Ticker Lite

The ticker_lite feed returns ticker information about listed products. Delta messages are throttled such that they are published every 1s.

Request

string

required

subscribe or unsubscribe

string

required

The requested subscription feed. Value: ticker_lite

list of strings

required

A list of strings which represent the products that user will receive information upon.

{
  "event": "subscribe",
  "feed": "ticker_lite",
  "product_ids": ["PF_XBTUSD", "PF_ETHUSD"]
}

Response Success

string

One of: subscribed, subscribed_failed, unsubscribed, unsubscribed_failedThe result.

string

The requested subscription feed. Value: ticker_lite

list of strings

required

A list of strings which represent the products that user will receive information upon.

{
  "event": "subscribed",
  "feed": "ticker_lite",
  "product_ids": ["PF_XBTUSD"]
}

Response Snapshot

string

The subscribed feed.

string

The subscribed product (referred also as instrument or symbol).

positive float

The price of the current best bid.

positive float

The price of the current best ask.

float

The 24h change in price.

float

The premium associated with the product.

positive float

The sum of the sizes of all fills observed in the last 24 hours.

string

Currently can be perpetual, month, quarter, or semiannual. Other tags may be added without notice.

string

The currency pair of the instrument.

integer

The days until maturity.

positive integer

Maturity time in milliseconds.

positive float

The same as volume except that, for multi-collateral futures, it is converted to the non-base currency.

structure

The current Greeks, if this is an option.

Show properties

float

The option’s implied volatility.

float

Delta, the option value’s sensitivity to change in the underlying price.

float

Theta, the option value’s sensitivity to the passage of time.

float

Gamma, delta’s sensitivity to change in the underlying price.

float

Vega, the option value’s sensitivity to change in volatility.

float

Rho, the option value’s sensitivity to the interest rate.

{
  "feed": "ticker_lite",
  "product_id": "PF_XBTUSD",
  "bid": 34932,
  "ask": 34949.5,
  "change": 3.3705205220015966,
  "premium": 0.1,
  "volume": 264126741,
  "tag": "perpetual",
  "pair": "XBT:USD",
  "dtm": 0,
  "maturityTime": 0,
  "volumeQuote": 264126741
}

{
  "feed": "ticker_lite",
  "product_id": "PF_ETHUSD",
  "bid": 1753.45,
  "ask": 1760.35,
  "change": 13.448175559936647,
  "premium": 0.1,
  "volume": 6899673.0,
  "tag": "perpetual",
  "pair": "ETH:USD",
  "dtm": 0,
  "maturityTime": 0,
  "volumeQuote": 6899673.0
}

Response Error

string

Value: error

string

One of: Invalid product id, Invalid feed, Json ErrorAn error message.

{
  "event": "error",
  "message": "Invalid product id"
}

Public Channels

Private Channels

Authentication

Request

Response Success

Response Snapshot

Response Error

​Request

​Response Success

​Response Snapshot

​Response Error

Request

Response Success

Response Snapshot

Response Error