Once to the WebSocket API you can subscribe to various feeds using the subscribe or unsubscribe commands.
These commands should be JSON with the following properties:
Property
Type
Description
type
string
Command you are sending to the WebSocket (subscribe or unsubscribe).
feeds
string[]
List of the feeds that should be subscribed/unsubscribed to/from, respectively.
Subscribing
To begin receiving feed messages, you must send a subscribe message to the server indicating which feeds to receive. This message is mandatory—you may be disconnected if no subscribe has been received.
To ensure optimal performance, we suggest maintaining a separate Websocket connection for market data subscriptions (, , ) to ensure high-frequency market data doesn't impact the delivery of your time-sensitive account level updates, such as or messages.
Once a subscribe message is received the server responds with a subscribe message that lists all feeds you are subscribed to. Subsequent subscribe messages add to the list of subscriptions.