Following notifications can be sent
-
ticker : notification containing ticker data for a single pair, on a given exchange
-
orderBook : notification containing full order book for a single pair, on a given exchange
-
orderBookUpdate : notification containing order book update for a single pair, on a given exchange
-
trades : notification containing last trades for a single pair, on a given exchange
-
kline : notification containing klines data for a single pair, on a given exchange
-
tickerMonitor : notification when some conditions regarding ticker fields are met
Name | Type | Description |
---|---|---|
n |
string |
Notification type (will always be ticker) |
d |
object |
Notification data |
pair |
string |
Pair name X-Y |
exchange |
string |
Exchange identifier |
data |
object |
Ticker data |
pair |
string |
Pair name X-Y |
last |
float |
Last trade’s price |
priceChangePercent |
float |
% Change of price in last 24H (0-100) (will be null if not supported by exchange) |
sell |
float |
Lowest sell price |
buy |
float |
Highest buy price |
high |
float |
Highest price (last 24H) |
low |
float |
Lowest price (last 24H) |
volume |
float |
Volume (last 24H) |
timestamp |
float (unix timestamp sec.msec) |
Unix timestamp |
{
"n":"ticker",
"d":{
"exchange":"bittrex",
"pair":"USDT-BTC",
"data":{
"pair":"USDT-BTC",
"last":7155,
"priceChangePercent":-5.206677139913463,
"sell":7155,
"buy":7150,
"high":7576,
"low":7100.01,
"volume":5357.92210528,
"timestamp":1509986841.91
}
}
}
Name | Type | Description |
---|---|---|
n |
string |
Notification type (will always be orderBook) |
d |
object |
Notification data |
exchange |
string |
Exchange identifier |
pair |
string |
Pair name X-Y |
cseq |
integer |
Nounce / cseq (will be incremented for each event) |
data |
object |
Order book data |
buy |
object[] |
List of bid entries in the order book |
rate |
float |
Buy rate |
quantity |
float |
Quantity requested |
sell |
object[] |
List of ask entries in the order book |
rate |
float |
Sell rate |
quantity |
float |
Quantity offered |
{
"n":"orderBook",
"d":{
"exchange":"bittrex",
"pair":"USDT-BTC",
"cseq":54694,
"data":{
"buy":[
{
"rate":7158,
"quantity":0.18125832
},
{
"rate":7147.84000102,
"quantity":0.33576833
},
{
"rate":7147.84000003,
"quantity":0.00037697
}
],
"sell":[
{
"rate":7159.61768333,
"quantity":0.75758168
},
{
"rate":7159.62768333,
"quantity":0.00350054
},
{
"rate":7162.99999999,
"quantity":0.1648124
},
{
"rate":7167.99999999,
"quantity":0.59600039
},
{
"rate":7169.99999999,
"quantity":0.5333059
}
]
}
}
}
Name | Type | Description |
---|---|---|
n |
string |
Notification type (will always be orderBookUpdate) |
d |
object |
Notification data |
exchange |
string |
Exchange identifier |
pair |
string |
Pair name X-Y |
cseq |
integer |
Nounce / cseq (will be incremented for each event) |
data |
object |
Order book data |
buy |
object[] |
List of bid entries in the order book |
action |
string (update,remove) |
|
rate |
float |
Buy rate |
quantity |
float |
Quantity requested |
sell |
object[] |
List of ask entries in the order book |
action |
string (update,remove) |
|
rate |
float |
Sell rate |
quantity |
float |
Quantity offered |
{
"n":"orderBookUpdate",
"d":{
"pair":"USDT-BTC",
"cseq":85719,
"data":{
"buy":[
{
"action":"update",
"rate":7131,
"quantity":0.72188827
}
],
"sell":[
{
"action":"remove",
"rate":7221.71517258,
"quantity":0
},
{
"action":"update",
"rate":7226.99999999,
"quantity":0.61909178
},
{
"action":"update",
"rate":7265.72525,
"quantity":0.00709438
}
]
}
}
}
Name | Type | Description |
---|---|---|
n |
string |
Notification type (will always be trades) |
d |
object |
Notification data |
exchange |
string |
Exchange identifier |
pair |
string |
Pair name X-Y |
data |
object[] |
Trades data |
id |
integer |
string |
Unique identifier of the trade. Some exchanges do not always provide this property for so you should consider it as being optional |
quantity |
float |
Quantity bougth/sold during the trade |
rate |
float |
Per-unit price |
price |
float |
Total price (quantity * rate) |
orderType |
string (buy,sell) |
Whether market maker was buyer or seller |
timestamp |
float (unix timestamp sec.msec) |
{
"n":"trades",
"d":{
"exchange":"bittrex",
"pair":"USDT-BTC",
"data":[
{
"id":23090089,
"quantity":0.0288771,
"rate":7149.99999999,
"price":206.47126499,
"orderType":"buy",
"timestamp":1509986924.897
},
{
"id":23090087,
"quantity":0.00460101,
"rate":7149.99999999,
"price":32.89722149,
"orderType":"buy",
"timestamp":1509986924.553
}
]
}
}
Name | Type | Description |
---|---|---|
n |
string |
Notification type (will always be kline) |
d |
object |
Notification data |
pair |
string |
Pair name X-Y |
exchange |
string |
Exchange identifier |
interval |
string |
Kline interval (ex: 5m) |
data |
object |
Kline data |
open |
float |
Open price |
close |
float |
Close price |
high |
float |
Highest price (last 24H) |
low |
float |
Lowest price (last 24H) |
volume |
float |
Volume |
timestamp |
integer (unix timestamp sec) |
Unix timestamp |
remainingTime |
integer |
Indicates how many seconds are remaining before the end of the kline interval |
closed |
boolean |
Indicates whether or not kline can be considered as closed |
Note
|
remainingTimestamp is just an indication and volume can change even after remainingTimestamp has reached 0. This is because some exchanges will only update kline K1 once the first trade for kline K2 has occurred. closed will be true only once the kline has been finalized. |
{
"n":"ticker",
"d":{
"exchange":"binance",
"pair":"USDT-ETH",
"interval":"5m",
"data":{
"timestamp":1515410100,
"remainingTime":0,
"closed":true,
"open":1135.5,
"close":1131.76,
"high":1136.3,
"low":1130.13,
"volume":74.30783
}
}
}
Name | Type | Description |
---|---|---|
n |
string |
Notification type (will always be tickerMonitor) |
d |
object |
Notification data |
id |
integer |
Unique indentifier of the Ticker Monitor entry |
name |
string |
Name of the entry |
any |
boolean |
If true, entry will become active as soon as one condition is active. Otherwise, entry will become active only if all conditions are active |
status |
object |
Entry status |
value |
string |
One of (active,inactive) |
timestamp |
float (unix timestamp sec.msec) |
Unix timestamp when entry became active or inactive |
conditions |
object[] |
List of conditions |
origin |
object |
|
type |
string |
One of (exchange,service) |
id |
string |
Identifier of the exchange (ex: binance) or the service (ex: marketCap) |
condition |
object |
|
field |
string |
The field we want to compare value (ex: last for exchanges ticker) |
operator |
string |
The operator used to compare (ex: lte) |
value |
float |
The target value |
pair |
string |
The ticker pair (ex: USDT-NEO). Only defined when type is exchange |
symbol |
string |
MarketCap symbol (ex: NEO). Only defined when type is service and id is marketCap |
value |
float |
Last value for the field field retrieved from exchange or service |
Below event will be emitted if all following conditions are met :
-
buy price for USDT-NEO pair is > 134 on Binance exchange
-
USD price of NEO in MarketCap module is in range [130,140]
{
"n":"tickerMonitor",
"d":{
"id":1,
"name":"Alert1",
"any":false,
"status":{
"value":"active",
"timestamp":1518907143.763
},
"conditions":[
{
"status":{
"value":"active",
"timestamp":1518907138.742
},
"origin":{
"type":"exchange",
"id":"binance"
},
"value":134.764,
"condition":{
"field":"buy",
"operator":"gt",
"value":134,
"pair":"USDT-NEO"
}
},
{
"status":{
"value":"active",
"timestamp":1518907138.742
},
"origin":{
"type":"service",
"id":"marketCap"
},
"value":135.968,
"condition":{
"field":"price_usd",
"operator":"in",
"value":[
130,
140
],
"symbol":"NEO"
}
}
]
}
}