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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": "tickers.BTCUSDT",
"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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