Market Data Channels

Public channels for real-time market data. All authenticated users can subscribe to market data channels.

Channel Patterns

Channel Pattern	Data Model	Description
market:orderbook:{venue}:{symbol}	RpcOrderBook	Order book snapshots/updates
market:trade:{venue}:{symbol}	Trade data	Real-time trades

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Order Book Subscriptions

Subscribe to real-time order book updates.

Step 1: Create Server-Side Subscription (Admin only)

# RPC call to create subscription
await client.rpc("command.subscription.create", {
    "venue": "BINANCE",
    "instruments": ["BTC/USDT"],
    "subscriptionType": "market.subscription.orderbook"
})

Step 2: List Available Subscriptions

# RPC call to list active subscriptions
result = await client.rpc("query.subscription.list", {})
# Returns list of available subscriptions to subscribe to

Step 3: Subscribe to Channel

channel = "market:orderbook:BINANCE:BTC/USDT"
sub = client.new_subscription(channel, events=handler)
await sub.subscribe()

Order Book Data Format

Publications contain RpcOrderBook data:

Field	Type	Description
instrumentId	string	Format: VENUE:SYMBOL
venue	string	Trading venue
symbol	string	Trading pair
bids	array	Bid price levels [{price, quantity}, ...]
asks	array	Ask price levels [{price, quantity}, ...]
timestamp	string	ISO 8601 timestamp

SDK Model: RpcOrderBook

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Trade Subscriptions

Subscribe to real-time trade updates.

Channel Format

market:trade:{venue}:{symbol}

Example

channel = "market:trade:BINANCE:BTC/USDT"
sub = client.new_subscription(channel, events=handler)
await sub.subscribe()