marketdata

Live L2 heatmap

Public live orderbook heatmap buckets for one interval and spot symbol.

Transport

WebSocket

Encoding

JSON Protobuf

Visibility

Public stream

Channel

public:spot:market:heatmap:{interval}:{symbolId}

Subscribe frame

{
  "type": "subscribe",
  "channel": "public:spot:market:heatmap:1m:1"
}

Channel parameters

interval string

Heatmap interval: 1s, 1m, 5m, or 1h.

e.g. 1m

symbolId integer

Numeric spot market symbol identifier.

e.g. 1

Message

Payload marketdata.v1.HeatmapLiveBucket

symbolId integer (int32)

Numeric spot market identifier.

Example 1

interval enum must be defined value

Bucket interval for this payload.

INTERVAL_1S INTERVAL_1M INTERVAL_5M INTERVAL_1H

Example INTERVAL_1M

tsSec string (uint64)

Bucket start timestamp (seconds since epoch, UTC), aligned to `interval`.

Example 1767225600

isFinal boolean

True when this bucket is finalized; false for provisional updates to an open bucket.

2 fields

updatesInBucket integer (int32)

Number of upstream L2 updates aggregated into this interval bucket.

Example 4

bookSeqStart string (uint64)

Earliest monotonic order book sequence represented by this bucket.

Example 41820

bookSeqEnd string (uint64)

Latest monotonic order book sequence represented by this bucket.

Example 41821

quantityMode enum must be defined value

Quantity semantics for qty_scaled in bids and asks.

CLOSE PEAK

Example CLOSE

effectiveBinTicks string (uint64)

Effective bin stride for this symbol as a price delta in 1e-9 quote-unit ticks.

Example 50000