Candlestick Subscription

Learn how to subscribe to real-time candlestick (OHLCV) data via WebSocket.

Overview

This page provides detailed documentation on how to subscribe to real-time candlestick (OHLCV) data using the WebSocket API. This WebSocket connection delivers continuous, live datafeeds for candlestick data across multiple markets such as stocks, cryptocurrencies, forex, and futures.

Request Frequency

For a single WebSocket connection, all requests (subscribe, unsubscribe, heartbeat) are limited to 60 times per minute. If the request frequency limit is exceeded, the connection will be automatically closed. If disconnections occur too frequently, and the system deems them to be malicious requests, the API key will be banned. Please be mindful of the calling logic during usage.

Error Code Explanation

Please refer to the WebSocket error code documentation for further details.

Subscription Address

Please refer to the WebSocket subscription addresses.

Request Quantity

Different subscription plans allow varying numbers of products per WebSocket subscription. Please refer to the WebSocket restrictions documentation for specific details.

Request (Protocol Number: 10006)

Parameter	Type	Required	Description	Example
code	Integer	Yes	Request protocol number	10006
trace	String	Yes	Traceable ID (random string)	423afec425004bd8a5e02e1ba5f9b2b0
data	JSON	Yes	Subscription data
arr	Array	Yes	Multiple subscription entities
type	Integer	Yes	The type of candlestick interval. Options: 1 = 1 minute 2 = 5 minutes 3 = 15 minutes 4 = 30 minutes 5 = 1 hour 6 = 2 hours 7 = 4 hours 8 = 1 day 9 = 1 week 10 = 1 month 11 = 1 quarter 12 = 1 year	1
codes	String	Yes	Product symbols (comma-separated for multiple)	BTCUSDT

Response (Protocol Number: 10007)

{
    "code": 10007,
    "trace": "423afec425004bd8a5e02e1ba5f9b2b0",
    "msg": "ok"
}

Parameter	Type	Required	Description	Example Value
code	Integer	Yes	Response protocol number	10007
trace	String	Yes	Trace ID (same as in request)	423afec425004bd8a5e02e1ba5f9b2b0
msg	String	Yes	Response message	ok

Push (Protocol Number: 10008)

{
    "code": 10008,
    "data": {
        "c": "103478.27",
        "h": "103478.27",
        "l": "103478.26",
        "o": "103478.26",
        "pca": "0.00",
        "pfr": "0.00%",
        "s": "BTCUSDT",
        "t": 1747550640,
        "ty": 1,
        "v": "0.34716",
        "vw": "35923.5149678"
    }
}

Parameter	Type	Required	Description	Example Value
code	Integer	Yes	Candlestick push protocol number	10008
data	JSON	Yes	Kline push entity	—
s	String	Yes	Symbol name	BTCUSDT
c	String	Yes	Closing price	103478.27
h	String	Yes	Highest price	103478.27
l	String	Yes	Lowest price	103478.26
o	String	Yes	Opening price	103478.26
pca	String	Yes	Price change amount	0.00
pfr	String	Yes	Price change percentage	0.00%
t	Long	Yes	Kline timestamp (in seconds)	1747550640
ty	Integer	Yes	Kline type (refer to request parameter)	1
v	String	Yes	Trade volume	0.34716
vw	String	Yes	Trade value	35923.5149678