Ticker

Real-time streaming day OHLCV and last trade data

Receive aggregated 24-hour OHLCV data from all supported exchanges and the last price before each update every 3 seconds.

Subscriptions to the ticker feed will receive realtime trades that occur on any of the liquidity venues that are active on the sFOX platform.

Subscription Instructions

Subscription Format	Example
ticker.sfox.<basequote>	ticker.sfox.btcusd

Payload Details

Key	Description
amount	Quantity of the most recent trade on this pair
exchange	Location of the most recent trade on this pair
last	Price of the most recent trade on this pair
high	High price since 00:00:00 GMT
low	Low price since 00:00:00 GMT
open	Open price at 00:00:00 GMT
pair	Currency pair
source	Data source
timestamp	Time of the trade
volume	Volume traded since 00:00:00 GMT (base currency)
vwap	Volume-weighted average price since 00:00:00 GMT

Example Code & Trades Message

NodeJS

const WebSocket = require('ws')

const ws = new WebSocket('wss://ws.sfox.com/ws')

ws.on('open', function() {
  const authMessage = {
   type: 'authenticate',
   apiKey: '<ENTERPRISE_API_KEY>',
   enterprise: 'true'
  }
  
  ws.send(JSON.stringify(authMessage))
})

// After successful authentication, subscribe to ticker feed
const subscribeMsg = {
  type: 'subscribe',
  feeds: ['ticker.sfox.btcusd', 'ticker.sfox.ethusd']
}

ws.send(JSON.stringify(subscribeMsg))

Python

import asyncio
import json
import websockets

async def main(uri):
    async with websockets.connect(uri) as ws:
        await ws.send(json.dumps({
            "type": "authenticate",
            "apiKey": "<ENTERPRISE_API_KEY>",
            "enterprise": "true"
        }))

        # After successful authentication message, subscribe to the trades feed
        await ws.send(json.dumps({
            "type": "subscribe",
            "feeds": ["ticker.sfox.btcusd"]
        }))
        async for msg in ws:
            print(msg)


asyncio.run(main("wss://ws.sfox.com/ws"))

Example Message

{
  "sequence": 4,
  "recipient": "ticker.sfox.btcusd",
  "timestamp": 1649901842979345289,
  "payload": {
    "amount": 0.00005737,
    "exchange": "coinbase",
    "high": 41512.43,
    "last": 41420.58,
    "low": 41058.82,
    "open": 41141.31,
    "pair": "btcusd",
    "route": "Smart",
    "source": "ticker-info",
    "timestamp": "2022-04-14T02:04:02.481Z",
    "volume": 1387.77211046,
    "vwap": 41283.96339697249
  }
}