COcoinmetrics
Timeseries stream

Pair quotes

Returns a stream of quotes for specified pairs.<br/> If you are falling behind (slow client) you will get warning message first, then error message and disconnection will happen.

get/timeseries-stream/pair-quotes

Request

Query parameters

pairsstring[] required

Comma separated list of asset pairs or patterns like btc-*, or *-btc.

aggregation_methodstring

The method to use for aggregation.

backfill'latest' | 'none'

What data should be sent upon a connection.<br/> By default the latest values are sent just before real-time data.

prettyboolean

Human-readable formatting of JSON responses.

Response

Aggregated spread quote WebSocket message.

pairstring required

Pair string representation as <base>-<quote>.

timestring required

The time in ISO 8601 date-time format. Always with nanoseconds precision.

ask_pricestring

The limit price of the top ask on the order book. If no asks in the order book, the ask price is skipped.

ask_sizestring

The size of the top ask on the order book. If no asks in the order book, the ask size is skipped.

bid_pricestring

The limit price of the top bid on the order book. If no bids in the order book, the bid price is skipped.

bid_sizestring

The size of the top bid on the order book. If no bids in the order book, the bid size is skipped.

mid_pricestring

The average of the bid price and ask price.

spreadstring

The difference between the bid price and ask price as a percentage of the mid price.

cm_sequence_idstring required

The monotonically increasing message number, resets on disconnection.

Changes

No recorded changes to this operation across all 1 revision of this API.