Market Data API

Base URL: https://market.liquideuclid.com

Quick Navigation

• REST Endpoints: health and historical kline retrieval.
• WebSocket Channels: channel list, normalized shapes, and runtime key mapping.
• Depth Snapshot: full book snapshot payload.
• Depth Diff: incremental book update payload and key mapping.
• Trade: live trade event payload and key mapping.
• Kline: streaming candle payload and key mapping.
• Book Ticker: top-of-book payload and key mapping.

REST Endpoints

Endpoint	Use it for	Response shape
GET /health	check market-data availability	"ok"
GET /klines/:pair_id	fetch OHLCV candles	{ pair_id, interval, candles[] }

Health

Endpoint: GET /health

Request

• no request body

Response example

"ok"

Klines

Endpoint: GET /klines/:pair_id

Path params

• pair_id: market pair id, for example ETH-USDC

Query params

• interval: candle interval such as 1m, 5m, 1h, 1d
• limit (optional, default 100, max 1000)

Response example

{
  "pair_id": "ETH-USDC",
  "interval": "1m",
  "candles": [
    {
      "start_ms": 1700000000000,
      "open": 100000,
      "high": 101000,
      "low": 99000,
      "close": 100500,
      "volume_base": 123,
      "volume_quote": 12345678,
      "trades": 7
    }
  ]
}

WebSocket Channels

Endpoint: wss://market.liquideuclid.com/ws

Connection

• WebSocket handshake only
• no HTTP request body

Channel	Use it for	Payload shape (normalized)	Runtime keys actually returned by WebSocket
depth	full order book snapshot	{ pair_id, lastUpdateId, bids, asks }	same as normalized
depth_diff	incremental order book updates	{ event_type, event_time_ms, pair_id, first_update_id, final_update_id, bids, asks }	{ e, E, s, U, u, b, a }
trade	live trades	{ event_type, event_time_ms, pair_id, trade_seq, trade_id, price, size, trade_time_ms, is_buyer_maker }	{ e, E, s, t, trade_id, p, q, T, m, M }
kline	streaming candle updates	{ event_type, event_time_ms, pair_id, candle }	{ e, E, s, k }
bookTicker	best bid and ask only	{ update_id, pair_id, best_bid_price, best_bid_size, best_ask_price, best_ask_size }	{ u, s, b, B, a, A }

Depth Snapshot

Channel: depth

Payload example

{
  "pair_id": "ETH-USDC",
  "lastUpdateId": 42,
  "bids": [[99000, 10], [98000, 5]],
  "asks": [[100000, 4], [101000, 3]]
}

Depth Diff

Channel: depth_diff

Payload example

{
  "event_type": "depthUpdate",
  "pair_id": "ETH-USDC",
  "event_time_ms": 1700000000000,
  "first_update_id": 42,
  "final_update_id": 42,
  "bids": [[99000, 10]],
  "asks": [[100000, 4]]
}

Normalized field to runtime key mapping

Normalized field	Runtime key	Description
event_type	e	Event type label (depthUpdate).
event_time_ms	E	Event timestamp in milliseconds.
pair_id	s	Market pair symbol.
first_update_id	U	First update ID covered by this diff payload.
final_update_id	u	Final update ID covered by this diff payload.
bids	b	Bid-side level updates ([price, size]).
asks	a	Ask-side level updates ([price, size]).

Trade

Channel: trade

Payload example

{
  "event_type": "trade",
  "event_time_ms": 1700000000000,
  "trade_time_ms": 1700000000000,
  "is_buyer_maker": true,
  "trade_id": "3f5b8b86-4b67-4b1f-a1cc-3f3bafc6c2b3",
  "trade_seq": 101,
  "pair_id": "ETH-USDC",
  "price": 100000,
  "size": 2
}

Normalized field to runtime key mapping

Normalized field	Runtime key	Description
event_type	e	Event type label (trade).
event_time_ms	E	Event timestamp in milliseconds.
pair_id	s	Market pair symbol.
trade_seq	t	Per-pair incremental trade sequence number.
trade_id	trade_id	Durable UUID trade identifier.
price	p	Trade price in integer base units.
size	q	Trade size in integer base units.
trade_time_ms	T	Trade execution timestamp in milliseconds.
is_buyer_maker	m	true when buyer is maker; false when seller is maker.

Kline

Channel: kline

Payload example

{
  "event_type": "kline",
  "event_time_ms": 1700000000000,
  "pair_id": "ETH-USDC",
  "candle": {
    "start_ms": 1700000000000,
    "close_time_ms": 1700000059999,
    "interval": "1m",
    "open": 100000,
    "high": 101000,
    "low": 99000,
    "close": 100500,
    "volume_base": 123,
    "volume_quote": 12345678,
    "trade_count": 7,
    "is_closed": false
  }
}

Normalized field to runtime key mapping

Normalized field	Runtime key	Description
event_type	e	Event type label (kline).
event_time_ms	E	Event timestamp in milliseconds.
pair_id	s	Market pair symbol.
candle	k	Candle payload container.
candle.start_ms	k.t	Candle start timestamp in milliseconds.
candle.close_time_ms	k.T	Candle close timestamp in milliseconds.
candle.interval	k.i	Candle interval label (for example 1m).
candle.open	k.o	Open price for the candle window.
candle.close	k.c	Latest/closing price for the candle window.
candle.high	k.h	High price for the candle window.
candle.low	k.l	Low price for the candle window.
candle.volume_base	k.v	Base-asset traded volume in window.
candle.volume_quote	k.q	Quote-asset traded volume in window.
candle.trade_count	k.n	Number of trades in the window.
candle.is_closed	k.x	true once the interval has closed.

Book Ticker

Channel: bookTicker

Payload example

{
  "update_id": 42,
  "pair_id": "ETH-USDC",
  "best_bid_price": 99000,
  "best_bid_size": 10,
  "best_ask_price": 100000,
  "best_ask_size": 4
}

Normalized field to runtime key mapping

Normalized field	Runtime key	Description
update_id	u	Last applied book update ID.
pair_id	s	Market pair symbol.
best_bid_price	b	Current best bid price.
best_bid_size	B	Size at current best bid price.
best_ask_price	a	Current best ask price.
best_ask_size	A	Size at current best ask price.