Channels
Every stream channel - candles, trades, large trades, liquidations, flow, liquidation levels, calendar, market-cap indexes - with its tier.
Channel names are case-sensitive: venue ids lower case, symbols as the venue writes them (as in /v1/markets), coins upper case.
| Channel | Data | Lowest tier |
|---|---|---|
candles:{venue}:{symbol}:{res} | the forming and closed bars of one market (first frame after subscribing: the forming bar, snapshot: true); seconds resolutions from Developer | Sandbox |
trades:{venue}:{symbol} (optional :{min_usd}) | the market's trades, batched | Sandbox |
trades.large:{coin}:{min_usd} | prints of at least min_usd (50,000 or more) over the coin's recorded venues | Sandbox |
liquidations:{coin} | liquidation orders of the coin over its venues | Sandbox |
cvd:{coin}:{market} / flow:... | aggregated taker flow and CVD, one frame a second (market: split, perp, spot, all) | Developer |
strata.levels:{coin} (optional :{window}) | the liquidation model's levels, pushed when they change (checked every minute); 30d from Developer | Sandbox |
calendar / calendar:{country} | calendar events as they happen (release, revision, reschedule); resumable | Sandbox |
mcap:{index} (optional :{res}) | TOTAL, TOTAL2 or TOTAL3 bars | Sandbox |
indices | all three market-cap indexes | Sandbox |
Calendar channels take filters in the subscribe message, for example only US and importance 3:
{"op":"subscribe","id":"c1","channels":["calendar"],"filters":{"calendar":{"countries":["US"],"min_importance":3}}}How many channels you may hold at once depends on your tier (Tiers); over the limit, the ack refuses the extra channels with channel_limit.