Getting Started

Connect to the WebSocket server for real-time market data streaming.

Listening assets

1

Step 1: Connect

wscat -c "wss://apollo-hml.penzack.com/ws"

On connection you will receive the following message:

{
  "type": "handshake",
  "data": {
    "message": "Connected successfully! Your clientId is <CLIENT_ID>"
  }
}
2

Step 2: Subscribe

Once authenticated, you can request a stream.

{
  "action": "subscribe",
  "topic": "BTC-USD"
}

You can also request a stream from multiple assets by separating them with a comma.

{
  "action": "subscribe",
  "topic": "AUD/CAD,AAPL,BTC-USD"
}

Once subscribed, you will receive the following message:

{
  "type": "auth",
  "data": "Successfully subscribed to topic \"BTC-USD\""
}
3

Step 3: Consume

We send two types of events: the aggregated data from the current second and the most recent ticker we have. This data can come in the following formats:

Quote (Ticker) event

{
  "type": "quote",
  "data": {
    "sym": "BTC-USD",
    "price": 50123.45,
    "timestamp": 1623456789
  },
}

Aggregated event

⚠️ Warning:

Aggregate event can be unstable

{
  "type": "aggregate",
  "data": {
    "sym": "BTC-USD",
    "open_price": 49500.00,
    "close_price": 50200.00,
    "highest_price": 50300.00,
    "lowest_price": 49400.00,
    "volume": 1234567.89,
    "start_timestamp": 1623450000,
    "end_timestamp": 1623459999,
    "avg_trade_size": 5,
    "avg_volume_weight_price": 50100.50
  },
}
4

Step 4: Unsubscribe

You can also unsubscribe for one or multiple assets.

{
  "action": "unsubscribe",
  "topic": "BTC-USD"
}

{
  "action": "unsubscribe",
  "topic": "XRP-USD,AAPL"
}