Channels
Each channel section includes use case, subscribe payload, channel-specific params, response field table, full JSON frames, and update cadence notes.
Candlesticks
Candlestick updates for charting and interval analytics.
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["kline"]}
| Subscribe specific field | Type | Meaning |
(none) | - | Uses common subscribe fields only. |
| Field | Type | Meaning | Example |
type | string | Channel alias. | kline |
exchange | string | Exchange id. | binance |
market_type | string | Market scope. | futures |
symbol | string | Trading pair. | BTCUSDT |
open | string | Open price. | "96420.5" |
high | string | High price. | "96530.1" |
low | string | Low price. | "96380.0" |
close | string | Last/close price. | "96499.8" |
volume | string | Base volume. | "128.54" |
quote_volume | string | Quote volume. | "12403894.20" |
open_time | string | Bar open time (UTC ms). | "1720684800000" |
close_time | string | Bar close time (UTC ms). | "1720684859999" |
trades_count | string | Trades in this bar. | "351" |
interval | string | Interval id. | "1m" |
_ts | string | Snapshot-only hash timestamp guard. | "1720684859123" |
// snapshot frame (on subscribe)
{
"type":"kline",
"exchange":"binance",
"market_type":"futures",
"symbol":"BTCUSDT",
"open":"96420.5",
"high":"96530.1",
"low":"96380.0",
"close":"96499.8",
"volume":"128.54",
"quote_volume":"12403894.20",
"open_time":"1720684800000",
"close_time":"1720684859999",
"trades_count":"351",
"interval":"1m",
"_ts":"1720684859123"
}
// incremental frame
{
"type":"kline",
"exchange":"binance",
"market_type":"futures",
"symbol":"BTCUSDT",
"open":"96420.5",
"high":"96540.0",
"low":"96380.0",
"close":"96520.2",
"volume":"132.87",
"quote_volume":"12836762.43",
"open_time":"1720684800000",
"close_time":"1720684859999",
"trades_count":"377",
"interval":"1m"
}
Update cadence: event-driven from upstream K-line updates. During an active bar, the same open_time can update multiple times.
Trades
Recent trade prints for tape-style flow monitoring.
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["trade"],"trade_count":200}
| Subscribe specific field | Type | Meaning |
trade_count | number | Snapshot list length (1..5000, default 1). |
| Field | Type | Meaning | Example |
type | string | Trade channel alias. | trade |
snapshot | boolean | Only present on initial snapshot frame. | true |
data | array | Snapshot trade array (newest first). | [...] |
price | string | Trade price. | "96512.5" |
quantity | string | Base quantity. | "0.071" |
quote_quantity | string | Quote quantity. | "6852.3875" |
side | string | Aggressor side. | "BUY" |
trade_id | string | Exchange trade id. | "987654321" |
timestamp | string | Trade time (UTC ms). | "1720684860123" |
// snapshot frame
{
"type":"trade",
"exchange":"binance",
"market_type":"futures",
"symbol":"BTCUSDT",
"snapshot":true,
"data":[
{
"price":"96512.5",
"quantity":"0.071",
"quote_quantity":"6852.3875",
"side":"BUY",
"trade_id":"987654321",
"timestamp":"1720684860123",
"symbol":"BTCUSDT",
"market_type":"futures",
"type":"trade",
"exchange":"binance"
}
]
}
// incremental frame
{
"price":"96514.0",
"quantity":"0.250",
"quote_quantity":"24128.5000",
"side":"SELL",
"trade_id":"987654399",
"timestamp":"1720684860458",
"symbol":"BTCUSDT",
"market_type":"futures",
"type":"trade",
"exchange":"binance"
}
Update cadence: every matched trade event. High-activity symbols may burst rapidly.
Order Book
Order-book levels for liquidity and slippage models.
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["depth"],"depth_levels":20}
| Subscribe specific field | Type | Meaning |
depth_levels | number | Book depth per side. Accepts 0 (all up to max), or rounded into [5,10,20,50,100]. |
| Field | Type | Meaning | Example |
type | string | Depth channel alias. | depth |
bids | string[][] | Bid levels as [price, qty], sorted best-first. | [["96510.1","3.2"]] |
asks | string[][] | Ask levels as [price, qty], sorted best-first. | [["96510.2","2.9"]] |
timestamp | string | Incremental frame source timestamp (UTC ms). | "1720684860999" |
// snapshot frame (from Redis sorted set)
{
"type":"depth",
"exchange":"binance",
"market_type":"futures",
"symbol":"BTCUSDT",
"bids":[["96510.1","3.2"],["96510.0","1.8"]],
"asks":[["96510.2","2.9"],["96510.3","4.4"]]
}
// incremental frame (from pub/sub)
{
"type":"depth",
"exchange":"binance",
"market_type":"futures",
"symbol":"BTCUSDT",
"bids":[["96510.1","3.0"],["96509.9","5.5"]],
"asks":[["96510.2","0.0"],["96510.4","1.2"]],
"timestamp":"1720684860999"
}
Update cadence: event-driven by order book updates. If qty is zero in a level, delete that price level from your local book.
Ticker
Best-effort summary ticker mapped from gateway stats channel.
// per symbol ticker
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["ticker"]}
// bulk tickers for exchange+market
{"action":"subscribe_tickers","exchange":"binance","market_type":"futures"}
| Subscribe specific field | Type | Meaning |
action=subscribe_tickers | string | Subscribe to aggregate ticker array channel rt:tickers:{exchange}:{market_type}. |
| Field | Type | Meaning | Example |
type | string | Per-symbol stream uses ticker; bulk stream uses tickers. | "ticker" |
tickers | array | Bulk ticker payload array. | [...] |
last_price | string | Last traded price. | "96520.0" |
price_change_24h | string | 24h percent change. | "1.82" |
volume_24h | string | 24h base volume. | "18234.4" |
quote_volume_24h | string | 24h quote volume. | "1756039844.2" |
// per-symbol ticker frame
{
"type":"ticker",
"exchange":"binance",
"market_type":"futures",
"symbol":"BTCUSDT",
"volume_24h":"18234.4",
"trades_count_24h":"289341",
"last_price":"96520.0",
"price_change_24h":"1.82",
"last_updated":"1720684861122",
"high_24h":"97231.0",
"low_24h":"94102.5",
"quote_volume_24h":"1756039844.2",
"open_price":"94793.1",
"weighted_avg_price":"95671.0"
}
// bulk tickers frame
{
"type":"tickers",
"tickers":[
{"type":"stats","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","last_price":"96520.0"},
{"type":"stats","exchange":"binance","market_type":"futures","symbol":"ETHUSDT","last_price":"3521.8"}
]
}
Update cadence: best-effort event-driven summary updates from stats channels and ticker aggregation stream.
Funding Rate
Perpetual funding rate snapshots for carry monitoring.
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["funding"]}
| Subscribe specific field | Type | Meaning |
|---|
(none) | - | Uses common subscribe fields only. |
| Field | Type | Meaning | Example |
|---|
funding_rate | string | Funding rate value. | "0.0001" |
funding_time | string | Funding settlement time (UTC ms). | "1720688400000" |
timestamp | string | Record update time (UTC ms). | "1720684861444" |
{"type":"funding","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","funding_rate":"0.0001","funding_time":"1720688400000","timestamp":"1720684861444"}
Update cadence: on funding refresh events from upstream venues.
Open Interest
Open interest values for leverage participation tracking.
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["oi"]}
| Subscribe specific field | Type | Meaning |
|---|
(none) | - | Uses common subscribe fields only. |
| Field | Type | Meaning | Example |
|---|
open_interest | string | Open interest in base units. | "51234.9" |
open_interest_value | string | Open interest notional value. | "4942812234.8" |
timestamp | string | Record update time (UTC ms). | "1720684861777" |
{"type":"oi","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","open_interest":"51234.9","open_interest_value":"4942812234.8","timestamp":"1720684861777"}
Update cadence: event-driven, typically every few seconds depending on venue feed.
Long/Short Ratio
Long-short ratio stream for directional crowd positioning.
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["lsr"]}
| Subscribe specific field | Type | Meaning |
|---|
(none) | - | Uses common subscribe fields only. |
| Field | Type | Meaning | Example |
|---|
long_account | string | Long account ratio. | "0.57" |
short_account | string | Short account ratio. | "0.43" |
long_short_ratio | string | Long/short ratio value. | "1.326" |
timestamp | string | Record update time (UTC ms). | "1720684862110" |
{"type":"lsr","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","long_account":"0.57","short_account":"0.43","long_short_ratio":"1.326","timestamp":"1720684862110"}
Update cadence: event-driven from long/short ratio snapshots.
OI Long/Short Ratio
Combined OI and long-short ratio for positioning context.
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["oilsr"]}
| Subscribe specific field | Type | Meaning |
|---|
(none) | - | Uses common subscribe fields only. |
| Field | Type | Meaning | Example |
|---|
long_oi | string | Long side OI. | "28312.1" |
short_oi | string | Short side OI. | "22922.8" |
long_short_ratio | string | Long/short ratio value. | "1.235" |
timestamp | string | Record update time (UTC ms). | "1720684862441" |
{"type":"oilsr","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","long_oi":"28312.1","short_oi":"22922.8","long_short_ratio":"1.235","timestamp":"1720684862441"}
Update cadence: event-driven from OI long/short combined snapshots.
24h Stats
Unified market stats payload for dashboard metric cards.
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["stats"]}
| Subscribe specific field | Type | Meaning |
|---|
(none) | - | Uses common subscribe fields only. |
| Field | Type | Meaning | Example |
|---|
volume_24h | string | 24h base volume. | "18234.4" |
trades_count_24h | string | 24h trade count. | "289341" |
last_price | string | Last traded price. | "96520.0" |
price_change_24h | string | 24h percent change. | "1.82" |
last_updated | string | Stats timestamp (UTC ms). | "1720684862777" |
high_24h | string | 24h high. | "97231.0" |
low_24h | string | 24h low. | "94102.5" |
quote_volume_24h | string | 24h quote volume. | "1756039844.2" |
open_price | string | 24h open price. | "94793.1" |
weighted_avg_price | string | 24h weighted average price. | "95671.0" |
{"type":"stats","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","volume_24h":"18234.4","trades_count_24h":"289341","last_price":"96520.0","price_change_24h":"1.82","last_updated":"1720684862777","high_24h":"97231.0","low_24h":"94102.5","quote_volume_24h":"1756039844.2","open_price":"94793.1","weighted_avg_price":"95671.0"}
Update cadence: event-driven from aggregated symbol statistics updates.
Liquidations
Per-symbol liquidation events for risk spikes and sweeps.
{"action":"subscribe","exchange":"binance","market_type":"futures","symbol":"BTCUSDT","types":["liq"],"liq_count":100}
| Subscribe specific field | Type | Meaning |
|---|
liq_count | number | Snapshot liquidation list length (1..5000, default 1). |
| Field | Type | Meaning | Example |
|---|
snapshot | boolean | Only present on initial snapshot frame. | true |
data | array | Snapshot liquidation array. | [...] |
side | string | Liquidation side. | "LONG" |
price | string | Execution price. | "96220.0" |
quantity | string | Liquidated quantity. | "18.0" |
value | string | Notional value. | "1731960.0" |
base | string | Base asset code. | "BTC" |
timestamp | string | Event timestamp (UTC ms). | "1720684862999" |
// snapshot frame
{
"type":"liq",
"exchange":"binance",
"market_type":"futures",
"symbol":"BTCUSDT",
"snapshot":true,
"data":[
{"side":"LONG","price":"96220.0","quantity":"18.0","value":"1731960.0","timestamp":"1720684862999","symbol":"BTCUSDT","market_type":"futures","type":"liq","exchange":"binance","base":"BTC"}
]
}
// incremental frame
{"side":"SHORT","price":"96810.0","quantity":"10.0","value":"968100.0","timestamp":"1720684863444","symbol":"BTCUSDT","market_type":"futures","type":"liq","exchange":"binance","base":"BTC"}
Update cadence: event-driven liquidation prints.
All Liquidations
Cross-market liquidation firehose, optionally filtered by min value.
{"action":"subscribe_liq_all","min_value":1000}
| Subscribe specific field | Type | Meaning |
|---|
min_value | number | Per-connection minimum liquidation notional filter. 0 means no filter. |
| Field | Type | Meaning | Example |
|---|
side | string | Liquidation side. | "LONG" |
price | string | Execution price. | "96220.0" |
quantity | string | Liquidated quantity. | "18.0" |
value | string | Notional value (used by min_value filter). | "1731960.0" |
exchange | string | Exchange id. | "binance" |
market_type | string | Market scope. | "futures" |
symbol | string | Symbol. | "BTCUSDT" |
timestamp | string | Event timestamp (UTC ms). | "1720684863999" |
{"side":"LONG","price":"96220.0","quantity":"18.0","value":"1731960.0","timestamp":"1720684863999","symbol":"BTCUSDT","market_type":"futures","type":"liq","exchange":"binance","base":"BTC"}
Update cadence: event-driven cross-market stream. No snapshot is sent for `liq_all`; only live events are forwarded.