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Trade Executions

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Stream real-time trade executions with taker side, price range, volume, and VWAP per symbol.

Overview

The trade stream provides real-time executions with taker side, minimum and maximum prices, volume, and VWAP for each update.

Channel information

PropertyValue
Channel Nametrade
AuthenticationRequired
Update FrequencyPer trade
Data TypeTrade execution snapshot

Subscribe

Request

Subscribe
{
  "op": "subscribe",
  "args": [
    { "channel": "trade", "symbol": "US500-BTC" },
    { "channel": "trade", "symbol": "GOLD-BTC" },
    { "channel": "trade", "symbol": "USDT-BTC" }
  ]
}

Response format

Response

Trade Snapshot
{
  "topic": "trade.GOLD-BTC",
  "type": "snapshot",
  "createdTime": 1640995200000000000,
  "data": {
    "symbol": "GOLD-BTC",
    "takerSide": "buy",
    "minPx": "0.00432400",
    "maxPx": "0.00432500",
    "volume": "1247.85",
    "vwap": "0.00432450",
    "timestamp": 1640995200000000000
  }
}
dataobject

Trade execution data

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