User Data Stream requests
User Data Stream subscription
- User Data Stream subscriptions allow you to receive all the events related to a given account on a WebSocket connection.
- There are 2 ways to start a subscription:
- If you have an authenticated session, then you can subscribe to events for that authenticated account using
userDataStream.subscribe. - In any session, authenticated or not, you can subscribe to events for one or more accounts for which you can provide an API Key signature, using
userdataStream.subscribe.signature. - You can have only one active subscription for a given account on a given connection.
- If you have an authenticated session, then you can subscribe to events for that authenticated account using
- Subscriptions are identified by a
subscriptionIdwhich is returned when starting the subscription. ThatsubscriptionIdallows you to map the events you receive to a given subscription.- All active subscriptions for a session can be found using
session.subscriptions.
- All active subscriptions for a session can be found using
- Limits
- A single session supports up to 1,000 active subscriptions simultaneously.
- Attempting to start a new subscription beyond this limit will result in an error.
- If your accounts are very active, we suggest not opening too many subscriptions at once, in order to not overload your connection.
- A single session can handle a maximum of 65,535 total subscriptions over its lifetime.
- If this limit is reached, you will receive an error and must re-establish a new connection to be able to start new subscriptions.
- A single session supports up to 1,000 active subscriptions simultaneously.
- To verify the status of User Data Stream subscriptions, check the
userDataStreamfield insession.status:null- User Data Stream subscriptions are not available on this WebSocket API.true- There is at least one subscription active in this session.false- There are no active subscriptions in this session.
Subscribe to User Data Stream (USER_STREAM)
{
"id": "d3df8a21-98ea-4fe0-8f4e-0fcea5d418b7",
"method": "userDataStream.subscribe"
}
Subscribe to the User Data Stream in the current WebSocket connection.
Notes:
- This method requires an authenticated WebSocket connection using Ed25519 keys. Please refer to
session.logon. - To check the subscription status, use
session.status, see theuserDataStreamflag indicating you have have an active subscription. - User Data Stream events are available in both JSON and SBE sessions.
- Please refer to User Data Streams for the event format details.
- For SBE, only SBE schema 2:1 or later is supported.
Weight: 2
Parameters: NONE
Response:
{
"id": "d3df8a21-98ea-4fe0-8f4e-0fcea5d418b7",
"status": 200,
"result": {
"subscriptionId": 0
}
}
Unsubscribe from User Data Stream
{
"id": "d3df8a21-98ea-4fe0-8f4e-0fcea5d418b7",
"method": "userDataStream.unsubscribe"
}
Stop listening to the User Data Stream in the current WebSocket connection.
Note that session.logout will only close the subscription created with userdataStream.subscribe but not subscriptions opened with userDataStream.subscribe.signature.
Weight: 2
Parameters:
| Name | Type | Mandatory | Description |
|---|---|---|---|
subscriptionId | INT | No | When called with no parameter, this will close all subscriptions. When called with the subscriptionId parameter, this will attempt to close the subscription with that subscription id, if it exists. |
Response:
{
"id": "d3df8a21-98ea-4fe0-8f4e-0fcea5d418b7",
"status": 200,
"result": {}
}
Listing all subscriptions
{
"id": "d3df5a22-88ea-4fe0-9f4e-0fcea5d418b7",
"method": "session.subscriptions",
"params": {}
}
Note:
- Users are expected to track on their side which subscription corresponds to which account.
Weight: 2
Data Source: Memory
Response:
{
"id": "d3df5a22-88ea-4fe0-9f4e-0fcea5d418b7",
"status": 200,
"result": [
{
"subscriptionId": 0
},
{
"subscriptionId": 1
}
]
}
Subscribe to User Data Stream through signature subscription (USER_STREAM)
{
"id": "d3df8a22-98ea-4fe0-9f4e-0fcea5d418b7",
"method": "userDataStream.subscribe.signature",
"params": {
"apiKey": "mjcKCrJzTU6TChLsnPmgnQJJMR616J4yWvdZWDUeXkk6vL6dLyS7rcVOQlADlVjA",
"timestamp": 1747385641636,
"signature": "yN1vWpXb+qoZ3/dGiFs9vmpNdV7e3FxkA+BstzbezDKwObcijvk/CVkWxIwMCtCJbP270R0OempYwEpS6rDZCQ=="
}
}
Weight: 2
Parameters:
| Name | Type | Mandatory | Description |
|---|---|---|---|
apiKey | STRING | Yes | |
timestamp | LONG | Yes | |
signature | STRING | Yes |
Data Source: Memory
Response:
{
"id": "d3df8a22-98ea-4fe0-9f4e-0fcea5d418b7",
"status": 200,
"result": {
"subscriptionId": 0
}
}