Market Data Snapshot

Public channel for streaming real-time bid/offer levels for a security.

Public channel. Connect to: wss://wss.prime.kraken.com/ws/v1

Request stream of MarketDataSnapshot messages. To stream security pricing with real-time bid/offer levels.

Subscribe Request

Subscribe Schema

reqid · number · required

Request ID - will be echoed back in the response structure.

type · string · required

Request type. Value: subscribe

streams · array · required

Array containing the MarketDataSnapshot stream configuration.

Show properties

name · string · required

Subscription name. Value: MarketDataSnapshot

Symbol · string · required

Security to request (e.g. BTC-USD).

Throttle · string

Optional throttle duration for updates, defaults to configured MinMarketDataThrottle. Valid time units are “ns”, “us”, “ms”, “s”.

PriceIncrement · string

Price increment for levels to enable price bucketing.

Depth · number

Maximum number of bid/offer levels to stream prices for.

SizeBuckets · array

A list of sizes to return price levels for; defaults to configured Security SizeBuckets.

Example

{
  "reqid": 5,
  "type": "subscribe",
  "streams": [
    {
      "name": "MarketDataSnapshot",
      "Symbol": "BTC-USD"
    }
  ]
}

Response

Response Schema

reqid · number · required

A number that relates this response to a request.

type · string · required

The type of message sent.

ts · string · required

An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z.

initial · boolean

If this is initial data for a request, the initial flag will be set.

seqNum · number · required

The sequence number for this response per request.

action · string

“Update” or “Remove” - tells the client if the given entity should be removed or added/updated.

data · array · required

Array of MarketDataSnapshot data.

Show properties

Timestamp · string · required

Timestamp of update in ISO-8601 UTC format.

Symbol · string · required

Security for update.

Status · string · required

Status of update. Possible values: Online, Offline

Bids · array · required

Full list of Bids.

Show properties

Price · string · required

Limit price of the level.

Size · string · required

Size on this level.

Offers · array · required

Full list of Offers.

Show properties

Price · string · required

Limit price of the level.

Size · string · required

Size on this level.

Example

{
  "reqid": 5,
  "type": "MarketDataSnapshot",
  "ts": "2021-09-14T22:20:49.862930Z",
  "initial": true,
  "seqNum": 1,
  "data": [
    {
      "Timestamp": "2021-09-14T22:20:49.860957Z",
      "Symbol": "BTC-USD",
      "Status": "Online",
      "Bids": [
        {
          "Price": "46817.27965000",
          "Size": "1.00000000"
        },
        {
          "Price": "46816.08025000",
          "Size": "2.00000000"
        }
      ],
      "Offers": [
        {
          "Price": "46868.59755873",
          "Size": "1.00000000"
        },
        {
          "Price": "46870.33345500",
          "Size": "2.00000000"
        }
      ]
    }
  ]
}