Candle updates

Subscribing to the candle updates provides real-time data on new candlesticks.

Parameters

contract: ID or symbol of the contract. Required when price_type is 'contract' or 'mark'.
index: ID or symbol of the index. Required when price_type is 'index'.
period: Determines the granularity of the candlesticks. Possible values are: '1m', '5m', '15m', '30m', '1h', '2h', '3h', '4h', '8h', '1d', '5d', '7d', '1M'.
price_type: Type of price that candlesticks are based on. Possible values are: 'contract', 'mark', 'index'.
with_snapshot: Whether to include the snapshot in the response. It may incur additional API credit spending.

{
  "id": 1,
  "jsonrpc": "2.0",
  "method": "market.candle_updates.subscribe",
  "params": 
  { 
    "with_snapshot": true, 
    "index": "BTC",
    "price_type": "index",
    "period": "1m"
    }
}

Snapshots

The snapshot format is the same as v1/market/indices/{index}/price, v1/market/futures/{contract}/price, v1/market/futures/{contract}/mark-price . Upon subscription, the list of the latest candlesticks are provided:

{
  "id": 1,
  "jsonrpc": "2.0",
  "method": "market.candle_updates.snapshot",
  "params": {
    "index": "BTC",
    "price_type": "index",
    "period": "1m",
    "data": [
      {
        "time_open": "2024-05-01T00:00:00Z",
        "time_close": "2024-05-01T01:00:00Z",
        "price_open": "32500.50",
        "price_close": "32600.75",
        "price_low": "32480.10",
        "price_high": "32650.00",
        "volume_contracts": "150.543",
        "volume_tokens":10,
        "volume_base": "490.545234"
      }
    ]
  }
}

Events

The event format is the same as v1/market/indices/{index}/price, v1/market/futures/{contract}/price, v1/market/futures/{contract}/mark-price .

{
  "id": 1,
  "jsonrpc": "2.0",
  "method": "market.candle_updates.event",
  "params": {
    "index": "BTC",
    "price_type": "index",
    "period": "1m",
    "data": {
      "time_open": "2024-05-01T00:00:00Z",
      "time_close": "2024-05-01T01:00:00Z",
      "price_open": "32500.50",
      "price_close": "32600.75",
      "price_low": "32480.10",
      "price_high": "32650.00",
      "volume_contracts": "150.543",
      "volume_tokens":10,
      "volume_base": "490.545234"
    }
  }
}