Live trade tape: the newest QX fills and QSwap swaps, newest first, with the direction of each
Every fill on the QX order book and every swap on QSwap, from one feed. side is the direction of the party that started the trade (buy: they bought the asset); it is read from the swap's own log or, for a QX fill, from the transaction that caused it, and is missing for a QX fill whose transaction could not be read (yet). Pass since=<latestId> from the last response to get only what came after: ids only grow, and a row keeps its id when its side arrives later, so a row whose side is missing can be fetched again by asking from before it. If more than limit rows are newer than since, the newest limit are returned. Ids start over when the server restarts: instance changes then, and a client holding an old cursor should drop it. flow24h sums the last 24 hours for the same asset and venue (see /v1/flow).
Request
- Base URL: https://qmax.exchange/api
- URL: https://qmax.exchange/api/v1/tape
- Auth: none declared
Query parameters
An asset id as listed by /v1/assets. Leave out for all assets.
Only rows with an id greater than this.
Only trades on this venue.
Response
{ trades: [{ id, t, venue, asset, assetKey, qty, qu, price, side?, txHash? }], latestId, instance, flow24h }
Changes
No recorded changes to this operation across all 1 revision of this API.