Latest Trade Subscription

This WebSocket provides real-time trade detail push notifications.

Overview

This page provides detailed documentation on how to subscribe to real-time trade detail data (Trade) using the WebSocket API. Through this interface, users can receive continuous trade updates in real time, including transaction prices, volumes, directions, and timestamps for various products such as stocks, cryptocurrencies, forex, and futures. It explains how to establish a connection, manage request frequency, handle responses, and interpret the push data format for efficient integration into trading systems or analytics platforms.

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: 10000)

{
    "code": 10001,
    "trace": "423afec425004bd8a5e02e1ba5f9b2b0",
    "msg": "ok"
}

Parameter	Type	Required	Description	Eaxmple
code	Integer	Yes	Protocol number for the request	10000
trace	String	Yes	Trace ID (random string)	423afec425004bd8a5e02e1ba5f9b2b0
data	JSON	Yes	Subscription data
codes	String	Yes	Subscribed symbol (separate multiple with commas)	BTCUSDT

Response (Protocol Number: 10001)

{
    "code": 10001,
    "trace": "423afec425004bd8a5e02e1ba5f9b2b0",
    "msg": "ok"
}

Parameter	Type	Required	Description	Eaxmple
code	Integer	Yes	Response protocol number	10001
trace	String	Yes	Trace ID from the request	423afec425004bd8a5e02e1ba5f9b2b0
msg	String	Yes	Response message	ok

Push (Protocol Number: 10002)

{
    "code": 10002,
    "data": {
        "p": "103482.94",
        "s": "BTCUSDT",
        "t": 1747552358393,
        "td": 2,
        "v": "0.00096",
        "vw": "99.3436224"
    }
}

Parameter	Type	Required	Description	Example Value
code	Integer	Yes	Push protocol number	10002
data	JSON	Yes	Push data entity
s	String	Yes	Symbol name	BTCUSDT
p	String	Yes	Current price	103482.94
t	Long	Yes	Trade timestamp	1747552358393
td	Integer	Yes	Trade direction (0: default, 1: Buy, 2: Sell)	2
v	String	Yes	Trade volume	0.00096
vw	String	Yes	Trade value	99.3436224