Spot Websocket Streams

Aggregate Trade Streams

agg_trade(self, symbol: str, id=None, action=None, **kwargs)

Aggregate Trade Streams

The Aggregate Trade Streams push trade information that is aggregated for a single taker order.

Stream Name: <symbol>@aggTrade

Update Speed: Real-time

Trade Streams

trade(self, symbol: str, id=None, action=None, **kwargs)

Trade Streams

The Trade Streams push raw trade information; each trade has a unique buyer and seller.

Stream Name: <symbol>@trade

Update Speed: Real-time

Kline/Candlestick Streams

kline(self, symbol: str, interval: str, id=None, action=None)

Kline/Candlestick Streams

The Kline/Candlestick Stream push updates to the current klines/candlestick every second.

Stream Name: <symbol>@kline_<interval>

interval: m -> minutes; h -> hours; d -> days; w -> weeks; M -> months

1m
3m
5m
15m
30m
1h
2h
4h
6h
8h
12h
1d
3d
1w
1M

Update Speed: 1000ms for 1s, 2000ms for the other intervals

Kline/Candlestick Streams with timezone offset

kline_timezone_offset(self, symbol: str, interval: str, id=None, action=None)

Kline/Candlestick Streams with timezone offset

The Kline/Candlestick Stream push updates to the current klines/candlestick every second in UTC+8 timezone

<symbol>@kline_<interval>@+08:00

interval: m -> minutes; h -> hours; d -> days; w -> weeks; M -> months

1m
3m
5m
15m
30m
1h
2h
4h
6h
8h
12h
1d
3d
1w
1M

Update Speed: 1000ms for 1s, 2000ms for the other intervals

Individual symbol or all symbols mini ticker

mini_ticker(self, symbol=None, id=None, action=None, **kwargs)

Individual symbol or all symbols mini ticker

24hr rolling window mini-ticker statistics. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs

Stream Name: <symbol>@miniTicker or Stream Name: !miniTicker@arr

Update Speed: 1000ms

Individual symbol or all symbols ticker

ticker(self, symbol=None, id=None, action=None, **kwargs)

Individual symbol or all symbols ticker

24hr rolling window ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs.

Stream Name: <symbol>@ticker or Stream Name: !ticker@arr

Update Speed: 1000ms

Individual symbol or all book ticker

book_ticker(self, symbol, id=None, action=None, **kwargs)

Individual symbol book ticker

Pushes any update to the best bid or ask’s price or quantity in real-time for a specified symbol.

Stream Name: <symbol>@bookTicker

Update Speed: realtime

Individual Symbol Rolling Window Statistics Streams

rolling_window_ticker(self, symbol: str, windowSize: str, id=None, action=None)

Rolling window ticker statistics for a single symbol, computed over multiple windows.

Stream Name: <symbol>@ticker_<window_size>

Window Sizes: 1h, 4h, 1d

Update Speed: 1000ms

Note: This stream is different from the <symbol>@ticker stream. The open time “O” always starts on a minute, while the closing time “C” is the current time of the update. As such, the effective window might be up to 59999ms wider that <window_size>.

All Market Rolling Window Statistics Streams

rolling_window_ticker_all_symbols(self, windowSize: str, id=None, action=None)

All Market Rolling Window Statistics Streams

Rolling window ticker statistics for all market symbols, computed over multiple windows. Note that only tickers that have changed will be present in the array.

Stream Name: !ticker_<window-size>@arr

Window Size: 1h, 4h, 1d

Update Speed: 1000ms

Partial Book Depth Streams

partial_book_depth(self, symbol: str, level=5, speed=1000, id=None, action=None, **kwargs)

Partial Book Depth Streams

Top bids and asks, Valid are 5, 10, or 20.

Stream Names: <symbol>@depth<levels> OR <symbol>@depth<levels>@100ms.

Update Speed: 1000ms or 100ms

Diff. Depth Stream

diff_book_depth(self, symbol: str, speed=1000, id=None, action=None, **kwargs)

Diff. Depth Stream

Stream Name: <symbol>@depth OR <symbol>@depth@100ms

Update Speed: 1000ms or 100ms

Order book price and quantity depth updates used to locally manage an order book.

Listen to user data by provided listenkey

user_data(self, listen_key: str, id=None, action=None, **kwargs): Listen to user data by using the provided listen_key