Best price

request

format: best_price@{symbol}

eg: best_price@btc_usdt

rate: real (direct from the matching engine)

Best bid/ask streamed directly from the matching engine (not routed through the market service). Field names follow the matcher's best-price payload: a/aa = best ask price / quantity, b/ba = best bid price / quantity, t = match time.

Response

{
    "ch": "best_price",              // channel family
    "event": "best_price@btc_usdt",  // subscription string
    "data": {
        "s": "btc_usdt",             // symbol
        "a": "64001.0",              // best ask price
        "aa": "0.88",                // best ask quantity
        "b": "64000.5",              // best bid price
        "ba": "1.23",                // best bid quantity
        "t": 1657586700119           // match time (ms)
    }
}