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- The base endpoint is: wss://stream.bitbank.cc.
- socket.io 4.x (Engine.io protocol v4) is used under the hood, and the following code examples are demonstrated with github.com/websockets/wscat
- From 2022-07-26, socket.io is upgraded from 2.x to 4.x
- The specification of disconnection after 6 hours is abolished. Continuously, if an error occurs the connection will be closed. Please check the error messages.
Ticker channel name is ticker_{pair}, available pairs are written in pair list.
Except for circuit_break_info.mode is NONE, sell and buy price possibly cross.
Response:
| Name | Type | Description |
|---|---|---|
| sell | string | lowest sell price |
| buy | string | highest buy price |
| high | string | highest price in last 24 hours |
| low | string | lowest price in last 24 hours |
| open | string | open price at 24 hours ago |
| last | string | last executed price |
| vol | string | volume |
| timestamp | number | ticked at unix timestamp (milliseconds) |
Sample code:
wscat
$ wscat -c 'wss://stream.bitbank.cc/socket.io/?EIO=4&transport=websocket'
connected (press CTRL+C to quit)
< 0{"sid":"bDAf6vgk5xPau87WAA1u","upgrades":[],"pingInterval":25000,"pingTimeout":60000}
> 40
< 40{"sid":"lUkRb31kqoS9cLPNMc0W"}
> 42["join-room","ticker_btc_jpy"]
< 42["message",{"room_name":"ticker_btc_jpy","message":{"pid":851203833,"data":{"sell":"896490","buy":"896489","open":"896489","high":"905002","low":"881500","last":"896489","vol":"650.2026","timestamp":1570080042822}}}]
< 42["message",{"room_name":"ticker_btc_jpy","message":{"pid":851203952,"data":{"sell":"896490","buy":"896489","open":"896489","high":"905002","low":"881500","last":"896489","vol":"650.2226","timestamp":1570080053768}}}]
...
Response format:
[
"message",
{
"room_name": "ticker_btc_jpy",
"message": {
"pid": 0,
"data": {
"last": "string",
"open": "string",
"timestamp": 0,
"sell": "string",
"vol": "string",
"buy": "string",
"high": "string",
"low": "string"
}
}
}
]Transactions channel name is transactions_{pair}, available pairs are written in pair list.
Response:
| Name | Type | Description |
|---|---|---|
| transaction_id | number | transaction id |
| side | string | enum: buy or sell |
| amount | string | amount |
| price | string | price |
| executed_at | number | executed at unix timestamp (milliseconds) |
Sample code:
wscat
$ wscat -c 'wss://stream.bitbank.cc/socket.io/?EIO=4&transport=websocket'
connected (press CTRL+C to quit)
< 0{"sid":"PG3FbI0WrKIP7hKMABH_","upgrades":[],"pingInterval":25000,"pingTimeout":60000}
> 40
< 40{"sid":"lUkRb31kqoS9cLPNMc0W"}
> 42["join-room","transactions_xrp_jpy"]
< 42["message",{"room_name":"transactions_xrp_jpy","message":{"pid":851205254,"data":{"transactions":[{"transaction_id":34745047,"side":"sell","price":"26.930","amount":"4703.5671","executed_at":1570080162855},{"transaction_id":34745046,"side":"sell","price":"26.930","amount":"500.0000","executed_at":1570080162829},{"transaction_id":34745045,"side":"sell","price":"26.930","amount":"378.0000","executed_at":1570080162802},{"transaction_id":34745044,"side":"sell","price":"26.930","amount":"12.0000","executed_at":1570080162758},{"transaction_id":34745043,"side":"sell","price":"26.930","amount":"301.4874","executed_at":1570080162725}]}}}]
...
Response format:
[
"message",
{
"room_name": "transactions_btc_jpy",
"message": {
"pid": 0,
"data": {
"transactions": [
{
"side": "string",
"executed_at": 0,
"amount": "string",
"price": "string",
"transaction_id": 0
}
]
}
}
}
]Depth Diff channel name is depth_diff_{pair}, available pairs are written in pair list.
Except for circuit_break_info.mode is NONE, a and b price possibly cross.
Response:
| Name | Type | Description |
|---|---|---|
| a | [string, string][] | [ask, amount][] |
| b | [string, string][] | [bid, amount][] |
| ao | string | undefined | optional. The quantity of asks over the highest price of asks orders. If there is no change in quantity, it will not be included in the message. |
| bu | string | undefined | optional. The quantity of bids under the lowest price of bids orders. If there is no change in quantity, it will not be included in the message. |
| au | string | undefined | optional. The quantity of asks under the lowest price of bids orders. If there is no change in quantity, it will not be included in the message. |
| bo | string | undefined | optional. The quantity of bids over the highest price of asks orders. If there is no change in quantity, it will not be included in the message. |
| t | number | published at unix timestamp (milliseconds) |
| s | string | sequence id, increased monotonically but not always consecutive |
The amount of a (asks) and b (bids) is absolute, and its 0 means its price level has gone.
The s (sequence id) is common with the sequenceId of depth_whole_{pair}.
For usage, see How to manage a local order book correctly section.
wscat
$ wscat -c 'wss://stream.bitbank.cc/socket.io/?EIO=4&transport=websocket'
connected (press CTRL+C to quit)
< 0{"sid":"9-zd3P1G-BNu_w37ABMX","upgrades":[],"pingInterval":25000,"pingTimeout":60000}
> 40
< 40{"sid":"lUkRb31kqoS9cLPNMc0W"}
> 42["join-room","depth_diff_xrp_jpy"]
< 42["message",{"room_name":"depth_diff_xrp_jpy","message":{"data":{"a":[],"b":[["26.758","20000.0000"],["26.212","0"]],"t":1570080269609,"s":"1234567890"}}}]
< 42["message",{"room_name":"depth_diff_xrp_jpy","message":{"data":{"a":[],"b":[["26.212","1000.0000"],["26.815","0"]],"t":1570080270100,"s":"1234567893"}}}]
...
Response format:
[
"message",
{
"room_name": "depth_diff_xrp_jpy",
"message": {
"data": {
"b": [
[
"26.872",
"43.3989"
],
[
"26.871",
"100.0000"
],
],
"a": [
[
"27.839",
"1634.3980"
],
[
"28.450",
"0"
]
],
"ao": "1",
"bu": "1",
"t": 1568344204624,
"s": "1234567890"
}
}
}
]Whole depth channel name is depth_whole_{pair}, available pairs are written in pair list.
Except for circuit_break_info.mode is NONE, asks and bids price possibly cross.
Response:
| Name | Type | Description |
|---|---|---|
| asks | [string, string][] | [ask, amount][] |
| bids | [string, string][] | [bid, amount][] |
| asks_over | string | the quantity of asks over the highest price of asks orders. |
| bids_under | string | the quantity of bids under the lowest price of bids orders. |
| asks_under | string | the quantity of asks under the lowest price of asks orders. Usually "0" in NORMAL mode. |
| bids_over | string | the quantity of bids over the highest price of bids orders. Usually "0" in NORMAL mode. |
| timestamp | number | published at timestamp |
| sequenceId | string | sequence id, increased monotonically but not always consecutive |
The sequenceId is common with the s of depth_diff_{pair}.
For usage, see How to manage a local order book correctly section.
wscat
$ wscat -c 'wss://stream.bitbank.cc/socket.io/?EIO=4&transport=websocket'
connected (press CTRL+C to quit)
< 0{"sid":"PR6GLrwlEFjzHIPrABBM","upgrades":[],"pingInterval":25000,"pingTimeout":60000}
> 40
< 40{"sid":"lUkRb31kqoS9cLPNMc0W"}
> 42["join-room","depth_whole_xrp_jpy"]
< 42["message",{"room_name":"depth_whole_xrp_jpy","message":{"data":{"asks":[["26.928","1000.0000"],["26.929","56586.5153"],["26.930","218.3431"],["26.931","3123.8845"],["26.933","1799.0000"],["26.934","377.9136"],["26.938","3411.1507"],["26.950","80.0000"],["26.955","80.0000"],["26.958","7434.5900"],["26.959","15000.0000"],["26.960","15000.0000"],["26.964","10837.6620"],["26.979","15000.0000"], ...
Response format:
[
"message",
{
"room_name": "depth_whole_xrp_jpy",
"message": {
"data": {
"bids": [
[
"27.537",
"6211.6210"
],
[
"27.523",
"875.3413"
],
],
"asks": [
[
"27.538",
"7233.6837"
],
[
"27.540",
"19.4551"
],
],
"asks_over": "0.123",
"bids_under": "0.123",
"asks_under": "0",
"bids_over": "0",
"timestamp": 1568344476514,
"sequenceId": "1234567890"
}
}
}
]Get circuit break informations.
Response:
| Name | Type | Description |
|---|---|---|
| mode | string | enum: NONE, CIRCUIT_BREAK, FULL_RANGE_CIRCUIT_BREAK, RESUMPTION, LISTING |
| estimated_itayose_price | string | null | estimated price. Null if mode is NONE or when there is no estimated price. |
| estimated_itayose_amount | string | null | estimated amount. Null if mode is NONE. |
| itayose_upper_price | string | null | itayose price range upper limit. Null if mode is in NONE, FULL_RANGE_CIRCUIT_BREAK or LISTING. |
| itayose_lower_price | string | null | itayose price range lower limit. Null if mode is in NONE, FULL_RANGE_CIRCUIT_BREAK or LISTING. |
| upper_trigger_price | string | null | upper trigger price. Null if mode is not NONE. |
| lower_trigger_price | string | null | lower trigger price. Null if mode is not NONE. |
| fee_type | string | enum: NORMAL, SELL_MAKER, BUY_MAKER, DYNAMIC |
| reopen_timestamp | number | null | reopen timestamp(milliseconds). Null if mode is NONE, or reopen timestamp is undetermined yet. |
| timestamp | number | ticked at unix timestamp (milliseconds) |
For details on mode and fee_type, please check the Circuit breaker system page.
Sample code:
wscat
$ wscat -c 'wss://stream.bitbank.cc/socket.io/?EIO=4&transport=websocket'
connected (press CTRL+C to quit)
< 0{"sid":"PG3FbI0WrKIP7hKMABH_","upgrades":[],"pingInterval":25000,"pingTimeout":60000}
> 40
< 40{"sid":"lUkRb31kqoS9cLPNMc0W"}
> 42["join-room","circuit_break_info_xrp_jpy"]
< 42["message",{"room_name":"circuit_break_info_xrp_jpy","message":{"data":{"mode":"NONE","estimated_itayose_price":null,"estimated_itayose_amount":null,"itayose_upper_price":null,"itayose_lower_price":null,"upper_trigger_price":"1200000","lower_trigger_price":"800000","fee_type":"NORMAL","reopen_timestamp":null,"timestamp":1570080162855}}}]
< 42["message",{"room_name":"circuit_break_info_xrp_jpy","message":{"data":{"mode":"CIRCUIT_BREAK","estimated_itayose_price":"1000000","estimated_itayose_amount":null,"itayose_upper_price":"1300000","itayose_lower_price":"800000","upper_trigger_price":null,"lower_trigger_price":null,"fee_type":"SELL_MAKER","reopen_timestamp":1234573890000,"timestamp":1570080162856}}}]
...
Response format:
[
"message",
{
"room_name": "circuit_break_info_btc_jpy",
"message": {
"data": {
"mode": "string",
"estimated_itayose_price": "string",
"estimated_itayose_amount": "string",
"itayose_upper_price": "string",
"itayose_lower_price": "string",
"upper_trigger_price": "string",
"lower_trigger_price": "string",
"fee_type": "string",
"reopen_timestamp": 0,
"timestamp": 0
}
}
}
]You can manage a local (typically on-memory) order book of a pair, by using room depth_whole_{pair} and depth_diff_{pair} as follows:
- Subscribe both
depth_whole_{pair}anddepth_diff_{pair}. See the sample code of Depth Whole and Depth Diff for usage. - Buffer the
depth_diff_{pair}messages you receive continuously. - When you receive a
depth_diff_{pair}message,- If its amount is NOT zero, add or overwrite the amount of that price level to your local order book.
- If its amount IS zero, remove that price level from your local order book.
- When you receive a
depth_whole_{pair}message,- replace your local order book by its
data, - and apply buffered
depth_diff_{pair}s,- that in ascending
sorder, - only for
sis greater than thesequenceIdofdepth_whole_{pair}.
- that in ascending
- replace your local order book by its
Here is an example of processing depth_whole_{pair}.
If you receive following messages in this order:
diff{s=3}, diff{s=5}, diff{s=6}, diff{s=8}, whole{sequenceId=5}
you should replace the local order book by whole{sequenceId=5}, then apply diff{s=6} then diff{s=8} and ignore about diff{s=3} and diff{s=5}.
The sequence id never rewinds (at least on each room),
so you can forget depth_diff_{pair} messages that its s is less or equal than latest depth_whole_{pair}'s sequenceId, to reduce resource usage.
Caveats:
depth_diff_{pair}messages are sent for only ~200 price levels from best bid/ask at that time. For that reason, you must refresh your local order book with eachdepth_whole_{pair}message to get the correct order book. (or you'll miss some price levels on price change.)- A
depth_whole_{pair}message sometimes be sent delayed fromdepth_diff_{pair}messages. For that reason, you must bufferdepth_diff_{pair}messages and apply them on receiving adepth_whole_{pair}message.