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WebSockets

Construct the state of the order book and stream executed orders in real-time.

Paxos offers secure, real-time market and execution data feeds via public WebSocket connections that provide a number of advantages when compared to the v2 API:

  • Real-time event notifications.
  • Minimized data transfers over the network.
  • Reduced latency when compared to a polling strategy.

Once a secure (wss://) connection is established, each feed begins streaming data.

  • The Market Data Feed provides event-driven updates for the entire order book or for a single market.
  • The Execution Data Feed provides event information for all markets or for a single market.

Learn more about using WebSockets:

Connection Details

Paxos provides unauthenticated connections for two environments. Production data feeds are suitable for general use. Sandbox data feeds are intended for testing.

Production Data Feeds

wss://ws.paxos.com/marketdata
wss://ws.paxos.com/marketdata/{market}
wss://ws.paxos.com/executiondata
wss://ws.paxos.com/executiondata/{market}

Sandbox Data Feeds

wss://ws.sandbox.paxos.com/marketdata
wss://ws.sandbox.paxos.com/marketdata/{market}
wss://ws.sandbox.paxos.com/executiondata
wss://ws.sandbox.paxos.com/executiondata/{market}
note

All data feeds have a built-in, instantaneous failover. Clients should have a reconnection mechanism in case of server disconnection.

Available Markets

The public feeds may contain inactive markets or markets unavailable for trading. Availability varies depending on the environment. For example, we may enable a market in the Sandbox environment for testing but not in Production. Some Paxos Accounts have additional trading restrictions in Production.

tip

Get Order Book retrieves a list of markets available for trading and List Recent Executions retrieve a list of all platform trades. However, these endpoints are not suitable for streaming order book and execution event data.


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