Channels

Channel	Auth	ID format	Notes
`l2Orderbook`	public	market (e.g. `BTC-USD`)	Full snapshot every ~200 ms. `nLevels` 1–100, default 20.
`l2OrderbookUpdates`	public	market	Initial snapshot, then incremental updates. Same `nLevels` parameter.
`trades`	public	market	Live public trade stream; no snapshot on subscribe.
`markets`	public	(global, no `id`)	Full snapshot on subscribe and on every periodic update (snapshot-only; no diffs).
`oraclePrices`	public	(global, no `id`)	Batched oracle + mark prices for all markets from the on-chain Slinky aggregator.
`bbo`	public	market	Best bid / offer (top of book).
`exchangeAttributeUpdates`	public	(global, no `id`)	Fee-tier table (and the legacy per-market RTH / trading-band entry variant).
`marketAttributes`	public	(global, no `id`)	Per-market RTH / off-hours trading-band state; full snapshot on subscribe, then a per-market update on each RTH crossing, VWAP seal, and bound event.
`predictedFunding`	public	market	Predicted next-hour funding rate; a new payload each time the funder recomputes.
`account`	public	Ethereum address	Snapshot of positions, balances, margin; re-snapshots every 5 s.
`positions`	public	Ethereum address	Open positions only.
`userFills`	public	Ethereum address	Snapshot then live fills.
`orders`	public	Ethereum address	Open and recently closed orders (up to 100 closed in snapshot).
`funding`	public	Ethereum address	Funding payments: snapshot of up to 100 recent, then one event per payment.
`accountAttributeUpdates`	public	Ethereum address	Per-market leverage, account fee tier, and `leverageReject` events.
`accountTransferUpdates`	public	Ethereum address	Deposits, withdrawals, transfers, referral claims; snapshot newest-first, then one event per applied transfer.
`candles`	public	`<market>/<timeframe>`	Up to 200-candle snapshot plus real-time updates.

Trading operations (placeOrder, cancelOrder, …) run over the same socket as RPC calls rather than a subscription — see WebSocket → Placing orders.

l2Orderbook

Periodic full snapshots every ~200 ms.

{
  "type": "subscribe",
  "channel": "l2Orderbook",
  "id": "BTC-USD",
  "nLevels": 20
}

Parameters: nLevels (integer 1–100, default 20).

{
  "type": "channel_data",
  "channel": "l2Orderbook",
  "id": "BTC-USD",
  "contents": {
    "bids": [["64822.9", "0.85277863"]],
    "asks": [["64826.9", "0.85410755"]],
    "lastSequenceId": 62063,
    "globalSequenceId": 5367835,
    "timestamp": 1783750906942677
  }
}

l2OrderbookUpdates

Initial snapshot followed by event-driven incremental updates with the same shape as l2Orderbook.

{
  "type": "subscribe",
  "channel": "l2OrderbookUpdates",
  "id": "BTC-USD",
  "nLevels": 20
}

{
  "type": "channel_data",
  "channel": "l2OrderbookUpdates",
  "id": "BTC-USD",
  "contents": {
    "bids": [["64822.9", "0.90000000"]],
    "asks": [],
    "lastSequenceId": 62064,
    "globalSequenceId": 5367836
  }
}

trades

Live public trade stream. No snapshot on subscribe. contents is an array of fills from a single taker order match — all entries in one message share the same takerOrderId, timestamp, and sequenceNumber. timestamp is Unix microseconds.

{ "type": "subscribe", "channel": "trades", "id": "BTC-USD" }

{
  "type": "channel_data",
  "channel": "trades",
  "id": "BTC-USD",
  "contents": [
    {
      "takerOrderId": "ord-taker-123",
      "makerOrderId": "ord-maker-456",
      "takerAddress": "0xaaa...",
      "makerAddress": "0xbbb...",
      "price": "94500.00",
      "size": "0.25",
      "tradeId": "trade-789",
      "timestamp": 1712345679000000,
      "sequenceNumber": 5001
    }
  ]
}

markets

Global channel. Subscribe with no id.

{ "type": "subscribe", "channel": "markets" }

The markets map is keyed by marketId (as a string). Every emission is a full snapshot (isSnapshot: true); there are no partial diffs on this channel.

{
  "type": "channel_data",
  "channel": "markets",
  "contents": {
    "isSnapshot": true,
    "markets": {
      "1": {
        "marketDisplayName": "BTC-USD",
        "marketId": 1,
        "status": "ONLINE",
        "oraclePrice": "64176.9",
        "markPrice": "64337.3",
        "lastTradePrice": "64766.5",
        "fundingRate": "0.001194707932696903",
        "volume24h": "331.57",
        "trades24h": 523
      },
      "2": {
        "marketDisplayName": "ETH-USD",
        "marketId": 2,
        "status": "ONLINE",
        "oraclePrice": "1790.07",
        "markPrice": "1789.57",
        "lastTradePrice": "1788.90",
        "fundingRate": "0.0000125",
        "volume24h": "3.96",
        "trades24h": 7
      }
    }
  }
}

Each market entry carries the full MarketInfo shape (same as REST GET /v1/markets); the fields above are an abridged sample. See the WebSocket section in the sidebar for the complete schema.

oraclePrices

Oracle and mark prices for all markets, from the on-chain Slinky aggregator. Global channel — subscribe with no id. Each update is a batch of all markets priced in that epoch.

{ "type": "subscribe", "channel": "oraclePrices" }

{
  "type": "channel_data",
  "channel": "oraclePrices",
  "id": "",
  "contents": {
    "epoch": 1783749605197180635,
    "prices": [
      {
        "marketDisplayName": "BTC-USD",
        "marketId": 1,
        "price": "64085.6",
        "markPrice": "64245.8",
        "markEpochNanos": 1783749605197180635
      }
    ]
  }
}

epoch and markEpochNanos are Unix nanoseconds. markPrice of "0" means unavailable — do not fall back to price.

bbo

Best bid and offer (top of book).

{ "type": "subscribe", "channel": "bbo", "id": "BTC-USD" }

{
  "type": "channel_data",
  "channel": "bbo",
  "id": "BTC-USD",
  "contents": {
    "bestBid": { "price": "64822.9", "size": "0.85277863" },
    "bestAsk": { "price": "64826.9", "size": "0.85410755" },
    "timestamp": 1783750906942677,
    "lastSequenceId": 62063,
    "globalSequenceId": 5367835
  }
}

exchangeAttributeUpdates

Exchange-wide attribute state, discriminated by entry type. Global channel — subscribe with no id.

feeTierConfig entries carry the full fee-tier table whenever an operator updates it. On subscribe you get a snapshot with the current table (isSnapshot: true).
marketAttributes entries (streaming only) carry per-market Regular Trading Hours and off-hours trading-band events: RTH boundary crossings (isOutsideRth), VWAP settlement seals (sealedVwapSettlementPrice), and band-expansion events (boundEvent: expansionZoneEntered, expansionZoneExited, tradingBoundExpanded). Each carries a timestamp (Unix microseconds) and a per-market marketSequenceNum. Superseded by the dedicated marketAttributes channel — prefer it for RTH / off-hours band state and events.

{ "type": "subscribe", "channel": "exchangeAttributeUpdates" }

{
  "type": "channel_data",
  "channel": "exchangeAttributeUpdates",
  "id": "",
  "contents": {
    "isSnapshot": false,
    "entries": [
      {
        "type": "feeTierConfig",
        "tiers": [
          { "level": 0, "name": "Base", "volumeThreshold": 0, "makerFeePpm": 200, "takerFeePpm": 500 }
        ]
      }
    ]
  }
}

The equivalent REST reads are GET /v1/feetiers and GET /v1/markets.

marketAttributes

Per-market Regular Trading Hours (RTH) and off-hours trading-band state for every online market. Global channel — subscribe with no id; all subscribers get the same stream. Supersedes the marketAttributes entry variant on exchangeAttributeUpdates. Every entry — snapshot and streaming alike — is the market’s complete current attribute block: marketId, marketDisplayName, offHoursInitialMarginFraction, isOutsideRth, currentSettlementPrice, both trading-band edges (upperTradingBound / lowerTradingBound) and their next-level edges (nextUpperTradingBound / nextLowerTradingBound), and per-side expansion-zone state (isUpperInExpansionZone / isLowerInExpansionZone plus the …ZoneEnteredAt / …ExpectedExpansionAt clocks). Fields that don’t currently apply are null, never omitted; field semantics match GET /v1/markets. 24/7 crypto markets are included with isOutsideRth: false and every band field null, and never produce streaming updates. On subscribe you get one full block per online market (isSnapshot: true) — a complete bootstrap, no REST read needed. Streaming updates (isSnapshot: false) each carry one market’s full post-event block on an RTH boundary crossing, VWAP seal, or off-hours bound event — replace your local entry for that marketId wholesale. Streaming entries add a timestamp (Unix microseconds) and per-market marketSequenceNum; boundEvent / boundSide annotate what fired and are absent on RTH-flip / VWAP-seal updates.

{ "type": "subscribe", "channel": "marketAttributes" }

Subscribe snapshot — one entry per online market (off-hours market shown):

{
  "type": "subscribed",
  "channel": "marketAttributes",
  "contents": {
    "isSnapshot": true,
    "entries": [
      {
        "marketId": 9,
        "marketDisplayName": "AMD-USD",
        "offHoursInitialMarginFraction": "0.15",
        "isOutsideRth": true,
        "currentSettlementPrice": "432.01",
        "upperTradingBound": "453.61",
        "lowerTradingBound": "410.41",
        "nextUpperTradingBound": "475.21",
        "nextLowerTradingBound": "388.81",
        "isUpperInExpansionZone": true,
        "isLowerInExpansionZone": false,
        "upperZoneEnteredAt": 1785370771,
        "upperExpectedExpansionAt": 1785374371,
        "lowerZoneEnteredAt": null,
        "lowerExpectedExpansionAt": null
      }
    ]
  }
}

Streaming update at the RTH open — the market re-enters regular hours and every band field clears to null:

{
  "type": "channel_data",
  "channel": "marketAttributes",
  "contents": {
    "isSnapshot": false,
    "entries": [
      {
        "marketId": 9,
        "marketDisplayName": "AMD-USD",
        "offHoursInitialMarginFraction": "0.15",
        "isOutsideRth": false,
        "currentSettlementPrice": null,
        "upperTradingBound": null,
        "lowerTradingBound": null,
        "nextUpperTradingBound": null,
        "nextLowerTradingBound": null,
        "isUpperInExpansionZone": null,
        "isLowerInExpansionZone": null,
        "upperZoneEnteredAt": null,
        "upperExpectedExpansionAt": null,
        "lowerZoneEnteredAt": null,
        "lowerExpectedExpansionAt": null,
        "timestamp": 1785398400073277,
        "marketSequenceNum": 3179316
      }
    ]
  }
}

The equivalent REST read is GET /v1/markets.

predictedFunding

Predicted next-hour funding rate for a single market. A new {market, rate1h} payload is delivered each time the funder recomputes the prediction. The initial response on subscribe carries the latest cached prediction; contents is empty when no prediction has been published yet. Unlike most channels, payloads are not wrapped in an isSnapshot envelope.

{ "type": "subscribe", "channel": "predictedFunding", "id": "BTC-USD" }

{
  "type": "channel_data",
  "channel": "predictedFunding",
  "id": "BTC-USD",
  "contents": {
    "market": "BTC-USD",
    "rate1h": "0.0000125"
  }
}

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": "PLACED",
    "netQuoteBalance": "10000.00"
  }
}

Streaming contents.type is one of PLACED, CANCELED, MARGIN_CANCELED, REJECTED, TPSL_PLACED, TPSL_CANCELED, TPSL_TRIGGERED, LIQUIDATION, ADL. netQuoteBalance is stamped on every frame; avgFillPrice is present whenever the order has any filled quantity.

positions

Open positions only.

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

{
  "type": "channel_data",
  "channel": "positions",
  "id": "0xAbCd1234",
  "contents": {
    "isSnapshot": true,
    "positions": [
      { "marketId": 1, "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-USD",
    "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": 1,
    "marketDisplayName": "BTC-USD",
    "side": "BUY",
    "status": "OPEN",
    "price": "50000.00",
    "originalSize": "1.0",
    "remainingSize": "0.5",
    "createdAt": 1712345678000000,
    "updatedAt": 1712345679000000,
    "sequenceNumber": 5001
  }
}

createdAt / updatedAt are Unix microseconds. Order statuses: OPEN, FILLED, CANCELED, MARGIN_CANCELED, REJECTED, TPSL_PLACED, TPSL_CANCELED, TPSL_TRIGGERED.

funding

Funding-payment stream for an account. The snapshot on subscribe contains up to 100 of the most recent funding payments from the last 30 days; for older history query GET /v1/funding with an explicit from. Live updates deliver one event per (market, account) at each funding payment time. Sign convention on payment: positive = received, negative = paid. time is the Unix-microsecond funding payment time.

{ "type": "subscribe", "channel": "funding", "id": "0xAbCd...1234" }

{
  "type": "channel_data",
  "channel": "funding",
  "id": "0xAbCd1234",
  "contents": {
    "marketId": 1,
    "marketDisplayName": "BTC-USD",
    "fundingRate": "0.00001234",
    "size": "0.5",
    "payment": "-3.21",
    "time": 1700003600000000
  }
}

accountAttributeUpdates

Per-account attribute state, discriminated by entry type:

leverage entries carry effective leverage per market.
feeTier entries carry account-level fee tier state.
leverageReject entries (streaming only) report a setLeverage request the engine refused — the REJECTED half of the setLeverage lifecycle, carrying rejectReason (UNDERCOLLATERALIZED, INVALID_LEVERAGE, or UNKNOWN_MARKET) and the originating requestId; an applied change arrives as a leverage entry instead.

The snapshot returns one leverage entry per market plus, when available, one feeTier entry; streaming delivers one entry per changed attribute.

{ "type": "subscribe", "channel": "accountAttributeUpdates", "id": "0xAbCd...1234" }

{
  "type": "channel_data",
  "channel": "accountAttributeUpdates",
  "id": "0xAbCd1234",
  "contents": {
    "isSnapshot": false,
    "entries": [
      { "type": "leverage", "marketId": 1, "marketDisplayName": "BTC-USD", "leverage": 10 }
    ]
  }
}

accountTransferUpdates

Account transfer events — deposits, withdrawals, internal transfers, and referral claims. The snapshot on subscribe contains the most recent events newest-first (isSnapshot: true); each streaming update carries a single event (isSnapshot: false) as it is applied by the engine. Amounts and balances are human-readable decimal strings in quote currency; globalSequenceId gives strict ordering across all engine events. The equivalent REST read is GET /v1/accountTransferUpdates.

{ "type": "subscribe", "channel": "accountTransferUpdates", "id": "0xAbCd...1234" }

{
  "type": "channel_data",
  "channel": "accountTransferUpdates",
  "id": "0xAbCd1234",
  "contents": {
    "isSnapshot": false,
    "accountTransferEvents": [
      {
        "type": "WITHDRAWAL",
        "eventId": "wdl-xyz789",
        "amount": "250.00",
        "netQuoteBalance": "984.56",
        "globalSequenceId": 9600000002,
        "accountSequenceNum": 43
      }
    ]
  }
}

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-USD/1m" }

{
  "type": "channel_data",
  "channel": "candles",
  "id": "BTC-USD/1m",
  "contents": {
    "marketDisplayName": "BTC-USD",
    "marketId": 1,
    "timeframe": "1m",
    "openTime": 1712345640000000,
    "open": "94500.00",
    "high": "94510.00",
    "low": "94490.00",
    "close": "94505.00",
    "volume": "12.34",
    "takerBuyVolume": "7.50",
    "tradeCount": 42,
    "isFinal": false
  }
}

API documentation

Endpoints

WebSocket

Changelog

l2Orderbook

l2OrderbookUpdates

trades

markets

oraclePrices

bbo

exchangeAttributeUpdates

marketAttributes

predictedFunding

account

positions

userFills

orders

funding

accountAttributeUpdates

accountTransferUpdates

candles

​l2Orderbook

​l2OrderbookUpdates

​trades

​markets

​oraclePrices

​bbo

​exchangeAttributeUpdates

​marketAttributes

​predictedFunding

​account

​positions

​userFills

​orders

​funding

​accountAttributeUpdates

​accountTransferUpdates

​candles

l2Orderbook

l2OrderbookUpdates

trades

markets

oraclePrices

bbo

exchangeAttributeUpdates

marketAttributes

predictedFunding

account

positions

userFills

orders

funding

accountAttributeUpdates

accountTransferUpdates

candles