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Trade
Position WebSocket Stream Public Ticker
Response Parameters
Pre-upgrade
Ticker
Subscribe Example
Account Response Example
Asset
Subscribe to the ticker stream.
User
A liate NOTE
Spot Leverage Token This topic utilises the snapshot eld and delta eld. If a response param is not found in the message, then its
value has not changed.
Spot Margin Trade (UTA)
Spot & Option tickers message are snapshot only
Crypto Loan
Institutional Loan
Push frequency: Derivatives & Options - ms
ms, Spot - real-time
Exchange Broker
Topic:
WebSocket Stream
tickers.{symbol}
Connect
Response Parameters
Public
Orderbook Linear/Inverse Option Spot
Trade
Ticker Parameter Type Comments
Kline topic string Topic name
Liquidation
type string Data type. snapshot , delta
LT Kline
cs integer Cross sequence
ts number The timestamp (ms) that the system generates the data
data array Object
> symbol string Symbol name
> tickDirection string Tick direction
> price hPcnt string Percentage change of market price in the last hours
> lastPrice string Last price
> prevPrice h string Market price hours ago
> highPrice h string The highest price in the last hours
> lowPrice h string The lowest price in the last hours
> prevPrice h string Market price an hour ago
> markPrice string Mark price
> indexPrice string Index price
> openInterest string Open interest size
> openInterestValue string Open interest value
> turnover h string Turnover for h
> volume h string Volume for h
> nextFundingTime string Next funding timestamp (ms)
> fundingRate string Funding rate
> bid Price string Best bid price
> bid Size string Best bid size
> ask Price string Best ask price
> ask Size string Best ask size
> deliveryTime datetime Delivery date time (UTC+ ). Unique eld for inverse futures & USDC futures
> basisRate string Basis rate. Unique eld for inverse futures & USDC futures
> deliveryFeeRate string Delivery fee rate. Unique eld for inverse futures & USDC futures
> predictedDeliveryPrice string Predicated delivery price. Unique eld for inverse futures & USDC futures
Estimated pre-market contract open price
> preOpenPrice string The value is meaningless when entering continuous trading phase
USDC Futures and Inverse Futures do not have this eld
Estimated pre-market contract open qty
> preQty string The value is meaningless when entering continuous trading phase
USDC Futures and Inverse Futures do not have this eld
The current pre-market contract phase
> curPreListingPhase string
USDC Futures and Inverse Futures do not have this eld
Subscribe Example
Linear Option Spot
from pybit.unified_trading import WebSocket
from time import sleep
ws = WebSocket(
testnet=True,
channel_type="linear",
)
def handle_message(message):
print(message)
ws.ticker_stream(
symbol="BTCUSDT",
callback=handle_message
)
while True:
sleep(1)
Response Example
Linear
Linear Option
Option Spot
Spot
{
"topic": "[Link]",
"type": "snapshot",
"data": {
"symbol": "BTCUSDT",
"tickDirection": "PlusTick",
"price24hPcnt": "0.017103",
"lastPrice": "17216.00",
"prevPrice24h": "16926.50",
"highPrice24h": "17281.50",
"lowPrice24h": "16915.00",
"prevPrice1h": "17238.00",
"markPrice": "17217.33",
"indexPrice": "17227.36",
"openInterest": "68744.761",
"openInterestValue": "1183601235.91",
"turnover24h": "1570383121.943499",
"volume24h": "91705.276",
"nextFundingTime": "1673280000000",
"fundingRate": "-0.000212",
"bid1Price": "17215.50",
"bid1Size": "84.489",
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