Public trades

Public prints for a spot market live on client.MarketData (not client.Trades, which is your private fills). No authentication is required. Consume streams with Messages(), Go has no Recv(). Call client.WaitForCatalogs(ctx) first; quantity decoding fails closed when the market scale is unavailable.

Methods

GetTrades(ctx, symbol, symbolID, limit, pageToken)

symbol := "BTC-USDT"
result, err := client.MarketData.GetTrades(ctx, &symbol, nil, 20, nil)
if err != nil { log.Fatal(err) }
for _, t := range result.Trades {
    fmt.Println(t.MatchID, t.Side, t.Price, t.Qty, t.TsNs)
}
if result.NextPageToken != "" {
    page := result.NextPageToken
    more, err := client.MarketData.GetTrades(ctx, &symbol, nil, 20, &page)
    if err != nil { log.Fatal(err) }
    _ = more
}

MarketTrade.Side is "buy" or "sell" (aggressor / taker side). There is no IsBuy field on the decoded model. MarketTradesResult.NextPageToken continues a previous page when the backend returns one.

REST and realtime attach the same hydrated catalog scale to Qty. The SDK does not decode public trade quantities using a guessed scale.

SubscribeTrades(ctx, symbol, symbolID)

symbol := "BTC-USDT"
sub, err := client.MarketData.SubscribeTrades(ctx, &symbol, nil)
if err != nil { log.Fatal(err) }
defer sub.Close()
for trade := range sub.Messages() {
    fmt.Println(trade.Price, trade.Qty, trade.Side)
    break
}
if err := sub.Err(); err != nil {
    log.Println(err) // includes *errors.QueueOverflowError
}

Related

• User trades for your private fills
• Market data guide
• Streaming

Related Topics