Trade Executions

Stream real-time trade executions with taker side, price range, volume, and VWAP per symbol.

Overview

The trade stream provides real-time executions with taker side, minimum and maximum prices, volume, and VWAP for each update.

Channel information

Property	Value
Channel Name	trade
Authentication	Required
Update Frequency	Per trade
Data Type	Trade execution snapshot

Subscribe

Subscribe

{
  "op": "subscribe",
  "args": [
    { "channel": "trade", "symbol": "US500-BTC" },
    { "channel": "trade", "symbol": "GOLD-BTC" },
    { "channel": "trade", "symbol": "USDT-BTC" }
  ]
}

Response format

Trade Snapshot

{
  "topic": "trade.GOLD-BTC",
  "type": "snapshot",
  "createdTime": 1640995200000000000,
  "data": {
    "symbol": "GOLD-BTC",
    "takerSide": "buy",
    "minPx": "0.00432400",
    "maxPx": "0.00432500",
    "volume": "1247.85",
    "vwap": "0.00432450",
    "timestamp": 1640995200000000000
  }
}

data · object

Trade execution data

Show Trade properties

symbol · string

Trading pair symbol

takerSide · string

”buy” or “sell”

minPx · string

Lowest matched price

maxPx · string

Highest matched price

volume · string

Total executed size

vwap · string

Volume-weighted average price

timestamp · integer

Update time in nanoseconds