Prices

The price feed provides real-time Bid/Ask price levels of up to a depth of 10 for the available symbols.

Listing available symbols

The symbols available for subscription can be fetched by sending a message of type info and with the topic set to available-symbols.

{
  "messageType": "info",
  "topic": "available-symbols",
  "key": "API_PUBLIC_KEY",
  "passphrase": "PASSPHRASE",
  "timestamp": "TIMESTAMP",
  "signature": "SIGNATURE"
}

Available symbols response

{
  "messageType": "info",
  "topic": "available-symbols",
  "body": {
    "message": [
      "BTC/e₹",
      "ETH/e₹",
      "LTC/e₹",
      ...
    ]
  }
}

Subscribing to a Symbol

In order to subscribe to the price feed, a message of type subscribe must be sent.

{
  "messageType": "subscribe",
  "topic": "prices",
  "body": {
    "filter": {
      "symbol": "BTC/e₹"
    }
  },
  "key": "API_PUBLIC_KEY",
  "passphrase": "PASSPHRASE",
  "timestamp": "TIMESTAMP",
  "signature": "SIGNATURE"
}

Parameter	Description	Type
body{}	An object used to filter which symbol will be subscribed to. This is a required field for the price feed.	object
messageType	Subscription message type - subscribe	string
topic	Topic to subscribe to - prices for the price feed	string
key	Your public key	string
passphrase	Your passphrase	string
timestamp	Time in seconds since Unix Epoch	string
signature	your hmac signature	string

Subscription response

{
  "body": "Successfully subscribed to the BTC/e₹ feed",
  "messageType": "Subscribe"
}

Price update

After successfully subscribing to a symbol, you will be sent price-updated messages whenever the price is updated.

Parameter	Description	Type
bid_levels[]	Array of Bid price levels (up to a depth of 10)	string
ask_levels[]	Array of Ask price levels (up to a depth of 10)	string
symbol	The symbol which was subscribed to	string
messageType	Price update message type - price-update	string

The price level object comprises these fields:

Parameter	Description	Type
price	The level price	string
quantity	The level quantity	string
side	The level side - buy or sell	string

{
  "messageType": "price-update",
  "body": {
    "symbol": "BTC/e₹",
    "bid_levels": [
      {
        "price": "17260.4677",
        "quantity": "4.50",
        "side": "buy"
      },
      {
        "price": "17255.445175",
        "quantity": "2.77",
        "side": "buy"
      },
      {
        "price": "17251.475275",
        "quantity": "2.55",
        "side": "buy"
      },
      {
        "price": "17245.941475",
        "quantity": "3.34",
        "side": "buy"
      }
    ],
    "ask_levels": [
      {
        "price": "17317.16195",
        "quantity": "14.59",
        "side": "sell"
      },
      {
        "price": "17320.83275",
        "quantity": "65.77",
        "side": "sell"
      },
      {
        "price": "17324.872625",
        "quantity": "15.54",
        "side": "sell"
      },
      {
        "price": "17330.139425",
        "quantity": "9.09",
        "side": "sell"
      }
    ]
  }
}