Market Data Snapshot

CHANNEL
wss://wss.prime.kraken.com/ws/v1
market-data-snapshot

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

Value: subscribe

Request type.

streams array [ required

Array containing the MarketDataSnapshot stream configuration.

name string required

Value: MarketDataSnapshot

Subscription name.

Symbol string required

Example: BTC-USD

Security to request.

Throttle string

Format: duration

Example: 300ms

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.

Timestamp string required

Timestamp of update in ISO-8601 UTC format.

Symbol string required

Security for update.

Status string required

Possible values: [Online, Offline]

Status of update.

Bids array [ required

Full list of Bids.

Price string required

Limit price of the level.

Size string required

Size on this level.

]

Offers array [ required

Full list of Offers.

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"
        }
      ]
    }
  ]
}