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Ticker Stream

Get 24-hour statistics updated every 200ms. 
{
  "method": "subscribe",
  "subscription": [{
    "type": "ticker",
    "symbol": "BTC-USD"
  }]
}
Update Frequency: Every 200ms

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Candles Stream

Real-time candlestick data with historical backfill. 
{
  "method": "subscribe",
  "subscription": [{
    "type": "candle",
    "symbol": "BTC-USD",
    "interval": "1m"
  }]
}
Supported Intervals: 10s, 1m, 5m, 15m, 1h, 4h, 1d Initial Response: Up to 5000 historical candles Updates: Interval Based

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Trades Stream

Real-time trades feed 
{
  "method": "subscribe",
  "subscription": [{
    "type": "trades",
    "symbol": "BTC-USD"
  }]
}
Initial Response: None (stateless) Updates: Real-time on every fill Trade Fields:
FieldDescription
sSymbol
pxExecution price
szSize traded
timeTimestamp (milliseconds)
sidetrue if taker bought, false if sold
makerMaker public key (base58)
takerTaker public key (base58)
liqLiquidation flag (optional)

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L2 Snapshot Stream

Periodic full order book snapshots. 
{
  "method": "subscribe",
  "subscription": [{
    "type": "l2Snapshot",
    "symbol": "BTC-USD",
    "nlevels": 10,
    "aggregation": 0.5
  }]
}
Parameters:
  • nlevels (optional): Number of price levels per side
  • aggregation (optional): Price bucket size in quote currency
Update Frequency: Every 200ms Structure: levels[0] = bids (descending), levels[1] = asks (ascending)

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L2 Delta Stream

Real-time incremental order book updates with initial snapshot.
L2 Delta sends an initial snapshot (latest cached book state) on subscription, then real-time delta updates for every price level change.
{
  "method": "subscribe",
  "subscription": [{
    "type": "l2Delta",
    "symbol": "BTC-USD"
  }]
}
Initial Response: Latest cached book state (if available) Updates: Real-time on every price level change Delta Format:
  • Each delta update contains changes to a single price level
  • Only ONE side (bids or asks) will have levels per update (the other is empty [])
  • levels[0] = bids (highest to lowest)
  • levels[1] = asks (lowest to highest)
  • Each level: {px, sz, n} where n is always 0 for deltas
  • sz: 0 means remove the level

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Risk Metrics Stream

Subscribe to coin-based risk metrics including lambda surfaces, leverage curves, and power-law coefficients used for risk calculations. 
{
  "method": "subscribe",
  "subscription": [{
    "type": "risk",
    "symbol": "BTC-USD"
  }]
}
Initial Response: Latest cached risk metrics (if available) Updates: Event-driven (only when asset risk changes) Risk Metrics Fields:
FieldDescription
symbolMarket symbol
timestampTimestamp in milliseconds
regimeRisk regime index (-4 to 4)
leverageArray of leverage knot points
lambdaBuyLambda values for buy side at each leverage point
lambdaSellLambda values for sell side at each leverage point
buyCoefAPower-law coefficient a for buy side (λ = a × leverage^b)
buyCoefBPower-law coefficient b for buy side
sellCoefAPower-law coefficient a for sell side
sellCoefBPower-law coefficient b for sell side

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Frontend Context Stream

Aggregated market context for all symbols. Ideal for dashboard views. 
{
  "method": "subscribe",
  "subscription": [{
    "type": "frontendContext"
  }]
}
Initial Response: Latest cached ticker data for all symbols Updates: Every 2 seconds Context Fields:
FieldDescription
symbolMarket symbol
volume24h trading volume (base currency)
fundingCurrent funding rate
oiOpen interest (base currency)
lastPriceLast traded price
priceChange24h price change (absolute)
priceChangePercent24h price change (percentage)

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Multiple Subscriptions

Subscribe to multiple streams at once: 
{
  "method": "subscribe",
  "subscription": [
    {"type": "ticker", "symbol": "BTC-USD"},
    {"type": "trades", "symbol": "BTC-USD"},
    {"type": "candle", "symbol": "BTC-USD", "interval": "1m"},
    {"type": "l2Snapshot", "symbol": "BTC-USD", "nlevels": 20},
    {"type": "l2Delta", "symbol": "BTC-USD"},
    {"type": "risk", "symbol": "BTC-USD"},
    {"type": "frontendContext"}
  ]
}
Response: 
{
  "type": "subscriptionResponse",
  "topics": [
    "ticker.BTC-USD",
    "trades.BTC-USD",
    "candle.BTC-USD.1m",
    "l2snapshot.BTC-USD",
    "l2delta.BTC-USD",
    "risk.BTC-USD",
    "frontendContext"
  ]
}

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Example Implementation

const WebSocket = require('ws');

const ws = new WebSocket('wss://exchange-wss.bulk.trade');

ws.on('open', () => {
  console.log('Connected to Bulk Exchange');
  
  // Subscribe to multiple streams
  ws.send(JSON.stringify({
    method: 'subscribe',
    subscription: [
      { type: 'ticker', symbol: 'BTC-USD' },
      { type: 'trades', symbol: 'BTC-USD' },
      { type: 'frontendContext' }
    ]
  }));
});

ws.on('message', (data) => {
  const message = JSON.parse(data);
  
  if (message.type === 'subscriptionResponse') {
    console.log('Subscribed to:', message.topics);
    return;
  }
  
  switch(message.type) {
    case 'ticker':
      console.log('Ticker:', message.data.ticker);
      break;
    case 'trades':
      console.log('Trade:', message.data.trades);
      break;
    case 'frontendContext':
      console.log('Context:', message.data.ctx);
      break;
  }
});

ws.on('error', (error) => {
  console.error('WebSocket error:', error);
});