSON.parse(event.data);
  
  // Handle subscription confirmations
  if (data.event === 'subscribe') {
    console.log('Subscribed to:', data.arg.channel, data.arg.instId);
    return;
  }
  
  // Handle market data events
    if (data.topic) {
      const [channel, symbol] = data.topic.split('.');
      
      switch (channel) {
        case 'level1':
          handleLevel1Update(symbol, data.data);
          break;
        case 'trade':
          handleTradeUpdate(symbol, data.data);
          break;
        case 'depth':
          handleDepthUpdate(symbol, data.data);
          break;
      }
    }
  };

function handleLevel1Update(symbol, data) {
  console.log(`${symbol} Level 1 - Bid: ${data.bid[0]} Ask: ${data.ask[0]}`);
}

function handleTradeUpdate(symbol, data) {
  console.log(`${symbol} Trade - ${data.takerSide} ${data.vwap} Vol: ${data.volume}`);
}

function handleDepthUpdate(symbol, data) {
  console.log(`${symbol} Depth - ${data.type} update with ${data.bid.length} bids, ${data.ask.length} asks`);
}

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Supported Trading Pairs

SymbolDescriptionBase AssetQuote Asset
US500-BTCS&P 500 Index to BitcoinUS500BTC
GOLD-BTCGold to BitcoinGOLDBTC
OIL-BTCOil to BitcoinOILBTC

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Message Format

All market data messages follow a consistent structure: 
{
  "topic": "channel.symbol",
  "type": "snapshot|delta|update",
  "createdTime": 1640995200000000000,
  "data": {
    // Channel-specific data
  }
}

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Subscription Management

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Subscribe to Streams

{
  "op": "subscribe",
  "args": [
    { "channel": "level1", "symbol": "US500-BTC" }
  ]
}

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Unsubscribe from Streams

{
  "op": "unsubscribe",
  "args": [
      { "channel": "trade", "symbol": "GOLD-BTC" }
  ]
}

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Best Practices

  • Subscribe only to data you actually need
  • Use batch subscriptions for multiple symbols
  • Unsubscribe from unused streams to reduce bandwidth
  • Validate symbol names before subscribing
  • Handle snapshot vs delta updates appropriately
  • Implement proper order book reconstruction for depth streams
  • Buffer high-frequency updates for UI rendering
  • Maintain local state for efficient processing
  • Process messages asynchronously
  • Use efficient data structures for order books
  • Implement proper memory management
  • Monitor bandwidth usage and adjust subscriptions

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Error Handling

Common market data stream errors and solutions:
Error: Subscription rejected due to invalid trading pairSolution: Verify symbol format matches supported trading pairs exactly
Error: Too many subscription requestsSolution: Batch multiple subscriptions into single request
Error: Message delivery interruptionSolution: Implement reconnection logic and state recovery

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Next Steps

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