Spot

OHLCV

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:spot:ohlcv", { "pair": "btc_usd", "exchange": "gdax" } ]
}

Param	Type	Description
pair	`string`	The asset pair.
exchange	`string`	The exchange for which to retrieve asset pairs.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "bff1a804-1cd6-48c7-ac7f-9e7242a3cdf3",
        "result": {
            "exchange": "gdax",
            "pair": "btc_usd",
            "timestamp": 1711570440000,
            "open": 68892.28,
            "high": 68925.5,
            "low": 68878.72,
            "close": 68904.59,
            "volume": 6.97651585
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
pair	`string`	The instrument name.
timestamp	`number`	The timestamp associated with this record in UTC.
open	`number`	The price at which the first trade occurred during the specified period.
high	`number`	The highest price at which a trade took place during the period.
low	`number`	The lowest price at which a trade occurred during the period.
close	`number`	The price at which the last trade occurred during the specified period.
volume	`number`	The total quantity traded during the period.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/spot', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:spot:ohlcv', {'pair': 'btc_usd', 'exchange': 'gdax'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

Order Book Events

Request

All exchanges:

{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:order:events",{"pair":"btc_usd"}]}

Specific exchange:

{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:order:events",{"pair":"btc_usd","exchange":"gdax"}]}

Param	Type	Description
pair*	`string`	The asset pair.
exchange	`string`	The exchange for which to retrieve asset pairs.

*required Note: Subscription response will include a field metadata which includes the names of the columns in the order in which they appeared in the event notification response.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "0f46d7af-3c49-4f2d-8e20-711efb9dc49a",
        "result": [
            [
                "gdax",
                "btc_usd",
                1711570660806,
                782000,
                68894.26,
                0.01136045,
                false,
                480582155806700
            ]
        ]
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
pair	`string`	The pair name.
timestamp	`number`	The time at which the order book event took place.
timestampNanoseconds	`number`	The nano second part of the `timestampMilliseconds`, where applicable.
price	`number`	The quote price of the asset pair.
volume	`number`	The number of assets traded in a specific asset pair within a given period of time.
isBid	`bool`	Indicates if it is a bid or ask order: `true` for a bid and `false` for an ask.
sequence	`number`	A unique identifier for the order book event.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/spot', {headers: {'x-api-key':'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ["market:spot:order:events",  {"pair": "btc_usd", "exchange": "gdax"}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

Order Book Snapshots

Request

All exchanges:

{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:order:snapshots",{"pair":"btc_usd"}]}

Specific exchange:

{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:order:snapshots",{"pair":"btc_usd","exchange":"gdax"}]}

Param	Type	Description
pair*	`string`	The asset pair.
exchange	`string`	The exchange for which to retrieve asset pairs.

*required Note: Subscription response will include a field metadata which includes the names of the columns in the order in which they appeared in the event notification response.

Response

{
  "jsonrpc": "2.0",
  "method": "subscription",
  "params": {
      "subscription": "b6491c56-3660-47f3-896c-0890a551d42c",
      "result": [
          {
              "exchange": "gdax",
              "instrument": "btc_usd",
              "timestamp": 1711570680000,
              "exchangeTimestamp": 1711570680436,
              "isBid": false,
              "data": [
                  [
                      68886.37,
                      0.02257637,
                      1
                  ],
                  [
                      68886.85,
                      0.01000001,
                      1
                  ],
                  [
                      68887.58,
                      0.04482475,
                      1
                  ]
              ],
              "sequence": 76615491457
          }
      ]
  }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The pair name.
timestamp	`number`	The time at which the order book snapshot took place.
exchangeTimestamp	`number`	The timestamp from the exchange.
isBid	`bool`	Indicates if it is a bid or ask order: `true` for a bid and `false` for an ask.
data.price	`number`	The quote price of the asset pair.
data.volume	`number`	The number of assets traded in a specific asset pair within a given period of time.
data.numOrders	`number`	The number of orders aggregated at this price level.
sequence	`string`	A unique identifier associated with this snapshot.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/spot', {headers: {'x-api-key':'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ["market:spot:order:snapshots",  {"pair": "btc_usd", "exchange": "gdax"}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

Tickers Snapshots

This subscription delivers 1-second snapshots. For each instrument/pair and exchange, we emit at most one update per second, using the first ticker event observed in that UTC-second. If your workflow requires event-level (tick-by-tick) tickers, they are available on our Enterprise plan. Please contact your Amberdata sales representative for details.

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:spot:tickers:snapshots", { "pair": "btc_usdt", "exchange": "binance" } ]
}

Param	Type	Description
pair	`string`	The asset pair.
exchange	`string`	The exchange for which to retrieve asset pairs.

Response

JSON

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "ac936208-0c53-4c0a-9bc4-63188a61eb7e",
        "result": {
            "exchange": "binance",
            "pair": "btc_usdt",
            "exchangeTimestamp": 1712238263524,
            "exchangeTimestampNanoseconds": 780195,
            "timestamp": 1712238263524,
            "bid": 67427.98,
            "ask": 67427.99,
            "mid": 67427.985,
            "last": null,
            "sequence": 45375530797,
            "lastVolume": null,
            "bidVolume": 3.25905,
            "askVolume": 2.17779,
            "open24H": null,
            "low24H": null,
            "high24H": null
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange.
pair	`string`	The asset pair.
exchangeTimestamp	`number`	The exchange provided timestamp at which the trade took place.
exchangeTimestampNanoseconds	`number`	The exchange provided nano second part of the `exchangeTimestamp` (if available from the exchange).
timestamp	`number`	The timestamp.
bid	`number`	The bid of the pair.
ask	`number`	The ask of the pair.
mid	`number`	The mid of the pair.
last	`number`	The last of the pair.
sequence	`number`	The sequence number (equal to `null` if it is not provided by the exchange).
lastVolume	`number`	The last volume.
bidVolume	`number`	Best bid volume.
askVolume	`number`	Best ask volume.
open24H	`number`	The 24 hour open.
low24H	`number`	The 24 hour low.
high24H	`number`	The 24 hour high.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/spot', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:spot:tickers:snapshots', {'pair': 'btc_usdt', 'exchange': 'binance'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

Trades

Request

{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:trades",{"pair":"btc_usd","exchange":"gdax"}]}

Param	Type	Description
pair	`string`	The asset pair.
exchange	`string`	The exchange for which to retrieve asset pairs.

Note: Subscription response will include a field metadata which includes the names of the columns in the order in which they appeared in the event notification response.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "6ad60ce3-0738-452e-a6e9-6ce73b61e90d",
        "result": [
            [
                "gdax",
                "btc_usd",
                1712238290888,
                589000,
                "626365469",
                67431.41,
                0.10287182,
                false
            ]
        ]
    }
}

Field	Type	Description
exchange	`string`	The exchange.
pair	`string`	The normalized pair name.
timestamp	`number`	The time at which the trade took place.
timestampNanoseconds	`number`	The nano second part of the `timestampMilliseconds`, where applicable.
tradeId	`string`	The unique id given by an exchange.
price	`number`	The quote price of the asset pair.
volume	`number`	The number of assets traded in a specific asset pair within a given period of time.
isBuy	`bool`	Indicates if it is a buy or sell trade: `true` for a buy trade and `false` for a sell.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/spot', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ["market:spot:trades",  {"pair": "btc_usd", "exchange": "gdax"}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

WebSockets

Market Data

Price

OHLCV

Request

Response

Example

Order Book Events

Request

Response

Example

Order Book Snapshots

Request

Response

Example

Tickers Snapshots

Request

Response

Example

Trades

Request

Response

Example

​OHLCV

​Request

​Response

​Example

​Order Book Events

​Request

​Response

​Example

​Order Book Snapshots

​Request

​Response

​Example

​Tickers Snapshots

​Request

​Response

​Example

​Trades

​Request

​Response

​Example

OHLCV

Request

Response

Example

Order Book Events

Request

Response

Example

Order Book Snapshots

Request

Response

Example

Tickers Snapshots

Request

Response

Example

Trades

Request

Response

Example