Streams

Supported streams

Endpoint: Stream WS

• Kline/Candlestick: perp_candle/<market_id>/<interval>

• Orderbook: perp_depth/<market_id>/<level>

• Ticker: perp_ticker/<market_id>

Kline/Candlestick stream

The Kline/Candlestick Stream push updates to the current klines/candlestick every 250 milliseconds (if existing).

• Subscribe

  • Endpoint: Stream WS

  • Stream Name: perp_candle/<market_id>/<interval>

  • Kline/Candlestick chart intervals

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

      • 5m

      • 30m

      • 1h

      • 4h

      • 1d

• Payload

{
    "marketId": 1,
    "ts": 1715678700000, // time start
    "tc": 1715679000000, // time end
    "interval": "5m",
    "o": "61877.200000000000000000", // open
    "h": "62260.600000000000000000", // high
    "l": "61700.800000000000000000", // low
    "c": "61700.800000000000000000", // close
    "base_volume": "20.960000000000000000", // base asset volume
    "quote_volume": "1296614.320000000000000000", // quote asset volume
    "base_buy_volume": "11.028000000000000000", // taker buy base asset volume
    "quote_buy_volume": "682167.113700000000000000", // taker buy quote asset volume
    "E": 1715753860794 // event time
}

Orderbook stream

Top bids and asks, Valid are 1,5,10,20,100,200.

• Subscribe

  • Endpoint: Stream WS

  • Stream Name: perp_depth/<market_id>/<level>

• Payload

{
   "marketId": 1,
   "asks":[
      // [price, amount, cumulative amount]
      [
         "58062.1",
         "0.0090000000000000000000000000",
         "0.0090000000000000000000000000"
      ],
      [
         "58062.2",
         "0.149",
         "0.1580000000000000000000000000"
      ]
   ],
   "bids":[
      [
         "58061.9",
         "0.0750000000000000000000000000",
         "0.0750000000000000000000000000"
      ],
      [
         "58061.8",
         "0.155",
         "0.2300000000000000000000000000"
      ]
   ]
}

Ticker stream

• Subscribe

  • Endpoint: Stream WS

  • Stream Name: perp_ticker/<market_id>

• Payload

{
  "H": "60904.000000000000000000",
  "L": "59335.580000000000000000",
  "O": "60694.100000000000000000",
  "C": "59335.580000000000000000",
  "base_volume": "0.809130000000000000",
  "quote_volume": "49154.622020400000000000",
  "best_bid": "59335.58",
  "best_ask": "59335.59",
  "bidSz": "5.16167",
  "askSz": "3.99586",
  "ts": 1724210499298
}

Code Example

import mqtt from 'mqtt'

const endpoint = 'wss://testnet-stream.foundation.network'
const clientId = `client_xxx_${Math.random().toString(16).substring(2, 8)}`
const marketId = 1
const level = 1
const channel = `perp_depth/${marketId}_${level}`
const options: mqtt.IClientOptions = {
  clientId: clientId,
  protocolId: 'MQTT',
  protocolVersion: 5,
  clean: true,
  reconnectPeriod: 1_000,
  connectTimeout: 30_000,
  auth: 'sub:1',
}
const client = mqtt.connect(endpoint, options)
client.on('connect', () => {
  console.debug('[MQTT] Socket connected')
  client.subscribe(channel)
})
client.on('close', () => {
  console.debug('[MQTT] Socket closed')
})
client.on('message', (topic, message) => {
  console.log(message.toString())
})
client.on('error', (err) => {
  console.debug('[MQTT] Connection error: ', err)
})
client.on('reconnect', () => {
  console.debug('[MQTT] Reconnecting...')
})