Trade

Topic Format

<symbol>@trade

• symbol: The trading pair symbol (e.g., ETH_USDT).

Example Topic: ETH_USDT@trade

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Message Structure

Fields

Field	Type	Description
et	int32	Event type (5 for trade data).
s	string	Symbol name (e.g., ETH_USDT).
a	int32[]	List of Order Actions.
p	string[]	List of trade prices.
v	string[]	List of trade volumes in base currency.
t	string[]	List of timestamps for each trade.

Note: Each trade corresponds to an index in the a, p, v, and t fields. For example, the first trade's data is found at a[0], p[0], v[0], and t[0].

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Example Message

{
    "et": 5,
    "s": "ETH_USDT",
    "a": [0, 1],
    "p": [
        "3.0000000",
        "2.0000000"
    ],
    "v": [
        "0.150",
        "0.100"
    ],
    "t": [
        "1720780957097",
        "1720780957098"
    ]
}