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okx_ws_asyncapi.yaml
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asyncapi: 3.0.0
info:
title: OKX Websocket API
version: 2.0.0
description: >-
WebSocket endpoints are available for real-time data streaming on OKX exchange.
tags:
- name: Trading Account
- name: Order Book Trading
- name: Spread Trading
- name: Public Data
- name: Trading Statistics
- name: Funding Account
- name: Sub-account
servers:
Websocket Public Endpoints:
host: ws.okx.com:8443
pathname: /ws/v5/public
protocol: wss
description: Websocket Public API Request Data
Websocket Private Endpoints:
host: ws.okx.com:8443
pathname: /ws/v5/private
protocol: wss
description: Websocket Private API Request Data
security:
- $ref: "#/components/securitySchemes/Auth"
Websocket Business Endpoints:
host: ws.okx.com:8443
pathname: /ws/v5/business
protocol: wss
description: Websocket Business API Request Data
channels:
Account:
address: account
description: Private WebSocket channel for operations.
tags:
- name: Trading Account
messages:
SubscriptionRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/SubscribeRequest"
SubscriptionResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/SubscribeResponse"
SubscriptionPushData:
contentType: application/json
payload:
$ref: "#/components/schemas/PushDataResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
Positions:
description: Private WebSocket channel for operations.
tags:
- name: Trading Account
messages:
PositionRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/PositionRequest"
PositionResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/PositionResponse"
PositionPushDataResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/PositionPushDataResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
Balances:
description: Private WebSocket channel for operations.
tags:
- name: Trading Account
messages:
BalanceRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/BalanceRequest"
BalanceResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/BalanceResponse"
BalancePushDataResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/BalancePushDataResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
PositionRisk:
description: Private WebSocket channel for operations.
tags:
- name: Trading Account
messages:
PositionRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/RiskRequest"
PositionResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/RiskResponse"
PositionPushDataResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/RiskPushDataResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
Order:
description: Private WebSocket channel for operations.
tags:
- name: Order Book Trading
messages:
OrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderRequest"
OrderResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderResponse"
OrderPushDataResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderPushDataResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
Fills:
description: Private WebSocket channel for operations.
tags:
- name: Order Book Trading
messages:
FillsRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/FillsRequest"
FillsResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/FillsResponse"
FillsPushDataResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/FillsPushDataResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
PlaceOrder:
description: Private WebSocket channel for operations.
tags:
- name: Order Book Trading
messages:
PlaceOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/PlaceOrderRequest"
PlaceOrderResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/PlaceOrderResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
PlaceMultipleOrder:
description: Place multiple orders
tags:
- name: Order Book Trading
messages:
PlaceOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/PlaceOrderRequest"
PlaceOrderResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/PlaceOrderResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
CancelOrder:
description: Cancel orders
tags:
- name: Order Book Trading
messages:
CancelOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/CancelOrderRequest"
CancelOrderResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/CancelOrderResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
CancelMultiOrder:
description: Cancel multiple orders
tags:
- name: Order Book Trading
messages:
CancelOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/CancelOrderRequest"
CancelOrderResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/CancelOrderResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
AmendOrder:
description: Amend orders
tags:
- name: Order Book Trading
messages:
AmendOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AmendOrderRequest"
AmendOrderResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AmendOrderResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
MassCancelOrder:
description: Cancel all the MMP pending orders of an instrument family. Only applicable to Option in Portfolio Margin mode, and MMP privilege is required.
tags:
- name: Order Book Trading
messages:
MassCancelRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/MassCancelRequest"
MassCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/MassCancelResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
AlgoOrders:
description: Retrieve algo orders (includes trigger order, oco order, conditional order). Data will not be pushed when first subscribed. Data will only be pushed when there are order updates.
tags:
- name: Order Book Trading
messages:
AlgoOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrdersRequest"
AlgoOrderCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
AlgoOrderPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
AdvanceAlgoOrders:
description: Retrieve advance algo orders (including Iceberg order, TWAP order, Trailing order). Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order.
tags:
- name: Order Book Trading
messages:
AlgoOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AdvanceAlgoOrdersRequest"
AlgoOrderCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
AlgoOrderPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
SpotGridOrders:
description: Retrieve spot grid algo orders. Data will be pushed when triggered by events such as placing/canceling order. It will also be pushed in regular interval according to subscription granularity.
tags:
- name: Order Book Trading
messages:
SpotOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AdvanceAlgoOrdersRequest"
SpotOrderCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
SpotOrderPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/SpotGridPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
ContractGridOrders:
description: Retrieve contract grid algo orders. Data will be pushed when triggered by events such as placing/canceling order. It will also be pushed in regular interval according to subscription granularity.
tags:
- name: Order Book Trading
messages:
ContractOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AdvanceAlgoOrdersRequest"
ContractOrderCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
ContractOrderPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ContractGridPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
GridPositionOrders:
description: Retrieve contract grid positions. Data will be pushed when triggered by events such as placing/canceling order. Please ignore the empty data.
tags:
- name: Order Book Trading
messages:
GridPositionOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AdvanceAlgoOrdersRequest"
GridPositionOrderCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
GridPositionOrderPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/GridPositionPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
GridSuborderOrders:
description: Retrieve grid sub orders. Data will be pushed when triggered by events such as placing order. Please ignore the empty data.
tags:
- name: Order Book Trading
messages:
GridOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AdvanceAlgoOrdersRequest"
GridOrderCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
GridOrderPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/GridSuborderPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
RecurringOrders:
description: Retrieve recurring buy orders. Data will be pushed when triggered by events. It will also be pushed in regular interval according to subscription granularity.
tags:
- name: Order Book Trading
messages:
RecurringOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AdvanceAlgoOrdersRequest"
RecurringOrderCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
RecurringOrderPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/RecurringOrderResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
CopyTrading:
description: As a copy trader, receive push notification of copy trading.
tags:
- name: Order Book Trading
messages:
CopyTradingRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrdersRequest"
CopyTradingResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
CopyTradingPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/CopyTradingResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
LeadTrading:
description: The notification when failing to lead trade.
tags:
- name: Order Book Trading
messages:
LeadTradingRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrdersRequest"
LeadTradingResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
LeadTradingPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/LeadTradingResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
Tickers:
description: "Retrieve the last traded price, bid price, ask price and 24-hour trading volume of instruments.The fastest rate is 1 update/100ms. There will be no update if the event is not triggered. The events which can trigger update: trade, the change on best ask/bid."
tags:
- name: Order Book Trading
messages:
TickersRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/TickersRequest"
TickersResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
TickersPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/TickersResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
CandleStick:
description: "Retrieve the candlesticks data of an instrument. the push frequency is the fastest interval 1 second push the data."
tags:
- name: Order Book Trading
messages:
CandlestickRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/TickersRequest"
CandlestickResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
CandlestickPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/CandleStickResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
Trades:
description: "Retrieve the recent trades data. Data will be pushed whenever there is a trade. Every update may aggregate multiple trades.The message is sent only once per taker order, per filled price. The count field is used to represent the number of aggregated matches."
tags:
- name: Order Book Trading
messages:
TradingRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/TickersRequest"
TradingResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
TradingPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/TradesResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
AllTrades:
description: "Retrieve the recent trades data. Data will be pushed whenever there is a trade. Every update contain only one trade."
tags:
- name: Order Book Trading
messages:
AllTradesRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/TickersRequest"
AllTradesResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
AllTradesPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AllTradesResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
OrderBook:
description: "Retrieve order book data.<br>Use books for 400 depth levels, books5 for 5 depth levels, bbo-tbt tick-by-tick 1 depth level, books50-l2-tbt tick-by-tick 50 depth levels, and books-l2-tbt for tick-by-tick 400 depth levels.<br>books: 400 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed every 100 ms for the changes in the order book during that period of time.<br>books5: 5 depth levels snapshot will be pushed in the initial push. Snapshot data will be pushed every 100 ms when there are changes in the 5 depth levels snapshot.<br>bbo-tbt: 1 depth level snapshot will be pushed in the initial push. Snapshot data will be pushed every 10 ms when there are changes in the 1 depth level snapshot.<br>books-l2-tbt: 400 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed every 10 ms for the changes in the order book during that period of time.<br>books50-l2-tbt: 50 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed every 10 ms for the changes in the order book during that period of time.<br>The push sequence for order book channels within the same connection and trading symbols is fixed as:<br>bbo-tbt -> books-l2-tbt -> books50-l2-tbt -> books -> books5.<br>Users can not simultaneously subscribe to books-l2-tbt and books50-l2-tbt/books"
tags:
- name: Order Book Trading
messages:
OrderbookRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/TickersRequest"
OrderbookResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
OrderbookPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderbookResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
OptionTrades:
description: "Retrieve the recent trades data. Data will be pushed whenever there is a trade. Every update contain only one trade."
tags:
- name: Order Book Trading
messages:
OptionTradesRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrdersRequest"
OptionTradesResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
OptionTradesPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OptionTradesResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
Auction:
description: "Retrieve call auction details."
tags:
- name: Order Book Trading
messages:
AuctionRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrdersRequest"
AuctionResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
AuctionPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AuctionResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
PlaceOrderSpread:
description: You can place an order only if you have sufficient funds.
tags:
- name: Spread Trading
messages:
SpreadOrderRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/SpreadOrderRequest"
SpreadOrderResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
SpreadOrderPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/SpreadOrderResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
AmendOrderSpread:
description: Amend an incomplete order.
tags:
- name: Spread Trading
messages:
SpreadAmendRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/SpreadAmendOrderRequest"
SpreadAmendResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/SpreadAmendResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
CancelOrderSpread:
description: cancel an order
tags:
- name: Spread Trading
messages:
SpreadCancelRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/SpreadCancelOrderRequest"
SpreadCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/SpreadAmendResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
CancelAllOrderSpread:
description: cancel all orders
tags:
- name: Spread Trading
messages:
SpreadCancelRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/SpreadCancelAllRequest"
SpreadCancelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/SpreadCancelAllResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
OrderChannel:
description: Private Order Channel
tags:
- name: Spread Trading
messages:
OrderChannelRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
OrderChannelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
OrderChannelPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
TradeChannel:
description: Private Trade Channel
tags:
- name: Spread Trading
messages:
TradeChannelRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
TradeChannelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
TradeChannelPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/TradeChannelPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
OrderBookChannel:
description: "Retrieve order book data. Available channels:<br>sprd-bbo-tbt: 1 depth level snapshot will be pushed in the initial push. Snapshot data will be pushed every 10 ms when there are changes in the 1 depth level snapshot.<br>sprd-books5: 5 depth levels snapshot will be pushed in the initial push. Snapshot data will be pushed every 100 ms when there are changes in the 5 depth levels snapshot.<br>sprd-books-l2-tbt: 400 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed every 10 ms for the changes in the order book during that period of time.<br>The push sequence for order book channels within the same connection and trading symbols is fixed as: sprd-bbo-tbt -> sprd-books-l2-tbt -> sprd-books5."
tags:
- name: Spread Trading
messages:
OrderbookChannelRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
OrderbookChannelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
OrderbookChannelPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderbookChannelPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
PublicTradeChannel:
description: Retrieve the recent trades data from sprd-public-trades. Data will be pushed whenever there is a trade. Every update contains only one trade.
tags:
- name: Spread Trading
messages:
TradeChannelRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
TradeChannelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
TradeChannelPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/PublicTradePushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
PublicTickersChannel:
description: "Retrieve the last traded price, bid price, ask price. The fastest rate is 1 update/100ms. There will be no update if the event is not triggered. The events which can trigger update: trade, the change on best ask/bid price"
tags:
- name: Spread Trading
messages:
TickersChannelRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
TickersChannelResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
TickersChannelPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/PublicTickersPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
PublicCandlestickChannel:
description: Retrieve the candlesticks data of an instrument. The push frequency is the fastest interval 1 second push the data.
tags:
- name: Spread Trading
messages:
CandlestickRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
CandlestickResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
CandlestickPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/PublicCandlestickPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
InstrumentsChannel:
description: The instruments will be pushed if there is any change to the instrument’s state (such as delivery of FUTURES, exercise of OPTION, listing of new contracts / trading pairs, trading suspension, etc.)
tags:
- name: Public Data
messages:
InstrumentRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/InstrumentRequest"
InstrumentResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
InstrumentPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/InstrumentPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
OpenInterestChannel:
description: Retrieve the open interest. Data will be pushed every 3 seconds when there are updates.
tags:
- name: Public Data
messages:
OpenInterestRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
OpenInterestResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
OpenInterestPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OpenInterestPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
FundingRateChannel:
description: "Retrieve funding rate. Data will be pushed in 30s to 90s."
tags:
- name: Public Data
messages:
FundingRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
FundingResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
FundingratePushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/FundingratePushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
PriceLimitChannel:
description: "Retrieve the maximum buy price and minimum sell price of instruments. Data will be pushed every 200ms when there are changes in limits, and will not be pushed when there is no changes on limit."
tags:
- name: Public Data
messages:
PriceLimitRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
PriceLimitResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
PriceLimitPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/PriceLimitPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
OptionSummaryChannel:
description: "Retrieve detailed pricing information of all OPTION contracts. Data will be pushed at once."
tags:
- name: Public Data
messages:
OptionRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelRequest"
OptionResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OrderChannelResponse"
OptionPushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/OptionPushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
PriceChannel:
description: "Retrieve the estimated delivery/exercise price of SWAP, FUTURES and OPTION contracts.<br>Only the estimated delivery/exercise price will be pushed an hour before delivery/exercise, and will be pushed if there is any price change."
tags:
- name: Public Data
messages:
PriceRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/RiskRequest"
PriceResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/RiskResponse"
PricePushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/PricePushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
MarkPriceChannel:
description: "Retrieve the mark price. Data will be pushed every 200 ms when the mark price changes, and will be pushed every 10 seconds when the mark price does not change."
tags:
- name: Public Data
messages:
MarkPriceRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrdersRequest"
MarkPriceResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"
MarkPricePushResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/MarkPricePushResponse"
ErrorResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/ErrorResponse"
IndexTickerChannel:
description: "Retrieve index tickers data. Push data every 100ms if there are any changes, otherwise push once a minute."
tags:
- name: Public Data
messages:
IndexTickerRequest:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrdersRequest"
IndexTickerResponse:
contentType: application/json
payload:
$ref: "#/components/schemas/AlgoOrderResponse"