TRADE | TRADE_AGG
Type-specific parameters
These parameters are in addition to the common channel parameters.| Parameter | Type | Applies to | Required | Description |
|---|---|---|---|---|
batchInterval | string | TRADE_AGG | No | Aggregation window (e.g., 200ms, 1s, 5s). |
Raw trades (TRADE)
Individual trades with price, size, and side.
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Response
| Field | Type | Description |
|---|---|---|
series.side | Side | Trade side — BUY or SELL |
trade.id | string | Exchange trade ID |
trade.price | double | Trade price |
trade.amount | double | Trade size in base asset |
trade.timestamp | Timestamp | Trade execution time (seconds + nanoseconds) |
Aggregated trades
Trades batched into OHLCV candles over a rolling time window. Useful for rendering real-time charts without processing every individual tick.Subscribe
Response
| Field | Type | Description |
|---|---|---|
series.side | Side | Aggressor side for this batch |
tradeAggregation.open | double | First trade price in the batch |
tradeAggregation.high | double | Highest trade price |
tradeAggregation.low | double | Lowest trade price |
tradeAggregation.close | double | Last trade price |
tradeAggregation.volume | double | Total volume in the batch |
tradeAggregation.timestamp | Timestamp | Batch timestamp |
tradeAggregation.firstTimestamp | Timestamp | Time of the first trade in the batch |
tradeAggregation.lastTimestamp | Timestamp | Time of the last trade in the batch |