# Market Data Websocket

### Websocket Endpoints

#### Environments

There are two environments to access our authorized market data feeds:

1. **Live**

<pre><code><strong>wss://market.aquanow.io/ 
</strong></code></pre>

2. **Sandbox**

```
wss://market-staging.aquanow.io/
```

### Websocket Access and Authorization

API Authentication is done using an API key and a secret. User needs to associate the following information in the payload of the subscription message. View the [Authorization page](https://docs.aquanow.io/aquanow/legacy/integration-guide/authentication) for more detail.

#### Subscribe

In order to receive data feed, users sends a *subscribe* message to the server, after successful websocket connection. Users must also indicate the channel they wish to subscribe on in the subscription request.

\
When a subscribe message is received with a pair and channel, the server will respond with a **subscription** message that lists all channels you are subscribed to.

#### There are three channels you can subscribe for:

1. `orderBook` - Orderbook across various marketplaces and exchanges.
2. `ticker` - Aggregated Open, High, Low, Close for a ticker.
3. `gbbo` - Real time best price/bids updates for subscribed ticker

**Note:** that the Subscribe request **MUST** be a JSON string. For example, in Javascript this can be achieved by using the `JSON.stringify` method.

#### Request Parameters

{% tabs %}
{% tab title="orderBook" %}

|      Name      |  Type  | Description                                                          |
| :------------: | :----: | -------------------------------------------------------------------- |
|    `apiKey`    | String | API key                                                              |
| `apiSignature` | String | Signature created using API secret                                   |
|    `channel`   | String | Channel of subscription                                              |
|     `type`     | String | Type of action; subscribe or unsubscribe                             |
|     `nonce`    | String | Numeric string timestamp in milliseconds of when the request is sent |
|     `pair`     | String | Symbol/currency pair; ex. – pair: “BTC-CAD”                          |
|     `depth`    | Number | Depth of an orderbook; ex. – depth: 5                                |
|   `precision`  | Number | <p>Precision level;<br>ex. - precision: 2</p>                        |
|  {% endtab %}  |        |                                                                      |

{% tab title="ticker" %}

|      Name      |  Type  | Description                                                          |
| :------------: | :----: | -------------------------------------------------------------------- |
|    `apiKey`    | String | API key                                                              |
| `apiSignature` | String | Signature created using API secret                                   |
|    `channel`   | String | Channel of subscription                                              |
|     `type`     | String | Type of action; subscribe or unsubscribe                             |
|     `nonce`    | String | Numeric string timestamp in milliseconds of when the request is sent |
|     `pair`     | String | Symbol/currency pair; ex. – pair: “BTC-CAD”                          |
|  {% endtab %}  |        |                                                                      |

{% tab title="gbbo" %}

|      Name      |  Type  | Description                                                          |
| :------------: | :----: | -------------------------------------------------------------------- |
|    `apiKey`    | String | API key                                                              |
| `apiSignature` | String | Signature created using API secret                                   |
|    `channel`   | String | Channel of subscription                                              |
|     `type`     | String | Type of action; subscribe or unsubscribe                             |
|     `nonce`    | String | Numeric string timestamp in milliseconds of when the request is sent |
|     `pair`     | String | Symbol/currency pair; ex. – pair: “BTC-CAD”                          |
|   `precision`  | Number | <p>Precision level;<br>ex. - precision: 2</p>                        |
|  {% endtab %}  |        |                                                                      |
|  {% endtabs %} |        |                                                                      |

#### Unsubscribe

You can unsubscribe from a channel at any time.

Example Request

{% tabs %}
{% tab title="Javascript" %}

```javascript
JSON.stringify({
  "type": "unsubscribe",      // Message Type
  "channel": 'orderBook',     // Subscription Channel
  "pair": 'BTC-USD'           // Symbol
})
```

{% endtab %}
{% endtabs %}

### Example Usage

{% tabs %}
{% tab title="orderBook" %}

```javascript
const WebSocket = require("ws"); 
const crypto = require("crypto"); 
  
const ws = new WebSocket(`wss://market.aquanow.io`); 
  
const apiKey = ""; 
const secret = ""; 
  
function subscribeToMarketData(credentials) { 
   const { apiKey, secret } = credentials; 
   const timestamp = Date.now(); 
   const payload = { 
     type: "subscribe", 
     channel: "orderBook", 
     pair: "BTC-USD", 
     nonce: timestamp, 
     depth: 5 
   }; 
   const apiSignature = crypto 
     .createHmac("sha384", secret) 
     .update(JSON.stringify(payload)) 
     .digest("hex"); 
   
   const subsOption = JSON.stringify({ 
     ...payload, 
     apiKey, 
     apiSignature 
   }); 
   
   ws.send(subsOption); 
 } 
   
 ws.on("open", () => { 
   console.log(`WS tunnel opened - trade`); 
   subscribeToMarketData({ apiKey, secret }); 
 }); 
   
 ws.on("message", data => { 
   console.log("data", data); 
 }); 

```

{% endtab %}

{% tab title="ticker" %}

```javascript
const WebSocket = require("ws"); 
const crypto = require("crypto"); 
  
const ws = new WebSocket(`wss://market.aquanow.io`); 
  
const apiKey = ""; 
const secret = ""; 
  
function subscribeToMarketData(credentials) { 
   const { apiKey, secret } = credentials; 
   const timestamp = Date.now(); 
   const payload = { 
     type: "subscribe", 
     channel: "ticker", 
     pair: "BTC-USD", 
     nonce: timestamp 
   }; 
   const apiSignature = crypto 
     .createHmac("sha384", secret) 
     .update(JSON.stringify(payload)) 
     .digest("hex"); 
   
   const subsOption = JSON.stringify({ 
     ...payload, 
     apiKey, 
     apiSignature 
   }); 
   
   ws.send(subsOption); 
 } 
   
 ws.on("open", () => { 
   console.log(`WS tunnel opened - trade`); 
   subscribeToMarketData({ apiKey, secret }); 
 }); 
   
 ws.on("message", data => { 
   console.log("data", data); 
 }); java
```

{% endtab %}

{% tab title="gbbo" %}

```javascript
const WebSocket = require("ws"); 
const crypto = require("crypto"); 
  
const ws = new WebSocket(`wss://market.aquanow.io`); 
  
const apiKey = ""; 
const secret = ""; 
  
function subscribeToMarketData(credentials) { 
   const { apiKey, secret } = credentials; 
   const timestamp = Date.now(); 
   const payload = { 
     type: "subscribe", 
     channel: "gbbo", 
     pair: "BTC-USD", 
     nonce: timestamp,
     precision: 2
   }; 
   const apiSignature = crypto 
     .createHmac("sha384", secret) 
     .update(JSON.stringify(payload)) 
     .digest("hex"); 
   
   const subsOption = JSON.stringify({ 
     ...payload, 
     apiKey, 
     apiSignature 
   }); 
   
   ws.send(subsOption); 
 } 
   
 ws.on("open", () => { 
   console.log(`WS tunnel opened - trade`); 
   subscribeToMarketData({ apiKey, secret }); 
 }); 
   
 ws.on("message", data => { 
   console.log("data", data); 
 }); javaa
```

{% endtab %}
{% endtabs %}

#### Example Responses

{% tabs %}
{% tab title="orderBook" %}

```json
{
  dateType: 'aggOB',
  lastUpdated: 1544004380004,
  includeFees: 1,
  symbol: 'BTC-USD',
  bids:
  [
    {
      "quote": "6000",            // Price
      "quantity": 2.13,           // Quote Size
      "cumulativeQuantity": 2.13  // Cumulative Sum of Quantity 
    },
    ...
  ],
  asks:
  [
    {
      "quote": "6001",            // Price
      "quantity": 1.36,           // Quote Size
      "cumulativeQuantity": 1.36  // Cumulative Sum of Quantity
    },
    ...
  ]
}
```

{% endtab %}

{% tab title="ticker" %}

```json
{   
    symbol:"BTC-USD", 
    open:9078.632669565, 
    close:9078.632669415001, 
    high:9078.632669565, 
    low:9078.632669415001, 
    itemDateTime:1560892856307
}
```

{% endtab %}

{% tab title="gbbo" %}

```json
{
    "dataType":"aggBBO",
    "lastUpdated":1561505760000,
    "symbol":"ETH-USD",
    "includeFees":1,
    "precisions":[1,2],
    "bestBid":315.47,
    "bestAsk":315.31,
    "spread":"-0.16"
}
```

{% endtab %}
{% endtabs %}