Spot WebSocket v4
Demo WebSocket application
# !/usr/bin/env python
# coding: utf-8
import hashlib
import hmac
import json
import logging
import time
# pip install -U websocket_client
from websocket import WebSocketApp
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger(__name__)
class GateWebSocketApp(WebSocketApp):
def __init__(self, url, api_key, api_secret, **kwargs):
super(GateWebSocketApp, self).__init__(url, **kwargs)
self._api_key = api_key
self._api_secret = api_secret
def _send_ping(self, interval, event):
while not event.wait(interval):
self.last_ping_tm = time.time()
if self.sock:
try:
self.sock.ping()
except Exception as ex:
logger.warning("send_ping routine terminated: {}".format(ex))
break
try:
self._request("spot.ping", auth_required=False)
except Exception as e:
raise e
def _request(self, channel, event=None, payload=None, auth_required=True):
current_time = int(time.time())
data = {
"time": current_time,
"channel": channel,
"event": event,
"payload": payload,
}
if auth_required:
message = 'channel=%s&event=%s&time=%d' % (channel, event, current_time)
data['auth'] = {
"method": "api_key",
"KEY": self._api_key,
"SIGN": self.get_sign(message),
}
data = json.dumps(data)
logger.info('request: %s', data)
self.send(data)
def get_sign(self, message):
h = hmac.new(self._api_secret.encode("utf8"), message.encode("utf8"), hashlib.sha512)
return h.hexdigest()
def subscribe(self, channel, payload=None, auth_required=True):
self._request(channel, "subscribe", payload, auth_required)
def unsubscribe(self, channel, payload=None, auth_required=True):
self._request(channel, "unsubscribe", payload, auth_required)
def on_message(ws, message):
# type: (GateWebSocketApp, str) -> None
# handle whatever message you received
logger.info("message received from server: {}".format(message))
def on_open(ws):
# type: (GateWebSocketApp) -> None
# subscribe to channels interested
logger.info('websocket connected')
ws.subscribe("spot.trades", ['BTC_USDT'], False)
if __name__ == "__main__":
logging.basicConfig(format="%(asctime)s - %(message)s", level=logging.DEBUG)
app = GateWebSocketApp("wss://api.gateio.ws/ws/v4/",
"YOUR_API_KEY",
"YOUR_API_SECRET",
on_open=on_open,
on_message=on_message)
app.run_forever(ping_interval=5)
package main
import (
"crypto/hmac"
"crypto/sha512"
"crypto/tls"
"encoding/hex"
"encoding/json"
"fmt"
"io"
"net/url"
"time"
"github.com/gorilla/websocket"
)
type Msg struct {
Time int64 `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Payload []string `json:"payload"`
Auth *Auth `json:"auth"`
}
type Auth struct {
Method string `json:"method"`
KEY string `json:"KEY"`
SIGN string `json:"SIGN"`
}
const (
Key = "YOUR_API_KEY"
Secret = "YOUR_API_SECRETY"
)
func sign(channel, event string, t int64) string {
message := fmt.Sprintf("channel=%s&event=%s&time=%d", channel, event, t)
h2 := hmac.New(sha512.New, []byte(Secret))
io.WriteString(h2, message)
return hex.EncodeToString(h2.Sum(nil))
}
func (msg *Msg) sign() {
signStr := sign(msg.Channel, msg.Event, msg.Time)
msg.Auth = &Auth{
Method: "api_key",
KEY: Key,
SIGN: signStr,
}
}
func (msg *Msg) send(c *websocket.Conn) error {
msgByte, err := json.Marshal(msg)
if err != nil {
return err
}
return c.WriteMessage(websocket.TextMessage, msgByte)
}
func NewMsg(channel, event string, t int64, payload []string) *Msg {
return &Msg{
Time: t,
Channel: channel,
Event: event,
Payload: payload,
}
}
func main() {
u := url.URL{Scheme: "wss", Host: "api.gateio.ws", Path: "/ws/v4/"}
websocket.DefaultDialer.TLSClientConfig = &tls.Config{RootCAs: nil, InsecureSkipVerify: true}
c, _, err := websocket.DefaultDialer.Dial(u.String(), nil)
if err != nil {
panic(err)
}
c.SetPingHandler(nil)
// read msg
go func() {
for {
_, message, err := c.ReadMessage()
if err != nil {
c.Close()
panic(err)
}
fmt.Printf("recv: %s\n", message)
}
}()
t := time.Now().Unix()
pingMsg := NewMsg("spot.ping", "", t, []string{})
err = pingMsg.send(c)
if err != nil {
panic(err)
}
// subscribe order book
orderBookMsg := NewMsg("spot.order_book", "subscribe", t, []string{"BTC_USDT"})
err = orderBookMsg.send(c)
if err != nil {
panic(err)
}
// subscribe positions
ordersMsg := NewMsg("spot.orders", "subscribe", t, []string{"BTC_USDT"})
ordersMsg.sign()
err = ordersMsg.send(c)
if err != nil {
panic(err)
}
select {}
}
Gate.io provides a simple and robust Websocket API to integrate spot trade status into your business or application.
We have language bindings in Python
and Golang
. You can view code examples in the dark area to
the right, and you can switch the programming language of the examples with the tabs in the top
right.
Server URL
Base URLs:
wss://api.gateio.ws/ws/v4/
Changelog
2021-03-17
- Add documents explaining how to maintain local order book
- Add millisecond timestamp
t
in all order book channels'result
2021-01-26
- Initial version
API Overview
WebSocket operations are divided into different channels. Channels are either public or private. While public channels can be subscribed to directly, private channels require authentication using Gate APIv4 key pairs(refer to Authentication down below for details).
All channels support the following events:
subscribe
Initiated from the client. Client uses this method to tell the server that it is interested in this channel and requires the server to notify the new data if channel related data are changed.
unsubscribe
Initiated from the client. Client uses this method to tell the server that it is no longer interested in this channel and stop sending any further channel updates.
update
Initiated from the sever. Server uses this method to send changed data to all clients subscribed to this channel. Client cannot use this operation event.
Client Request
{
"time": 1611541000,
"id": 123456789,
"channel": "spot.orders",
"event": "subscribe",
"payload": [
"BTC_USDT",
"GT_USDT"
],
"auth": {
"method": "api_key",
"KEY": "xxxx",
"SIGN": "xxxx"
}
}
subscribe
or unsubscribe
requests initiated from the client follow a common JSON format, which
contains the following fields:
Field | Type | Required | Description |
---|---|---|---|
time |
Integer | Yes | Request time in seconds. Gap between request time and server time must not exceed 60 seconds |
id |
Integer | No | Optional request id which will be sent back by the server to help you identify which request the server responds to |
channel |
String | Yes | WebSocket channel to subscribe to. |
auth |
Auth | No | Authentication credentials for private channels. See Authentication section for details |
event |
String | Yes | Channel operation event, i.e. subscribe , unsubscribe |
payload |
Any | No | Optional request detail parameters |
Note that the type of payload
is channel specific, but subscribe
and unsubscribe
payloads in
one channel are in the same format. Take spot.orders
for example, the payload format is a list of
currency pairs interested. You can specify ["foo", "bar", "etc"]
as subscribe
payload to
receive order updates about them. Then specify ["etc"]
in unsubscribe
payload later to exclude
it from futures order updates.
Channel specific description below only gives the channel specific payload format for simplicity, but you need to send the full request to do channel subscription operations.
Server Response
{
"time": 1611541000,
"channel": "spot.orders",
"event": "subscribe",
"error": null,
"result": {
"status": "success"
}
}
Server response includes both response to client requests and server-initiated message updates. Similar with request, server responses follow almost the same JSON format with client requests:
Field | Type | Description |
---|---|---|
time |
Integer | Response time in seconds. |
id |
Integer | Request ID extracted from the client request payload if client request has one |
channel |
String | WebSocket channel name |
event |
String | Server side channel event(i.e., update ) or event used in requests initiated from the client |
error |
Error | Null if the server accepts the client request; otherwise, the detailed reason why request is rejected. |
result |
Any | New data notification from the server, or response to client requests. Null if error is not null. |
Note: type of result
is channel specific if it's server-initiated data update notification, but
response to client subscription request always set the result
to {"status": "success"}
. To
verify if subscription request is successful or not, you only need to check if error
field is
null. Parsing result
field is not necessary.
Channel specific description below will only give the server-initiated data update notification format for simplicity.
Error
Error object has the following format:
Field | Type | Description |
---|---|---|
code |
Integer | Error code |
message |
String | Detailed error reason |
In case of errors, you receive a message containing the proper error code and message within an error object. Possible errors includes:
code |
message |
---|---|
1 | Invalid request body format |
2 | Invalid argument provided |
3 | Server side error happened. |
Authentication
Note: the GateAPIv4 key pair you used MUST have at least spot read permission enabled, and your
outbound IP address must be in the key's IP whitelist if its whitelist is enabled.
# example WebSocket signature calculation implementation in Python
import hmac, hashlib, json, time
def gen_sign(channel, event, timestamp):
# GateAPIv4 key pair
api_key = 'YOUR_API_KEY'
api_secret = 'YOUR_API_SECRET'
s = 'channel=%s&event=%s&time=%d' % (channel, event, timestamp)
sign = hmac.new(api_secret.encode('utf-8'), s.encode('utf-8'), hashlib.sha512).hexdigest()
return {'method': 'api_key', 'KEY': api_key, 'SIGN': sign}
request = {
'id': int(time.time() * 1e6),
'time': int(time.time()),
'channel': 'spot.orders',
'event': 'subscribe',
'payload': ["BTC_USDT", "GT_USDT"]
}
request['auth'] = gen_sign(request['channel'], request['event'], request['time'])
print(json.dumps(request))
Note: the GateAPIv4 key pair you used MUST have at least spot read permission enabled, and your outbound IP address must be in the key's IP whitelist if its whitelist is enabled.
# example WebSocket signature calculation implementation in Python
import hmac, hashlib, json, time
def gen_sign(channel, event, timestamp):
# GateAPIv4 key pair
api_key = 'YOUR_API_KEY'
api_secret = 'YOUR_API_SECRET'
s = 'channel=%s&event=%s&time=%d' % (channel, event, timestamp)
sign = hmac.new(api_secret.encode('utf-8'), s.encode('utf-8'), hashlib.sha512).hexdigest()
return {'method': 'api_key', 'KEY': api_key, 'SIGN': sign}
request = {
'id': int(time.time() * 1e6),
'time': int(time.time()),
'channel': 'spot.orders',
'event': 'subscribe',
'payload': ["BTC_USDT", "GT_USDT"]
}
request['auth'] = gen_sign(request['channel'], request['event'], request['time'])
print(json.dumps(request))
Client requests need to carry authentication information if channels are private, e.g. spot.orders
channel to retrieve user orders update.
Authentication are sent by auth
field in request body with the following format:
Field | Type | Description |
---|---|---|
method |
String | Authentication method. Currently only one method api_key is accepted |
KEY |
String | Gate APIv4 user key string |
SIGN |
String | Authentication signature generated using GateAPIv4 secret and request information |
WebSocket authentication uses the same signature calculation method with Gate APIv4 API, i.e.,
HexEncode(HMAC_SHA512(secret, signature_string))
, but has the following differences:
- Signature string concatenation method:
channel=<channel>&event=<event>&time=<time>
, where<channel>
,<event>
,<time>
are corresponding request information - Authentication information are sent in request body in field
auth
.
You can log into the console to retrieve Gate APIv4 key and secret.
System API
System APIs used to retrieve service meta information. NOT used for subscription.
Application ping pong
spot.ping
Code samples
import time
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
ws.send('{"time": %d, "channel" : "spot.ping"}' % int(time.time()))
print(ws.recv())
Response example
{
"time": 1545404023,
"channel": "spot.pong",
"event": "",
"error": null,
"result": null
}
Check if connection to server is still alive.
This is an additional connection reachability check. The server uses the protocol layer ping/pong message to check if client is still connected. It does NOT force this method to be used. If you use some well-known WebSocket client library, you generally don't need to care about this API.
However, from the client's view, this API can help the client to actively check if the connection to
server is still reachable. Additionally, if the server receives the client's spot.ping
request, it
will also reset the client's timeout timer.
Tickers Channel
spot.tickers
The ticker is a high level overview of the state of the spot trading. It shows you the highest, lowest, last trade price. It also includes information such as daily volume and how much the price has changed over the last day.
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
ws.send(json.dumps({
"time": int(time.time()),
"channel": "spot.tickers",
"event": "subscribe", # "unsubscribe" for unsubscription
"payload": ["BTC_USDT"]
}))
print(ws.recv())
Payload format:
Field | Type | Required | Description |
---|---|---|---|
payload |
Array[String] |
Yes | List of currency pairs |
You can subscribe/unsubscribe multiple times. Currency pair subscribed earlier will not be overridden unless explicitly unsubscribed to.
Server Notification
{
"time": 1606291803,
"channel": "spot.tickers",
"event": "update",
"result": {
"currency_pair": "BTC_USDT",
"last": "19106.55",
"lowest_ask": "19108.71",
"highest_bid": "19106.55",
"change_percentage": "3.66",
"base_volume": "2811.3042155865",
"quote_volume": "53441606.52411221454674732293",
"high_24h": "19417.74",
"low_24h": "18434.21"
}
}
Result format:
Field | Type | Description |
---|---|---|
result |
Object | Ticker object |
» currency_pair |
String | Currency pair |
» last |
String | Last price |
» lowest_ask |
String | Recent best ask price |
» highest_bid |
String | Recent best bid price |
» change_percentage |
String | Change percentage |
» base_volume |
String | Base volume |
» quote_volume |
String | Quote volume |
» high_24h |
String | Highest price in 24h |
» low_24h |
String | Lowest price in 24h |
Public Trades Channel
spot.trades
This channel sends a trade message whenever a trade occurs. It includes details of the trade, such as price, amount, time and type.
Only the taker side in notified.
Note this is a public channel. For private trade notifications, refer to section User Trades below.
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
ws.send(json.dumps({
"time": int(time.time()),
"channel": "spot.trades",
"event": "subscribe", # "unsubscribe" for unsubscription
"payload": ["BTC_USDT"]
}))
print(ws.recv())
Payload format:
Field | Type | Required | Description |
---|---|---|---|
payload |
Array[String] |
Yes | List of currency pairs |
You can subscribe/unsubscribe multiple times. Currency pair subscribed earlier will not be overridden unless explicitly unsubscribed to.
Server Notification
{
"time": 1606292218,
"channel": "spot.trades",
"event": "update",
"result": {
"id": 309143071,
"create_time": 1606292218,
"create_time_ms": "1606292218213.4578",
"side": "sell",
"currency_pair": "GT_USDT",
"amount": "16.4700000000",
"price": "0.4705000000"
}
}
Note that public trade channel only notify the taker side in a trade. Private user trades channel below will notify all user related trades.
Result format:
Field | Type | Description |
---|---|---|
result |
Object | Public trade detail |
» id |
Integer | Trade ID |
» create_time |
Integer | Trading unix timestamp in seconds |
» create_time_ms |
String | Trading unix timestamp in milliseconds. Precision higher than ms will be appended as decimal points |
» side |
String | Taker side |
» currency_pair |
String | Currency pair |
» amount |
String | Trade amount |
» price |
String | Trade price |
Enumerated Values
Property | Value |
---|---|
side | buy |
side | sell |
Candlesticks Channel
spot.candlesticks
Provides a way to access charting candlestick info.
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
ws.send(json.dumps({
"time": int(time.time()),
"channel": "spot.candlesticks",
"event": "subscribe", # "unsubscribe" for unsubscription
"payload": ["1m", "BTC_USDT"]
}))
print(ws.recv())
Payload format:
Field | Type | Required | Description |
---|---|---|---|
payload |
Array[String] |
Yes | Subscription parameters. From left to right, interval , cp |
» interval |
String | Yes | Candlestick data point interval |
» cp |
String | Yes | Currency pair |
Enumerated Values
Property | Value |
---|---|
interval | 10s |
interval | 1m |
interval | 5m |
interval | 15m |
interval | 30m |
interval | 1h |
interval | 4h |
interval | 8h |
interval | 1d |
interval | 7d |
To subscribe to multiple currency pairs or with different intervals, just send multiple subscribe request with different parameters.
Server Notification
{
"time": 1606292600,
"channel": "spot.candlesticks",
"event": "update",
"result": {
"t": "1606292580",
"v": "2362.32035",
"c": "19128.1",
"h": "19128.1",
"l": "19128.1",
"o": "19128.1",
"n": "1m_BTC_USDT"
}
}
Result format:
Field | Type | Description |
---|---|---|
result |
Object | One candlestick data point |
» t |
String | Unix timestamp in seconds |
» v |
String | Total volume |
» c |
String | Close price |
» h |
String | Highest price |
» l |
String | Lowest price |
» o |
String | Open price |
» n |
String | Name of the subscription, in the format of <interval>_<cp> |
Order Book Channel
Order book has three channels for subscription to satisfy different needs. They are:
spot.book_ticker
Pushes any update about the price and amount of best bid or ask price in realtime for subscribed currency pairs.
spot.order_book_update
Periodically notify order book changed levels which can be used to locally manage an order book.
spot.order_book
Periodically notify top bids and asks snapshot with limited levels.
Every currency pair's order book update has an internal update ID, which increments 1 on every order
book update. The order book update ID corresponds to the id
field in response of REST
API GET /api/v4/spot/order_book
.
How to maintain local order book:
- Subscribe
spot.order_book_update
, e.g.["BTC_USDT", "1000ms"]
pushes update in BTC_USDT order book every 1s - Cache WebSocket notifications. Every notification use
U
andu
to tell the first and last update ID since last notification. - Retrieve base order book using REST API, and make sure the order book ID is recorded(referred
as
baseID
below) e.g.https://api.gateio.ws/api/v4/spot/order_book?currency_pair=BTC_USDT&limit=100&with_id=true
retrieves the full base order book of BTC_USDT - Iterate the cached WebSocket notifications, and find the first one which the baseID falls into,
i.e.
U <= baseId+1
andu >= baseId+1
, then start consuming from it. Note that amount in notifications are all absolute values. Use them to replace original value in corresponding price. If amount equals to 0, delete the price from the order book. - Dump all notifications which satisfy
u < baseID+1
. IfbaseID+1 < first notification U
, it means current base order book falls behind notifications. Start from step 3 to retrieve newer base order book. - If any subsequent notification which satisfy
U > baseID+1
is found, it means some updates are lost. Reconstruct local order book from step 3.
Best bid or ask price
spot.book_ticker
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
ws.send(json.dumps({
"time": int(time.time()),
"channel": "spot.book_ticker",
"event": "subscribe", # "unsubscribe" for unsubscription
"payload": ["BTC_USDT"]
}))
print(ws.recv())
Payload format:
Field | Type | Required | Description |
---|---|---|---|
payload |
Array[String] |
Yes | List of currency pairs |
You can subscribe/unsubscribe multiple times. Currency pair subscribed earlier will not be overridden unless explicitly unsubscribed to.
Server Notification
{
"time": 1606293275,
"channel": "spot.book_ticker",
"event": "update",
"result": {
"t": 1606293275123,
"u": 48733182,
"s": "BTC_USDT",
"b": "19177.79",
"B": "0.0003341504",
"a": "19179.38",
"A": "0.09"
}
}
Result format:
Field | Type | Description |
---|---|---|
result |
Object | Order book ticker object |
» t |
Integer | Order book update time in milliseconds |
» u |
Integer | Order book update ID |
» s |
String | Currency pair |
» b |
String | best bid price |
» B |
String | best bid amount |
» a |
String | best ask price |
» A |
String | best ask amount |
Changed order book levels
spot.order_book_update
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
ws.send(json.dumps({
"time": int(time.time()),
"channel": "spot.order_book_update",
"event": "subscribe", # "unsubscribe" for unsubscription
"payload": ["BTC_USDT", "100ms"]
}))
print(ws.recv())
Payload format:
Field | Type | Required | Description |
---|---|---|---|
payload |
Array[String] |
Yes | Subscription parameters, from left to right, cp , interval |
» cp |
String | Yes | Currency pair |
» interval |
String | Yes | Notification update speed |
Enumerated Values
Property | Value |
---|---|
interval | 100ms |
interval | 1000ms |
Server Notification
{
"time": 1606294781,
"channel": "spot.order_book_update",
"event": "update",
"result": {
"t": 1606294781123,
"e": "depthUpdate",
"E": 1606294781,
"s": "BTC_USDT",
"U": 48776301,
"u": 48776306,
"b": [
[
"19137.74",
"0.0001"
],
[
"19088.37",
"0"
]
],
"a": [
[
"19137.75",
"0.6135"
]
]
}
}
Result format:
Field | Type | Description |
---|---|---|
result |
Object | Changed order book levels |
» t |
Integer | Order book update time in milliseconds |
» e |
String | Ignore this field |
» E |
Integer | Update unix timestamp in seconds. Deprecated in favour of t |
» s |
String | Currency pair |
» U |
Integer | First update order book id in this event since last update |
» u |
Integer | Last update order book id in this event since last update |
» b |
Array[OrderBookArray] |
Changed bids since last update, sort by price from high to low |
»» OrderBookArray | Array[String] |
[Price, Amount] pair |
» a |
Array[OrderBookArray] |
Changed asks since last update, sort by price from low to high |
»» OrderBookArray | Array[String] |
[Price, Amount] pair |
Limited-Level Full Order Book Snapshot
spot.order_book
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
ws.send(json.dumps({
"time": int(time.time()),
"channel": "spot.order_book",
"event": "subscribe", # "unsubscribe" for unsubscription
"payload": ["BTC_USDT", "5", "100ms"]
}))
print(ws.recv())
Payload format:
Field | Type | Required | Description |
---|---|---|---|
payload |
Array[String] |
Yes | Subscription parameters, from left to right, cp , level , interval |
» cp |
String | Yes | Currency pair |
» level |
String | Yes | Order book level |
» interval |
String | Yes | Notification update speed |
Enumerated Values
Property | Value |
---|---|
level | 5 |
level | 10 |
level | 20 |
interval | 100ms |
interval | 1000ms |
Server Notification
{
"time": 1606295412,
"channel": "spot.order_book",
"event": "update",
"result": {
"t": 1606295412123,
"lastUpdateId": 48791820,
"s": "BTC_USDT",
"bids": [
[
"19079.55",
"0.0195"
],
[
"19079.07",
"0.7341"
],
[
"19076.23",
"0.00011808"
],
[
"19073.9",
"0.105"
],
[
"19068.83",
"0.1009"
]
],
"asks": [
[
"19080.24",
"0.1638"
],
[
"19080.91",
"0.1366"
],
[
"19080.92",
"0.01"
],
[
"19081.29",
"0.01"
],
[
"19083.8",
"0.097"
]
]
}
}
Result format:
Field | Type | Description |
---|---|---|
result |
Object | Order book levels |
» t |
Integer | Order book update time in milliseconds |
» lastUpdateId |
Integer | Order book update ID of this snapshot |
» s |
String | Currency Pair |
» bids |
Array[OrderBookArray] |
Top level bids in current snapshot, sort by price from high to low |
»» OrderBookArray | Array[String] |
[Price, Amount] pair |
» asks |
Array[OrderBookArray] |
Top level asks in current snapshot, sort by price from low to high |
»» OrderBookArray | Array[String] |
[Price, Amount] pair |
Orders Channel
spot.orders
Notify changes of orders created in subscribed currency pairs. Including order creation, fill, close and cancellation
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
request = {
"time": int(time.time()),
"channel": "spot.orders",
"event": "subscribe", # "unsubscribe" for unsubscription
"payload": ["BTC_USDT"]
}
# refer to Authentication section for gen_sign implementation
request['auth'] = gen_sign(request['channel'], request['event'], request['time'])
ws.send(json.dumps(request))
print(ws.recv())
Payload format:
Field | Type | Required | Description |
---|---|---|---|
payload |
Array[String] |
Yes | List of currency pairs. |
You can subscribe/unsubscribe multiple times. Currency pair subscribed earlier will not be overridden unless explicitly unsubscribed to.
If you want to subscribe to all orders updates in all currency pairs, you can include !all
in currency pair list.
Server Notification
{
"time": 1605175506,
"channel": "spot.orders",
"event": "update",
"result": [
{
"id": "30784435",
"user": 123456,
"text": "t-abc",
"create_time": "1605175506",
"update_time": "1605175506",
"event": "put",
"currency_pair": "BTC_USDT",
"type": "limit",
"account": "spot",
"side": "sell",
"amount": "1",
"price": "10001",
"time_in_force": "gtc",
"left": "1",
"filled_total": "0",
"fee": "0",
"fee_currency": "USDT",
"point_fee": "0",
"gt_fee": "0",
"gt_discount": true,
"rebated_fee": "0",
"rebated_fee_currency": "USDT"
}
]
}
Updated order list. Note it is possible that multiple currency pairs' orders will be updated in one notification.
Result format:
Field | Type | Description |
---|---|---|
result |
Array[Object] |
Updated order list |
» id |
String | Order ID |
» user |
Integer | User ID |
» text |
String | User defined information |
» create_time |
String | Order creation time |
» update_time |
String | Order last modification time |
» event |
String | Order event - put : order creation- update : order fill update- finish : order closed or cancelled |
» currency_pair |
String | Currency pair |
» type |
String | Order type. limit - limit order |
» account |
String | Account type. spot - spot account; margin - margin account |
» side |
String | Order side |
» amount |
String | Trade amount |
» price |
String | Order price |
» time_in_force |
String | Time in force - gtc: GoodTillCancelled - ioc: ImmediateOrCancelled, taker only - poc: PendingOrCancelled, makes a post-only order that always enjoys a maker fee |
» left |
String | Amount left to fill |
» filled_total |
String | Total filled in quote currency |
» fee |
String | Fee deducted |
» fee_currency |
String | Fee currency unit |
» point_fee |
String | Point used to deduct fee |
» gt_fee |
String | GT used to deduct fee |
» gt_discount |
Boolean | Whether GT fee discount is used |
» rebated_fee |
String | Rebated fee |
» rebated_fee_currency |
String | Rebated fee currency unit |
Enumerated Values
Property | Value |
---|---|
type | limit |
account | spot |
account | margin |
side | buy |
side | sell |
time_in_force | gtc |
time_in_force | ioc |
time_in_force | poc |
User Trades Channel
spot.usertrades
Notify user's personal trades in specified currency pairs. Unlike spot.trades
channel, this is a
private channel and notify all trades related to user whatever the trade role(maker/taker) is.
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
request = {
"time": int(time.time()),
"channel": "spot.usertrades",
"event": "subscribe", # "unsubscribe" for unsubscription
"payload": ["BTC_USDT"]
}
# refer to Authentication section for gen_sign implementation
request['auth'] = gen_sign(request['channel'], request['event'], request['time'])
ws.send(json.dumps(request))
print(ws.recv())
Payload format:
Field | Type | Required | Description |
---|---|---|---|
payload |
Array[String] |
Yes | List of currency pairs. |
You can subscribe/unsubscribe multiple times. Currency pair subscribed earlier will not be overridden unless explicitly unsubscribed to.
If you want to subscribe to all user trades updates in all currency pairs, you can include !all
in currency pair list.
Server Notification
{
"time": 1605176741,
"channel": "spot.usertrades",
"event": "update",
"result": [
{
"id": 5736713,
"user_id": 1000001,
"order_id": "30784428",
"currency_pair": "BTC_USDT",
"create_time": 1605176741,
"create_time_ms": "1605176741123.456",
"side": "sell",
"amount": "1.00000000",
"role": "taker",
"price": "10000.00000000",
"fee": "0.00200000000000",
"point_fee": "0",
"gt_fee": "0"
}
]
}
Updated user trades list. Note it is possible that multiple currency pairs' trades will be updated in one notification.
Result format:
Field | Type | Description |
---|---|---|
result |
Array[UserTrade] |
Updated user trades list |
» id |
Integer | Trade ID |
» user_id |
Integer | User ID |
» order_id |
String | Related order ID |
» currency_pair |
String | currency pair |
» create_time |
Integer | Trading time in seconds |
» create_time_ms |
String | Trading time in milliseconds. Precision higher than ms will be appended as decimal points |
» side |
String | Order side |
» amount |
String | Trade Amount |
» role |
String | Trade Role (maker/taker) |
» price |
String | Trade price |
» fee |
String | Fee deducted |
» fee_currency |
String | Fee currency unit |
» point_fee |
String | Point used to deduct fee |
» gt_fee |
String | GT used to deduct fee |
Enumerated Values
Property | Value |
---|---|
side | buy |
side | sell |
role | maker |
role | taker |
Spot Balance Channel
spot.balances
Notify user spot balance updates
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
request = {
"time": int(time.time()),
"channel": "spot.balances",
"event": "subscribe", # "unsubscribe" for unsubscription
}
# refer to Authentication section for gen_sign implementation
request['auth'] = gen_sign(request['channel'], request['event'], request['time'])
ws.send(json.dumps(request))
print(ws.recv())
No payload is required.
Server Notification
{
"time": 1605248616,
"channel": "spot.balances",
"event": "update",
"result": [
{
"timestamp": "1605248616",
"user": "1000001",
"currency": "USDT",
"change": "100",
"total": "1032951.325075926",
"available": "1022943.325075926"
}
]
}
Result format:
Field | Type | Description |
---|---|---|
result |
Array[SpotBalance] |
New balance update list |
» timestamp |
String | Unix timestamp in seconds |
» user |
String | User id |
» currency |
String | Changed currency |
» change |
String | Changed amount. |
» total |
String | Total spot balance |
» available |
String | Balance available to use |
Margin Balance Channel
spot.margin_balances
Notify user margin balance updates. Any margin funding, borrowing will generate a new notification.
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
request = {
"time": int(time.time()),
"channel": "spot.margin_balances",
"event": "subscribe", # "unsubscribe" for unsubscription
}
# refer to Authentication section for gen_sign implementation
request['auth'] = gen_sign(request['channel'], request['event'], request['time'])
ws.send(json.dumps(request))
print(ws.recv())
No payload is required.
Server Notification
{
"time": 1605248616,
"channel": "spot.margin_balances",
"event": "update",
"result": [
{
"timestamp": "1605248812",
"user": "1000001",
"currency_pair": "BTC_USDT",
"currency": "BTC",
"change": "-0.002",
"available": "999.999836",
"freeze": "1",
"borrowed": "0",
"interest": "0"
}
]
}
Result format:
Field | Type | Description |
---|---|---|
result |
Array[MarginBalance] |
New margin balance update list |
» timestamp |
String | Unix timestamp in seconds |
» user |
String | User id |
» currency_pair |
String | Currency pair |
» currency |
String | Changed currency |
» change |
String | Changed amount |
» available |
String | Amount available to use |
» freeze |
String | Amount locked, e.g. used in funding book |
» borrowed |
String | Amount borrowed |
» interest |
String | Total unpaid interest generated from borrowing |
Funding Balance Channel
spot.funding_balances
Notify user funding balance updates. Including new lending loan being created, cancelled, or borrowed by someone else.
Client Subscription
Code samples
import time
import json
# pip install websocket_client
from websocket import create_connection
ws = create_connection("wss://api.gateio.ws/ws/v4/")
request = {
"time": int(time.time()),
"channel": "spot.funding_balances",
"event": "subscribe", # "unsubscribe" for unsubscription
}
# refer to Authentication section for gen_sign implementation
request['auth'] = gen_sign(request['channel'], request['event'], request['time'])
ws.send(json.dumps(request))
print(ws.recv())
No payload is required.
Server Notification
{
"time": 1605248616,
"channel": "spot.funding_balances",
"event": "update",
"result": [
{
"timestamp": "1605248616",
"user": "1000001",
"currency": "USDT",
"change": "100",
"freeze": "100",
"lent": "0"
}
]
}
Result format:
Field | Type | Description |
---|---|---|
result |
Array[FundingBalance] |
New funding balance update list |
» timestamp |
String | Unix timestamp in seconds |
» user |
String | User id |
» currency |
String | Changed currency |
» change |
String | Changed amount |
» freeze |
String | Amount locked, e.g. used in funding book |
» lent |
String | Amount lent |