Subscribe market BBO data push

market.$contract_code.bbo

Signature verification: No

Interface permission: Read

Rate Limit: For public interface to get market data such as Get Kline data, Get Market Data Overview, Get Contract Information,Get market in-depth data, Get premium index Kline, Get real-time forecast capital rate kline, Get basis data, Get the last Trade of a Contract and so on： For websocket: The rate limit for “req” request is 50 times at once. No limit for “sub” request as the data will be pushed by sever voluntarily.

Interface description: The interface supports cross margin mode and isolated margin mode.

Subscription Address

Environment	Address
Online	wss://api.sunx.io/ws/v1/market
Online (preferred by aws customers)	wss://api.sunx.io/ws/v1/market

Subscription Parameter

Parameter	Data Type	Required	Description	Value Range	Default Value
contract_code	string	true	contract code or contract type	swap: "BTC-USDT"... , future: "BTC-USDT-210625" ... or BTC-USDT-CW, BTC-USDT-NW, BTC-USDT-CQ, BTC-USDT-NQ

Data Update

Parameter	Data Type	Required	Description	Value Range
ch	string	true	Data channel, Format： market.$contract_code.bbo
ts	long	true	Timestamp of Respond Generation, Unit: Millisecond
<tick>	object	true
ch	string	true	Data channel, Format： market.$contract_code.bbo
mrid	string	true	Order ID
id	long	true	tick ID
ask	array	false	Best Ask Quotation,[price(Ask price), vol(Ask order (cont.) )]
bid	array	false	Best Bid Quotation,[price(Bid price), vol(Bid order(Cont.))]
version	long	true	version ID.
ts	long	true	Time of Respond Generation, Unit: Millisecond
<\tick>		false

Notes: When any one of the buy_one price, buy_one quantity, sell_one price and sell_one quantity changes, the system will push BBO price. If there are multiple changes in the price or quantity of buy_one or sell_one at the same time, the system will push the latest price and quantity of buy_one and sell one with the intermediate data discarded. When the data received by the client is failed or delayed, the old data buffer in the server will be discarded.The latest BBO will be pushed. version（version number). Use match id directly to ensure it is globally unique and the value of version number pushed is the largest.

Subscription Example

{
  "sub": "market.BTC-USDT.bbo",
  "id": "id8"
}

Example of a Successful Subscription

{
  "id": "id8",
  "status": "ok",
  "subbed": "market.BTC-USDT.bbo",
  "ts": 1489474081631
}

Example of a Data Update

{
  "ch": "market.BTC-USDT.bbo",
  "ts": 1603707934525,
  "tick": {
    "mrid": 131599726,
    "id": 1603707934,
    "bid": [
      13064,
      38
    ],
    "ask": [
      13072.3,
      205
    ],
    "ts": 1603707934525,
    "version": 131599726,
    "ch": "market.BTC-USDT.bbo"
  }
}

Example of a Subscription Cancellation

{
  "unsub": "market.BTC-USDT.bbo",
  "id": "id8"
}