WebSocket 订阅
单一端点 /ws 支持单连接多路复用订阅。需要订阅用户级频道时，先发 { method: “sessionAuth”, sessionId } 完成认证。
订阅 / 取消消息格式
Section titled “订阅 / 取消消息格式”// 订阅{ "method": "subscribe", "subscription": { "type": "trades", "coin": "BTC" } }
// 取消订阅{ "method": "unsubscribe", "subscription": { "type": "trades", "coin": "BTC" } }
// 服务端推送{ "channel": "subscription", "subscription": { "type": "trades", "coin": "BTC" }, "data": [ ...trade events... ] }| Channel | Description |
|---|---|
allMids | 全市场中间价快照 |
marketSummary { coin } | 标记价、资金费、oracle 状态 |
l2Book { coin } | L2 盘口增量更新 |
trades { coin } | 市场公开成交流 |
candle { coin, interval } | K 线聚合数据 |
userEvents { user } | 用户余额 / 持仓 / 保证金变化 |
orderUpdates { user } | 用户挂单变化 |
executionReports { user } | 用户成交 / 拒绝 / 撤单回报 |