Trades trades.*
Public trades (fills/executions matched on the exchange) on topic "trades.<instrumentId>"
. Instrument IDs are in the form "<symbol>:<broker>"
.
The list of available instruments is available on the instruments API endpoint.
Request
Request a snapshot of recent trades.
Send
- message array ["request", "trades.*"]
- instruction string = "request"
- Specify that message is a request for data.
- topic string
- The trades topic in the form `trades.<instrumentId>`.
- requestId string
- (Optional) Any string to correlate the response.
Example:
socket.send('["request", "trades.BTCUSD:Bitfinex"]')
Receive
The response will take the form:
- message array [topic, trades]
- topic string
- The trades topic in the form `trades.<instrumentId>`.
- trades array [trade, ...]
- An array of trades in time ascending order.
- trade object
- Trade data with fields below.
See Message Structure for the format of responses to requests made with a requestId
.
Subscribe
Subscribe to price feed updates.
Send
- message array ["subscribe", "trades.*"]
- instruction string = "subscribe"
- Specify that message is an instruction to begin streaming data.
- topic string
- The trades topic in the form `trades.<instrumentId>`.
Example:
socket.send('["subscribe", "trades.BTCUSD:Bitfinex"]')
Receive
Subscription updates are identical to the response above.
Fields
Field | Type | Values | FXCM | OANDA | BitMEX | Binance | Bitfinex |
---|---|---|---|---|---|---|---|
id Trade ID | string | ✔ | ✔ | ||||
time Timestamp as ISO string | string | ✔ | ✔ | ✔ | |||
price The price traded at | number | ✔ | ✔ | ✔ | |||
quantity The amount traded | number | ✔ | ✔ | ✔ | |||
side The amount traded | number | BUY SELL | ✔ | ✔ | ✔ |
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