INTX WebSocket Channels

INSTRUMENTS Channel

The INSTRUMENTS channel sends information about the tradable instruments. If product_ids is not specified, then updates to all instruments are returned.

// Request
{
   "type": "SUBSCRIBE",
   "product_ids": ["BTC-PERP", "ETH-PERP"],
   "channels": [
       "INSTRUMENTS"
   ],
   "time": "1683730727",
   "key": "key",
   "passphrase": "passphrase",
   "signature": "1BM6nwNBLHAkLLs81qcKEKAAPoYIzxTuDIX9DpE0/EM="
}

// Responses
{
  "sequence": 0,
  "product_id": "BTC-PERP",
  "instrument_type": "PERP",
  "base_asset_name": "BTC",
  "quote_asset_name": "USDC",
  "base_increment": "0.0001",
  "quote_increment": "0.1",
  "avg_daily_quantity": "12.0",       // 30 day average daily traded vol, updated daily
  "avg_daily_volume": "345446.4",     // 30 day avg daily traded notional amt in USDC, updated daily
  "total_30_day_quantity":"360.0",    // 30 day total traded vol, updated daily
  "total_30_day_volume":"10363392.0", // 30 day total traded notional amt in USDC, updated daily
  "total_24_hour_quantity":"11.2",    // 24 hr total traded vol, updated hourly
  "total_24_hour_volume":"297731.9",  // 24 hr total traded notional amt in USDC, updated hourly
  "base_imf": "0.1",                  // Minimum initial margin requirement
  "default_imf": "0.2",               // Default initial margin requirement
  "min_quantity": "0.0001",           // Smallest qty allowed to place an order
  "position_size_limit": "32",        // Max size allowed for a position
  "funding_interval": "60000000000",  // Time in nanoseconds between funding intervals
  "trading_state": "trading",         // ALLOWED: offline, trading, paused
  "last_update_time": "2023-05-04T11:16:35.016Z",
  "time": "2023-05-10T14:58:47.000Z", // Gateway timestamp
  "channel":"INSTRUMENTS",
  "type":"SNAPSHOT"
}
{
   "sequence": 1,
   "product_id": "ETH-PERP",
   "instrument_type": "PERP",
   "base_asset_name": "ETH",
   "quote_asset_name": "USDC",
   "base_increment": "0.0001",
   "quote_increment": "0.01",
   "avg_daily_quantity": "43.0",
   "avg_daily_volume": "80245.2",
   "total_30_day_quantity":"1443.0",
   "total_30_day_volume":"3040449.0",
   "total_24_hour_quantity":"48.1",
   "total_24_hour_volume":"101348.3",
   "base_imf": "0.1",
   "default_imf": "0.2",
   "min_quantity": "0.0001",
   "position_size_limit": "500",
   "funding_interval": "60000000000",
   "trading_state": "trading",
   "last_update_time": "2023-05-04T11:16:33.016Z",
   "time": "2023-05-10T14:58:47.000Z",
   "channel":"INSTRUMENTS",
   "type":"SNAPSHOT"
}
{
   "sequence": 2,
   "product_id": "BTC-PERP",
   "instrument_type": "PERP",
   "base_asset_name": "BTC",
   "quote_asset_name": "USDC",
   "base_increment": "0.0001",
   "quote_increment": "0.1",
   "avg_daily_quantity": "12.0",
   "avg_daily_volume": "345446.4",
   "total_30_day_quantity":"336.0",
   "total_30_day_volume":"8931957.0",
   "total_24_hour_quantity":"11.2",
   "total_24_hour_volume":"297731.9",
   "base_imf": "0.21",
   "default_imf": "0.2",
   "min_quantity": "0.00001",
   "position_size_limit": "32",
   "funding_interval": "60000000000",
   "trading_state": "trading",
   "last_update_time": "2023-05-10T14:59:17.000Z",
   "time": "2023-05-10T14:59:17.000Z",
   "channel": "INSTRUMENTS",
   "type": "UPDATE"
}

MATCH Channel

The MATCH channel provides real-time information every time a trade happens. No snapshot is provided in this channel upon subscription.

// Request
{
   "type": "SUBSCRIBE",
   "product_ids": ["BTC-PERP"],
   "channels": [
       "MATCH"
   ],
   "time": "1683730727",
   "key": "glK4uG8QRmh3aqnJ",
   "passphrase": "passphrase",
   "signature": "1BM6nwNBLHAkLLs81qcKEKAAPoYIzxTuDIX9DpE0/EM="
}

// Response
{
   "sequence": 0,
   "product_id": "BTC-PERP",
   "time": "2023-05-10T14:58:47.002Z",
   "match_id": "177101110052388865",
   "trade_qty": "0.006",
   "aggressor_side": "BUY",
   "trade_price": "28833.1",
   "channel": "MATCH",
   "type": "UPDATE"
}

FUNDING Channel

The FUNDING channel provides information on predicted/last funding intervals. The first SNAPSHOT message includes the funding rate of the last funding interval.

If the field is_final is false, the message indicates the predicted funding rate for the next funding interval.

// Request
{
   "type": "SUBSCRIBE",
   "product_ids": ["BTC-PERP"],
   "channels": [
       "FUNDING"
   ],
   "time": "1683730727",
   "key": "glK4uG8QRmh3aqnJ",
   "passphrase": "passphrase",
   "signature": "1BM6nwNBLHAkLLs81qcKEKAAPoYIzxTuDIX9DpE0/EM="
}

// Responses
{
   "sequence": 0,
   "product_id": "BTC-PERP",
   "time": "2023-05-10T14:58:47.000Z",
   "funding_rate": "0.001387",
   "is_final": true,
   "channel": "FUNDING",
   "type": "SNAPSHOT"
}
{
   "sequence": 1,
   "product_id": "BTC-PERP",
   "time": "2023-05-10T15:00:00.000Z",
   "funding_rate": "0.001487",
   "is_final": false,
   "channel": "FUNDING",
   "type": "UPDATE"
}

RISK Channel

The RISK channel provides snapshots and updates on risk metrics of the markets.

// Request
{
   "type": "SUBSCRIBE",
   "product_ids": ["BTC-PERP"],
   "channels": [
       "RISK"
   ],
   "time": "1683730727",
   "key": "glK4uG8QRmh3aqnJ",
   "passphrase": "passphrase",
   "signature": "1BM6nwNBLHAkLLs81qcKEKAAPoYIzxTuDIX9DpE0/EM="
}

// Responses
{
   "sequence": 0,
   "product_id": "BTC-PERP",
   "time": "2023-05-10T14:58:47.000Z",
   "limit_up": "30226.3", // The maximum allowed price for a buy order
   "limit_down": "27347.7", // The minimum allowed price for a sell order
   // A calculated price based on market quotes used to determine funding for perpetual futures and calculate the fair value.
   "index_price": "28787",
   // The median of the best bid, best offer, and last trade which gets used in various risk calculations.
   "mark_price": "28787",
   // The price used to settle open positions which resets risk calculations for margin and unrealized P&L.
   "settlement_price": "28787",
   "open_interest": "32",
   "channel": "RISK",
   "type": "SNAPSHOT"
}
{
   "sequence": 1,
   "product_id": "BTC-PERP",
   "time": "2023-05-10T14:59:17.000Z",
   "limit_up": "31233.9",
   "limit_down": "28259.3",
   "index_price": "28788",
   "mark_price": "29746.6",
   "settlement_price": "29746.6",
   "open_interest": "34",
   "channel": "RISK",
   "type": "UPDATE"
}

LEVEL1 Channel

The LEVEL1 channel provides real-time top of book updates.

// Request
{
   "type": "SUBSCRIBE",
   "product_ids": ["BTC-PERP"],
   "channels": [
       "LEVEL1"
   ],
   "time": "1683730727",
   "key": "glK4uG8QRmh3aqnJ",
   "passphrase": "passphrase",
   "signature": "1BM6nwNBLHAkLLs81qcKEKAAPoYIzxTuDIX9DpE0/EM="
}

// Response
{
   "sequence": 0,
   "product_id": "BTC-PERP",
   "time": "2023-05-10T14:58:47.000Z",
   "bid_price": "28787.8",
   "bid_qty": "0.466", // One side book
   "channel": "LEVEL1",
   "type": "SNAPSHOT"
}
{
   "sequence": 1,
   "product_id": "BTC-PERP",
   "time": "2023-05-10T14:58:47.547Z",
   "bid_price": "28787.8",
   "bid_qty": "0.466",
   "ask_price": "28788.8",
   "ask_qty": "1.566",
   "channel": "LEVEL1",
   "type": "UPDATE"
}

LEVEL2 Channel

The LEVEL2 channel provides real-time updates on the top 20 levels of the aggregated order book.

// Request
{
   "type": "SUBSCRIBE",
   "product_ids": ["BTC-PERP"],
   "channels": [
       "LEVEL2"
   ],
   "time": "1683730727",
   "key": "glK4uG8QRmh3aqnJ",
   "passphrase": "passphrase",
   "signature": "1BM6nwNBLHAkLLs81qcKEKAAPoYIzxTuDIX9DpE0/EM="
}

// Responses
{
   "sequence": 0,
   "product_id": "BTC-PERP",
   "time": "2023-05-10T14:58:47.000Z",
   "bids": [
       ["29100", "0.02"],
       ["28950", "0.01"],
       ["28900", "0.01"]
   ],
   "asks": [
       ["29267.8", "18"],
       ["29747.6", "18"],
       ["30227.4", "9"]
   ],
   "channel": "LEVEL2",
   "type": "SNAPSHOT",
}
{
   "sequence": 1,
   "product_id": "BTC-PERP",
   "time": "2023-05-10T14:58:47.375Z",
   "changes": [
       [
           "BUY",
           "28787.7",
           "6"
       ]
   ],
   "channel": "LEVEL2",
   "type": "UPDATE"
}

info

The size property is the updated size at the price level, not a delta. A size of "0" indicates the price level can be removed.

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INSTRUMENTS Channel​

MATCH Channel​

FUNDING Channel​

RISK Channel​

LEVEL1 Channel​

LEVEL2 Channel​