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ChannelAuthID formatNotes
l2Orderbookpublicmarket (e.g. BTC-PERP)Full snapshot every ~500 ms. nLevels 1–100, default 20.
l2OrderbookUpdatespublicmarketInitial snapshot, then incremental updates. Same nLevels parameter.
tradespublicmarketLive public trade stream; no snapshot on subscribe.
marketspublic(global, no id)Snapshot on subscribe plus per-market updates.
oraclePricespublicmarketPer-market oracle prices from the on-chain Slinky aggregator.
bbopublicmarketBest bid / offer (top of book).
accountpublicEthereum addressSnapshot of positions, balances, margin; re-snapshots every 5 s.
positionspublicEthereum addressOpen positions only.
userFillspublicEthereum addressSnapshot then live fills.
orderspublicEthereum addressOpen and recently closed orders (up to 100 closed in snapshot).
candlespublic<market>/<timeframe>Up to 200-candle snapshot plus real-time updates.

​
l2Orderbook

Periodic full snapshots every ~500 ms. 
{
  "type": "subscribe",
  "channel": "l2Orderbook",
  "id": "BTC-PERP",
  "nLevels": 20
}
Parameters: nLevels (integer 1–100, default 20). 
{
  "type": "channel_data",
  "channel": "l2Orderbook",
  "id": "BTC-PERP",
  "contents": {
    "bids": [["94500.0", "1.5"]],
    "asks": [["94501.0", "0.8"]],
    "sequenceNumber": 1042
  }
}

​
l2OrderbookUpdates

Initial snapshot followed by event-driven incremental updates with the same shape as l2Orderbook. 
{
  "type": "subscribe",
  "channel": "l2OrderbookUpdates",
  "id": "BTC-PERP",
  "nLevels": 20
}

{
  "type": "channel_data",
  "channel": "l2OrderbookUpdates",
  "id": "BTC-PERP",
  "contents": {
    "bids": [["94500.0", "1.4"]],
    "asks": [],
    "sequenceNumber": 1043
  }
}

​
trades

Live public trade stream. No snapshot on subscribe. 
{ "type": "subscribe", "channel": "trades", "id": "BTC-PERP" }

{
  "type": "channel_data",
  "channel": "trades",
  "id": "BTC-PERP",
  "contents": {
    "tradeId": "7f3a1b9c-2a1d-4c8e-9b0f-1234567890ab",
    "price": "94500.00",
    "size": "0.25",
    "side": "BUY",
    "createdAt": 1712345678000
  }
}

​
markets

Global channel. Subscribe with no id. Snapshot on subscribe plus per-market updates. 
{ "type": "subscribe", "channel": "markets" }

{
  "type": "channel_data",
  "channel": "markets",
  "contents": {
    "marketId": 0,
    "displayName": "BTC-USD",
    "oraclePrice": "94500.00",
    "indexPrice": "94498.00",
    "fundingRate": "0.0001",
    "volume24h": "890123.45"
  }
}

​
oraclePrices

Per-market oracle prices from the on-chain Slinky aggregator. 
{ "type": "subscribe", "channel": "oraclePrices", "id": "BTC-PERP" }

{
  "type": "channel_data",
  "channel": "oraclePrices",
  "id": "BTC-PERP",
  "contents": {
    "marketId": 0,
    "oraclePrice": "94501.00",
    "timestamp": 1712345679000
  }
}

​
bbo

Best bid and offer (top of book). 
{ "type": "subscribe", "channel": "bbo", "id": "BTC-PERP" }

{
  "type": "channel_data",
  "channel": "bbo",
  "id": "BTC-PERP",
  "contents": {
    "bidPrice": "94500.00",
    "bidSize": "1.5",
    "askPrice": "94501.00",
    "askSize": "0.8",
    "sequenceNumber": 1042
  }
}

​
account

Account state snapshot and updates (positions, balances, margin). Re-snapshots every 5 seconds. 
{ "type": "subscribe", "channel": "account", "id": "0xAbCd...1234" }

{
  "type": "channel_data",
  "channel": "account",
  "id": "0xAbCd1234",
  "contents": {
    "type": "ORDER",
    "freeCollateral": "10000.00"
  }
}

​
positions

Open positions only. 
{ "type": "subscribe", "channel": "positions", "id": "0xAbCd...1234" }

{
  "type": "channel_data",
  "channel": "positions",
  "id": "0xAbCd1234",
  "contents": {
    "isSnapshot": true,
    "positions": [
      { "marketId": 0, "side": "LONG", "size": "0.1" }
    ]
  }
}

​
userFills

Per-user fill stream. Snapshot on subscribe, then live updates. 
{ "type": "subscribe", "channel": "userFills", "id": "0xAbCd...1234" }

{
  "type": "channel_data",
  "channel": "userFills",
  "id": "0xAbCd1234",
  "contents": {
    "isSnapshot": false,
    "tradeId": "f1-2-3-4-5-6-7-8-9-0a",
    "orderId": "ord-99",
    "market": "BTC-PERP",
    "side": "BUY",
    "fillPrice": "50000.00",
    "fillSize": "0.01"
  }
}

​
orders

Open and recently closed orders (up to 100 closed orders in snapshot). 
{ "type": "subscribe", "channel": "orders", "id": "0xAbCd...1234" }

{
  "type": "channel_data",
  "channel": "orders",
  "id": "0xAbCd1234",
  "contents": {
    "orderId": "ord-1",
    "clientId": "c1",
    "marketId": 0,
    "side": "BUY",
    "status": "OPEN",
    "price": "50000.00",
    "remainingSize": "0.5",
    "statusTimestamp": 1712345678000
  }
}
Order statuses: OPEN, FILLED, CANCELED, MARGIN_CANCELED, REJECTED, TPSL_PLACED, TPSL_CANCELED, TPSL_TRIGGERED.

​
candles

OHLCV candlesticks. Snapshot of up to 200 candles plus real-time updates. Subscription id is <market>/<timeframe>. Available timeframes: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 8h, 12h, 1d, 3d, 1w. 
{ "type": "subscribe", "channel": "candles", "id": "BTC-PERP/1m" }

{
  "type": "channel_data",
  "channel": "candles",
  "id": "BTC-PERP/1m",
  "contents": {
    "marketDisplayName": "BTC-PERP",
    "marketId": 0,
    "timeframe": "1m",
    "openTime": 1712345640000,
    "open": "94500.00",
    "high": "94510.00",
    "low": "94490.00",
    "close": "94505.00",
    "volume": "12.34",
    "takerBuyVolume": "7.50",
    "tradeCount": 42,
    "isFinal": false
  }
}