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));
});

Price Updates

Request

All pairs:

{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:prices:updates"]}

Specific pair or pair & exchange:

{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:prices:updates",{"pair":"btc_usdt"}]}

Param	Type	Description
pair	`string`	The asset pair by which to filter.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "result": {
            "delistedPair": false,
            "delta": "-4.8437252449679828865397170717",
            "isNewPair": false,
            "pair": "btc_usdt",
            "previousPrice": "67289.46636745258833937719",
            "previousTimestamp": 1712237940000,
            "price": "67284.6226422076203564906502829283",
            "timestamp": 1712238000000,
            "unchangedPrice": false
        },
        "subscription": "a931528473328abe28708cbe90f4183bff898dd213fe0ef7c2e7747b71b5d615"
    }
}

Field	Type	Description
delistedPair	`bool`	`true` if pair has been delisted. `false` otherwise.
delta		The dollar value change in price since last update.
isNewPair	`bool`	`true` if pair is new. `false` otherwise.
pair	`string`	The pair.
previousPrice		The price at time of last update.
previousTimestamp		The time of the last update.
price	`number`	The quote price of the asset pair.
timestamp	`number`	The time at which the price change took place.
unchangedPrice	`bool`	`true` if price hasn’t changed since last update. `false` otherwise.

Example

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

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

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

Prices

Request

All pairs:

{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:prices"]}

Specific pair or pair & exchange:

{"jsonrpc":"2.0","id":1,"method":"subscribe","params":["market:spot:prices",{ "pair": "ltc_usdt"}]}

Param	Type	Description
pair	`string`	The asset pair by which to filter.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "result": {
            "pair": "akt_eur",
            "price": "3.93400000000000000000",
            "timestamp": 1712237820000
        },
        "subscription": "ed372faab21477c26eeedec5980c1e2a318ff2c58d0e0926dde94b6afa7e8e27"
    }
}

Field	Type	Description
pair	`string`	The pair.
price	`number`	The quote price of the asset pair.
timestamp	`number`	The time at which the price change took place.

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ["market:spot:prices",{ "pair": "ltc_usdt"}],
      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

Price Updates

Request

Response

Example

Prices

Request

Response

Example

Tickers Snapshots

Request

Response

Example

Trades

Request

Response

Example

WebSockets

Market Data

Price

​OHLCV

​Request

​Response

​Example

​Order Book Events

​Request

​Response

​Example

​Order Book Snapshots

​Request

​Response

​Example

​Price Updates

​Request

​Response

​Example

​Prices

​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

Price Updates

Request

Response

Example

Prices

Request

Response

Example

Tickers Snapshots

Request

Response

Example

Trades

Request

Response

Example