Trades

Real-time streaming tick data of publicly executed trades

Real-time tick data feed of all trades executed on SFOX’s supported liquidity sources

Subscription Instructions

Authentication required. Please refer to the WebSocket Authentication page here for more details.

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

Payload Details

Key	Description
buyOrderId	Order ID of the buy trade
sellOrderId	Order ID of the sell trade
pair	The currency pair of this trade
price	Price of this trade
quantity	Quantity traded
side	Side taken buy or sell
exchange	Location of the trade
exchange_id	ID of the trade location
timestamp	Time of the trade

Example Code & Trades Message

NodeJS

const WebSocket = require('ws')

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

ws.on('message', function(data) {
    console.log(data);
});

ws.on('open', function() {
  const subscribeMsg = {
    type: 'subscribe',
    feeds: ['trades.sfox.btcusd']
  }
  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": "subscribe",
            "feeds": [
                "trades.sfox.btcusd",
            ],
        }))
        async for msg in ws:
            print(msg)


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

Example Message

{
  "sequence": 24,
  "recipient": "trades.sfox.btcusd",
  "timestamp": 1649901441593380244,
  "payload": {
    "id": "1062696823",
    "quantity": "0.005",
    "price": "41492",
    "exchange": "bitfinex",
    "exchange_id": 2,
    "side": "buy",
    "pair": "btcusd",
    "pair_id": 1,
    "timestamp": "2022-04-14T01:57:21.521999872Z",
    "timeStamp": "2022-04-14T01:57:21.521",
    "buyOrderId": "",
    "sellOrderId": "",
    "is_decimal": true
  }
}