Exchange Streams Overview

The following tables outline the streamlined WebSocket and aiohttp methods provided per exchange. Notes:

• If you want to change call parameters, you need to modify them in the folder clientpoints.
• Bulk websockets are supported only for Binance, OKX, Bybit, Deribit, and Bitget.
• Bulk websockets will be separated by margin types (Linear, Inverse) for Binance, Bybit, Bitget. For Deribit and OKX, this separation will not occur.

Binance

• Bulk depth not recommended.
• FAQs : https://www.binance.com/en/support/faq/crypto-derivatives?c=4&navId=4
• API FAQs : https://binance-docs.github.io/apidocs/spot/en/#spot-account-trade

Websockets

Method Name	Description
depth	Streams updates to order books in absolute amount
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades	Stream of trades per instrument. If option trades are involved, you may call with a specific option symbol (e.g., BTC-21441-C-1231), specific expiry (e.g., BTC-1231-C), or just underlying instrument (e.g., BTC)
liquidations	Stream of liquidations per instrument

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	Not recommended to use due to limit rates
funding	Stream of funding per instrument
oi	Open interest of a specific symbol.
tta	The proportion of net long and net short accounts to total accounts of the top 20% users with the highest margin balance. Each account is counted once only. Long Account % = Accounts of top traders with net long positions / Total accounts of top traders with open positions. Short Account % = Accounts of top traders with net short positions / Total accounts of top traders with open positions. Long/Short Ratio (Accounts) = Long Account % / Short Account %. For inverse types of contracts, the call is the same for all symbols (e.g., BTCUSD, not BTCUSD_PERP)
ttp	The proportion of net long and net short positions to total open positions of the top 20% users with the highest margin balance. Long Position % = Long positions of top traders / Total open positions of top traders. Short Position % = Short positions of top traders / Total open positions of top traders. Long/Short Ratio (Positions) = Long Position % / Short Position %. For inverse types of contracts, the call is the same for all symbols (e.g., BTCUSD, not BTCUSD_PERP)
gta	The proportion of net long and net short accounts to total accounts of the top 20% users with the highest margin balance. Each account is counted once only. Long Account % = Accounts of top traders with net long positions / Total accounts of top traders with open positions. Short Account % = Accounts of top traders with net short positions / Total accounts of top traders with open positions. Long/Short Ratio (Accounts) = Long Account % / Short Account %. For inverse types of contracts, the call is the same for all symbols (e.g., BTCUSD, not BTCUSD_PERP)
funding, special_method="fundfutureperp"	Queries fundings for Expiry Futures and Perpetual Futures in a single call
oi, special_method="oifutureperp"	Queries oi for Expiry Futures and Perpetual Futures in a single call
oi, special_method="oioption"	Queries oi for all options instruments in a single call
gta, special_method="posfutureperp"	Queries tta, ttp, gta for Expiry Futures and Perpetual Futures in a single call

Bybit

• Bulk depth not recommended.
• FAQs : https://bybit-exchange.github.io/docs/api-explorer/v5/market/market
• API FAQs : https://bybit-exchange.github.io/docs/v5/intro

Websockets

Method Name	Description
depth	Streams updates to order books in absolute amount
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades	Stream of trades per instrument. For options use underlying instrument. Ex. BTC for streaming all options trades
liquidations	Stream of liquidations per instrument
oifunding	Streams the latest price snapshot, best bid/ask price, and trading volume in the last 24 hours. https://bybit-exchange.github.io/docs/v5/market/tickers

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	Not recommended to use due to limit rates
funding	Stream of funding per instrument
oi	Open interest of a specific symbol.
oifunding	Queries the latest price snapshot, best bid/ask price, and trading volume in the last 24 hours. https://bybit-exchange.github.io/docs/v5/market/tickers
oioption	Queries the latest oi for all options instruments
gta	The ratio of users with net long and short positions (not the volume of positions)
funding, special_method="fundfutureperp"	Queries fundings for all possible derivatives in a single call
oi, special_method="oifutureperp"	Queries oi for Expiry Futures and Perpetual Futures in a single call
gta, special_method="posfutureperp"	Queries tta, ttp, gta for Expiry Futures and Perpetual Futures in a single call

OKX

• Bulk depth not recommended.
• FAQs : None
• API FAQs : https://www.okx.com/docs-v5/en/#overview

Websockets

Method Name	Description
depth	Streams updates to order books in absolute amount
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades	Stream of trades per instrument
liquidations	Streams all liquidations per instrument type. Available types: SWAP, FUTURES, OPTION, MARGIN which must be inputed instead of the symbol
funding	Stream of funding for certain instrument
oi	Retrieve the total open interest for contracts on OKX. Can be called with the exact name of an instrument or with instrument Type (SWAP, FUTURES, OPTION)
optionTrades	Streams trades for all options with underlying instrument Ex. BTC-USD

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	Not recommended to use due to limit rates
funding	Queries of funding per instrument
oi	Open interest of a specific symbol.
oitotal	Retrieve the open interest and trading volume for Expiry Futures and Perpetual Futures.
gta	Retrieve the ratio of users with net long vs net short positions for Expiry Futures and Perpetual Futures.
oi, special_method="oifutureperp"	Queries oi for Expiry Futures and Perpetual Futures in a single call
oi, special_method="oiption"	Queries oi for all options
funding, special_method="fundfutureperp"	Queries fundings for Expiry Futures and Perpetual Futures in a single call

Deribit

• Bulk depth not recommended.
• FAQs : None
• API FAQs : https://docs.deribit.com/#deribit-api-v2-1-1

Websockets

Method Name	Description
depth	Streams updates to order books in absolute amount
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades (liquidations)	Stream of trades per instrument. Every trade will be marked weather it's liquidation or not
tradesagg (liquidations)	Streams trades for all instruments by instType For Expiry Futures and Perpetual Futures just input "future" in instType parameter, "option" for options. Symbol parameter should be underlying asset Ex. BTC . Every trade will be marked weather it's a liquidation or not
heartbeats	You need to call it for every instrument you stream in order to keep the connection alive

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	Not recommended to use due to limit rates
oifunding	Retrieves the summary information such as open interest, funding, 24h volume, etc. for all instruments . For Expiry Futures and Perpetual Futures just input "future" in instType parameter, "option" for options

Coinbase

• Bulk streams not allowed. You need to create separated ws connection for every stream.
• FAQs : None
• API FAQs : https://docs.cloud.coinbase.com/advanced-trade-api/docs/welcome

Websockets

Method Name	Description
depth	Streams updates to order books in absolute amount
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades	Stream of trades per instrument
heartbeats	Needs to be called for every trading instrument in order to support a stable connection

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	Not recommended to use due to limit rates

Bitget

• Bulk streams of depth not recommended.
• FAQs : None
• API FAQs : https://www.bitget.com/api-doc/common/intro

Websockets

Method Name	Description
depth	Streams updates to order books in absolute amount
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades	Stream of trades per instrument
oifunding	Streams the latest open inderest, funding, traded price, bid price, ask price and 24-hour trading volume of the instruments. When there is a change deal, buy, sell, issue

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	Not recommended to use due to limit rates
funding	Queries of funding per instrument
oifunding	Retrives the latest open inderest, funding, traded price, bid price, ask price and 24-hour trading volume of the instruments. When there is a change deal, buy, sell, issue
oi, special_method="oifutureperp"	Queries oi for Perpetual Futures in a single call
funding, special_method="fundfutureperp"	Queries fundings for Perpetual Futures in a single call

Bingx

• Bulk streams not allowed. You need to create separated ws connection for every stream.
• FAQs : None
• API FAQs : https://bingx-api.github.io/docs/#/en-us/swapV2/changelog

Websockets

Method Name	Description
depth	Streams snapshot of books and bids with the length of 100
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades, needSnap=True	Stream of trades of an instrument

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	Bingx are not clear with weight of rate limits. Websockets only stream absolute amounts of books with the length of 100, these are with the length of 1000. Use it, but be mindful with rate limits. Maybe, call with intervall of 30+seconds
funding	Queries of funding per instrument
oi	Retrives the latest open inderest, funding, traded price, bid price, ask price and 24-hour trading volume of the instruments. When there is a change deal, buy, sell, issue

Kucoin

• Bulk streams not allowed. You need to create separated ws connection for every stream.
• FAQs : None
• API FAQs : https://www.kucoin.com/docs/beginners/introduction

Websockets

Method Name	Description
depth	Streams updates to orderbook in absolute amounts
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades	Stream of trades of an instrument

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	not recommended to use due to weigted rate limits
oifunding	The real-time ticker includes this https://www.kucoin.com/docs/rest/futures-trading/market-data/get-symbol-detail

Gate.io

• Bulk streams not allowed. You need to create separated ws connection for every stream.
• Only runs on the cloud, use Japan as the location for optimal performance
• Only USDT marginated futures available
• FAQs : None
• API FAQs : https://www.gate.io/docs/developers/apiv4/en/

Websockets

Method Name	Description
depth	Streams updates to order books in absolute amount
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades (liquidations)	Streams trades for an instrument. Every trade will be marked weather it was a liquidaiton or not.
oifunding	Streams oi, funding by an underlying_instrument or an instrument https://www.gate.io/docs/developers/apiv4/en/#list-futures-tickers
oi	Only for options. Streams open interest for every option instrument by an underlying instrument (BTC)

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	Not recommended to use due to limit rates
trades (liquidations)	Queries trades for an instrument. Every trade will be marked weather it was a liquidaiton or not
oifunding	Queries this oi, funding for an instrument or an underlying instrument (ex. BTC) https://www.gate.io/docs/developers/apiv4/en/#list-futures-tickers
liquidations	Retrives liquidation history of an instrument
tta (oi)	Queries, oi, tta by an instrument or an underlying_instrument (ex. BTC) https://www.gate.io/docs/developers/apiv4/en/#futures-stats

HTX

• Bulk streams not allowed. You need to create separated ws connection for every stream.
• FAQs : None
• API FAQs : https://www.htx.com/en-us/opend/newApiPages/

Websockets

Method Name	Description
depth	Streams updates to order books in absolute amount
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades	Streams trades for an instrument
liquidations	Streams liquidations for an underlying instrument
funding	Streams funding for an underlying instrument

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	Queries updates to order books in absolute amount
oi	Queries trades for an instrument. Every trade will be marked weather it was a liquidaiton or not.
tta	Query Top Trader Sentiment Index Function-Account by an underlying Instrument (use future as the instType)
ttp	Query Top Trader Sentiment Index Function-Position, only for Linear Margin Types by an underlying Instrument (use future as the instType)
depth special_method="depthfutureperp"	Queries the depth snapshot of all Expiry Futures and Perpetual Futures for an underlying instrument (use future and the instType)
trades special_method="tradesfutureperp"	Queries last trades of all Expiry Futures and Perpetual Futures for an underlying instrument (use future and the instType)
oi special_method="oifutureperp"	Queries current open interest for all Expiry Futures and Perpetual Futures for an underlying instrument (use future and the instType)

MEXC

• Bulk streams not allowed. You need to create separated ws connection for every stream.
• Overall, api support is poor and unfriendly.
• I wouldn't use perpetual depth streams.
• API FAQs : https://mexcdevelop.github.io/apidocs/contract_v1_en

Websockets

Method Name	Description
depth	Streams updates to orderbook in absolute amounts
depth, needSnap=True	The same as depth but will snap the order books with the length of 1000 levels
trades	Stream of trades of an instrument
oifunding	The real-time ticker includes this https://mexcdevelop.github.io/apidocs/contract_v1_en/#public-channels

Aiohttp

• pullTimeout need to be passed to every method, which is the intreval between every pull

Method Name	Description
depth	not recommended to use due to weigted rate limits
oifunding	The real-time ticker includes this https://mexcdevelop.github.io/apidocs/contract_v1_en/#public-channels