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WebSocket Market Data API

Basic Info​

  • The base URL for all WSS endpoints listed in this document is: wss://nbstream.binance.com/w3w/wsa/stream

Subscribe / Unsubscribe Streams in Real Time​

  • You can subscribe to or unsubscribe from streams by sending messages over WebSocket. Examples are shown below.
  • The id in the request is used as a unique identifier to correlate request/response messages. The following formats are accepted:
    • 64-bit signed integer
    • Alphanumeric string; max length 36
    • null
  • If result in the corresponding response is null, it indicates the request was sent successfully.

Subscribe to a stream​

Request

{
  "method": "SUBSCRIBE",
  "params": [
    "came@allTokens@ticker24"
  ],
  "id": 1
}

Response

{
  "result": null,
  "id": 1
}

Unsubscribe from a stream​

Request

{
  "method": "UNSUBSCRIBE",
  "params": [
    "came@allTokens@ticker24"
  ],
  "id": 1
}

Response

{
  "result": null,
  "id": 1
}

List current subscriptions​

Request

{
  "method": "LIST_SUBSCRIPTION",
  "id": 3
}

Response

{
  "result": ["came@allTokens@ticker24"],
  "id": 3
}

Streams​

came@allTokens@ticker24​

{
  "data": {
    "d": [
      {
        "ca": "0x8fce7206e3043dd360f115afa956ee31b90b787c@56", // Contract address@Chain ID
        "cnt24": 10426, // Number of trades in the last 24h
        "fdv": "72834145.18711072", // Fully Diluted Valuation (FDV)
        "hc": "6822", // Number of holders
        "liq": "1442996.98151177662835", // Liquidity
        "mc": "13542034.24008014", // Market cap
        "p": "0.072849536538593663", // Current price
        "pc24": "-2.32", // 24h price change %
        "s": "1",
        "t": 1771825733000, // Timestamp (ms)
        "vol24": "12930712.213702157742688594285" // 24h volume
      }
    ],
    "e": "tickerList"
  },
  "stream": "came@allTokens@ticker24"
}

<symbol>@aggTrade​

{
  "data": {
    "E": 1771828569861, // Event time (ms)
    "T": 1771828569702, // Trade time (ms)
    "a": 2684294, // Aggregated trade ID
    "e": "aggTrade", // Event type
    "f": 2684294, // First trade ID in the aggregation
    "l": 2684294, // Last trade ID in the aggregation
    "m": false, // Is the buyer the market maker
    "p": "0.08530000", // Price
    "q": "879.24000000", // Quantity
    "s": "ALPHA_474USDT" // Symbol
  },
  "stream": "alpha_474usdt@aggTrade"
}

<symbol>@fulldepth@<interval>​

interval: 0ms, 100ms, 500ms
This stream returns all available depth, which includes UI and API orders.

{
  "data": {
    "E": 1771828614381, // Event time (ms)
    "T": 1771828614258, // Matching time (ms)
    "U": 42648947917, // First updateId in this event
    "a": [
      ["0.07680652", "0.00000000"],
      ["0.08529794", "0.00000000"]
    ],
    "b": [
      ["0.08513788", "0.00000000"],
      ["0.08520502", "23.47000000"],
      ["0.08521196", "320.94000000"],
      ["0.08529880", "0.00000000"],
      ["0.08529885", "0.00000000"]
    ],
    "e": "depthUpdate",
    "pu": 42648947321, // Previous updateId from the last push
    "s": "ALPHA_474USDT",
    "u": 42648948229 // Last updateId in this event
  },
  "stream": "alpha_474usdt@fulldepth@500ms"
}

came@contractAddress@chainId@kline_<interval>​

interval: 1s, 1m, 5m, 15m, 1h, 4h, 1d

{
  "data": {
    "ca": "G7vQWurMkMMm2dU3iZpXYFTHT9Biio4F4gZCrwFpKNwG@CT_501", // Contract address@Chain ID
    "e": "kline",
    "k": {
      "c": "0.15584957424118055058", // Close price
      "ct": 1771828656000, // Kline close time
      "h": "0.15584957424118055058", // High price
      "i": "1s", // Interval
      "l": "0.15584372258086979622", // Low price
      "o": "0.15584372258086979622", // Open price
      "ot": 1771828655000, // Kline open time
      "v": "2.8584092999332775480" // Volume
    }
  },
  "stream": "came@G7vQWurMkMMm2dU3iZpXYFTHT9Biio4F4gZCrwFpKNwG@CT_501@kline_1s"
}

<symbol>@bookTicker​

{
  "data": {
    "A": "2.00353200", // ask1Quantity
    "B": "0.91076900", // bid1Quantity
    "E": 1773108379067, // eventTime
    "T": 1773108379054, // transactionTime
    "a": "9.30000000", // ask1Price
    "b": "8.30000000", // bid1Price
    "e": "bookTicker", // eventType
    "s": "ALPHA_116USDT", // symbol
    "u": 6663207693 // updateId
  },
  "stream": "alpha_116usdt@bookTicker"
}

!bookTicker​

{
  "data": {
    "A": "2.00353200", // ask1Quantity
    "B": "0.91076900", // bid1Quantity
    "E": 1773108379067, // eventTime
    "T": 1773108379054, // transactionTime
    "a": "9.30000000", // ask1Price
    "b": "8.30000000", // bid1Price
    "e": "bookTicker", // eventType
    "s": "ALPHA_116USDT", // symbol
    "u": 6663207693 // updateId
  },
  "stream": "!bookTicker"
}

<symbol>@miniTicker​

{
  "data": {
    "E": 1773109449908, // eventTime
    "c": "8.40000000", // closePrice
    "e": "24hrMiniTicker", // eventType
    "h": "8.50000000", // highPrice
    "l": "8.30000000", // lowPrice
    "o": "8.40000000", // openPrice
    "q": "543810.36005090", // quoteVolume
    "s": "ALPHA_116USDT", // symbol
    "v": "64739.03978900" // volume
  },
  "stream": "alpha_116usdt@miniTicker"
}

!miniTicker@arr​

{
  "data": {
    "E": 1773109449908, // eventTime
    "c": "8.40000000", // closePrice
    "e": "24hrMiniTicker", // eventType
    "h": "8.50000000", // highPrice
    "l": "8.30000000", // lowPrice
    "o": "8.40000000", // openPrice
    "q": "543810.36005090", // quoteVolume
    "s": "ALPHA_116USDT", // symbol
    "v": "64739.03978900" // volume
  },
  "stream": "!miniTicker@arr"
}

<symbol>@ticker​

{
  "data": {
    "C": 1773109631555, // endTime
    "E": 1773109631569, // eventTime
    "F": 19847634, // firstTradeId
    "L": 19911287, // lastTradeId
    "O": 1773023220000, // startTime
    "P": "0.00", // priceChangePercent
    "Q": "0.49293200", // lastTradeVolume
    "c": "8.40000000", // closePrice
    "e": "24hrTicker", // eventType
    "h": "8.50000000", // highPrice
    "l": "8.30000000", // lowPrice
    "n": 217505, // tradeNum
    "o": "8.40000000", // openPrice
    "p": "0.00000000", // priceChange
    "q": "543907.35169250", // quoteVolume
    "s": "ALPHA_116USDT", // symbol
    "v": "64750.63418500", // volume
    "w": "8.40003127" // averagePrice
  },
  "stream": "alpha_116usdt@ticker"
}

!ticker@arr​

{
  "data": {
    "C": 1773109631555, // endTime
    "E": 1773109631569, // eventTime
    "F": 19847634, // firstTradeId
    "L": 19911287, // lastTradeId
    "O": 1773023220000, // startTime
    "P": "0.00", // priceChangePercent
    "Q": "0.49293200", // lastTradeVolume
    "c": "8.40000000", // closePrice
    "e": "24hrTicker", // eventType
    "h": "8.50000000", // highPrice
    "l": "8.30000000", // lowPrice
    "n": 217505, // tradeNum
    "o": "8.40000000", // openPrice
    "p": "0.00000000", // priceChange
    "q": "543907.35169250", // quoteVolume
    "s": "ALPHA_116USDT", // symbol
    "v": "64750.63418500", // volume
    "w": "8.40003127" // averagePrice
  },
  "stream": "!ticker@arr"
}

<symbol>@trade​

{
  "data": {
    "E": 1773110023891, // eventTime
    "T": 1773110023877, // tradeTime
    "e": "trade", // eventType
    "m": false, // isBuyerMaker
    "p": "8.40000000", // fillPrice
    "q": "0.97915700", // fillQty
    "s": "ALPHA_116USDT", // symbol
    "t": 19911650 // tradeId
  },
  "stream": "alpha_116usdt@trade"
}

<symbol>@depth<levels>@<interval>​

levels: optional, available values: [5, 10, 20]
interval: optional, available values: [0ms, 100ms, 500ms]
Please note that only UI orders will be shown.

{
  "data": {
    "E": 1773110222878, // eventTime
    "T": 1773110222767, // transactionTime
    "U": 6663367135, // firstUpdateId
    "a": [
      [
        "8.30000000", // price
        "8.02776700" // qty
      ]
    ],
    "b": [
      [
        "8.40000000", // price
        "1266.84789600" // qty
      ]
    ],
    "e": "depthUpdate", // eventType
    "pu": 6663366971, // previousUpdateId
    "s": "ALPHA_116USDT", // symbol
    "u": 6663367147 // lastUpdateId
  },
  "stream": "alpha_116usdt@depth"
}

<symbol>@kline_<interval>​

available values: [1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M]

{
  "data": {
    "E": 1773111055144, // eventTime
    "e": "kline", // eventType
    "k": {
      "B": "0", // ignore
      "L": 19912765, // lastTradeId
      "Q": "534.64960920", // takerBuyQuoteAssetVolume
      "T": 1773111059999, // endTime
      "V": "63.64876300", // takerBuyBaseAssetVolume
      "c": "8.40000000", // closePrice
      "f": 19912696, // firstTradeId
      "h": "8.40000000", // highPrice
      "i": "1m", // interval
      "l": "8.40000000", // lowPrice
      "n": 218, // tradeNum
      "o": "8.40000000", // openPrice
      "q": "534.64960920", // quoteAssetVolume
      "s": "ALPHA_116USDT", // symbol
      "t": 1773111000000, // startTime
      "v": "63.64876300", // volume
      "x": false // klineComplete
    },
    "s": "ALPHA_116USDT" // symbol
  },
  "stream": "alpha_116usdt@kline_1m"
}

How to maintain a local order book copy​

The <symbol>@fulldepth@<interval> stream and the [Full Depth] snapshot share the same update ID space (U / u / pu / lastUpdateId), so a local order book copy can be built and maintained as follows:

  1. Open a stream to wss://nbstream.binance.com/w3w/wsa/stream and subscribe to <symbol>@fulldepth@<interval> (e.g. alpha_111usdt@fulldepth@100ms) by sending: {"method":"SUBSCRIBE","params":["alpha_111usdt@fulldepth@100ms"],"id":1}
  2. Buffer the events you receive from the stream. For the same price, the latest received update covers the previous one.
  3. Get a depth snapshot from GET https://www.binance.com/bapi/defi/v1/public/alpha-trade/fullDepth?symbol=ALPHA_111USDT&limit=1000 (public endpoint, no authentication required; valid limit values: 5, 10, 20, 50, 100, 500, 1000, default 500).
  4. Drop any event where u is < lastUpdateId in the snapshot.
  5. The first processed event should have pu <= lastUpdateId AND u >= lastUpdateId. Note that lastUpdateId frequently falls between pu and U of that event — this is normal (see the notes below); do NOT require U <= lastUpdateId.
  6. While listening to the stream, each new event's pu should be equal to the previous event's u, otherwise re-initialize the process from step 3.
  7. The data in each event is the ABSOLUTE quantity for a price level.
  8. If the quantity is 0, REMOVE the price level.
  9. Receiving an event that removes a price level that is not in your local order book can happen and is normal.

Note — Differences from Spot/Futures depth streams:

  • U is not gap-free. Between consecutive events, U is generally greater than the previous event's u + 1 (gaps ranging from tens to thousands of update IDs are routinely observed). The U == previous u + 1 continuity check used for Spot/Futures depth streams does NOT apply to Alpha. Use pu (step 6) as the only continuity anchor.
  • Do not mix depth views. @fulldepth@<interval> events and the fullDepth snapshot include both UI and API orders, while the <symbol>@depth<levels>@<interval> stream includes UI orders only. Building a book from the @depth stream on top of a fullDepth snapshot produces inconsistent results.
  • Include the interval suffix. The documented stream name is <symbol>@fulldepth@<interval> (0ms, 100ms, 500ms).
  • Quiet periods. For low-activity symbols the order book may stay unchanged for many seconds: the snapshot lastUpdateId stops advancing and no events are pushed. Do not treat the absence of events alone as a disconnection — rely on the pu check on the next received event plus standard WebSocket ping/pong.