WebSocket API

Live volume footprint stream

On subscription the stream forwards an initial historical snapshot starting at since (profile frames ended by an isLast boundary) and then live complete-profile replacements. Without since the snapshot is empty (a bare isLast boundary frame) and the first live profile arrives when the next timeframe period opens; the period already in progress is not streamed. Before the first profile one rowSize frame announces the price grid resolved for this subscription; echo that value as the rowSizeValue query parameter of the REST endpoint GET /api/v1/marketdata/footprint to receive history on the identical grid. If the grid ever changes on an open subscription, a new rowSize frame is sent and every affected profile is re-sent in full.

History depth is limited per timeframe, counted back from the security’s newest candle (by default 30 days for minute frames below 5m, rising with the timeframe to 3 years for 1w and above). When that limit moves the requested start forward, a rangeTruncated frame is sent before the initial snapshot; its presence is the flag that distinguishes a trimmed answer from a security with no data that far back. The initial snapshot is also capped at a bounded number of profiles, and a since exceeding that cap is rejected at the handshake. Historical range parameters (from, to, period, limit) are rejected. Live profile replacements are additionally rate-limited upstream by a small minimum delay even when throttlingDelay is 0. A terminal upstream error is delivered as an error frame and closes the socket.

Cost: 25 credits per subscription, charged again in every quota window the connection stays open in.

WSS

api

marketdata

footprint

stream

Messages

{
  "type": "footprint",
  "meta": {
    "exchange": "CXBNCE",
    "symbol": "BTC/USDT",
    "timeframe": "1h"
  },
  "isLast": false,
  "profile": {
    "profileStart": "2026-09-21T10:00:00Z",
    "profileEnd": "2026-09-21T11:00:00Z",
    "sessionType": "MAINSESSION",
    "rowSize": "100",
    "rows": [
      [
        "84100",
        "66.32422",
        "63.42842",
        8305,
        6430
      ],
      [
        "84200",
        "185.50922",
        "151.98043",
        25221,
        22635
      ],
      [
        "84300",
        "103.05549",
        "75.71044",
        13722,
        12348
      ],
      [
        "84400",
        "67.85132",
        "72.35893",
        10385,
        10509
      ],
      [
        "84500",
        "349.05247",
        "260.16653",
        34101,
        27199
      ],
      [
        "84600",
        "108.17618",
        "98.62807",
        13821,
        13449
      ],
      [
        "84700",
        "55.2806",
        "34.94816",
        5132,
        4522
      ],
      [
        "84800",
        "1.75602",
        "2.40955",
        229,
        186
      ]
    ],
    "totalVolumeSell": "759.63053",
    "totalVolumeBuy": "937.00552",
    "totalTradesCountSell": 97278,
    "totalTradesCountBuy": 110916
  }
}

x-api-key

type:httpApiKey

API key sent on the WebSocket upgrade request. Exactly one header value is required; duplicate or comma-combined values are rejected.

method

type:string

GET

query

type:object

Row size frame

type:object

The price grid resolved for this subscription.

Range truncated frame

type:object

The history depth limit moved the requested start forward.

Footprint profile frame

type:object

One complete volume footprint profile.

Error frame

type:object

Terminal error converted from an upstream status; closes the socket.

⌘I

Messages

{
  "type": "footprint",
  "meta": {
    "exchange": "CXBNCE",
    "symbol": "BTC/USDT",
    "timeframe": "1h"
  },
  "isLast": false,
  "profile": {
    "profileStart": "2026-09-21T10:00:00Z",
    "profileEnd": "2026-09-21T11:00:00Z",
    "sessionType": "MAINSESSION",
    "rowSize": "100",
    "rows": [
      [
        "84100",
        "66.32422",
        "63.42842",
        8305,
        6430
      ],
      [
        "84200",
        "185.50922",
        "151.98043",
        25221,
        22635
      ],
      [
        "84300",
        "103.05549",
        "75.71044",
        13722,
        12348
      ],
      [
        "84400",
        "67.85132",
        "72.35893",
        10385,
        10509
      ],
      [
        "84500",
        "349.05247",
        "260.16653",
        34101,
        27199
      ],
      [
        "84600",
        "108.17618",
        "98.62807",
        13821,
        13449
      ],
      [
        "84700",
        "55.2806",
        "34.94816",
        5132,
        4522
      ],
      [
        "84800",
        "1.75602",
        "2.40955",
        229,
        186
      ]
    ],
    "totalVolumeSell": "759.63053",
    "totalVolumeBuy": "937.00552",
    "totalTradesCountSell": 97278,
    "totalTradesCountBuy": 110916
  }
}