Trade

Subscribe to the recent trades stream.

After subscription, you will be pushed trade messages in real-time.

Push frequency: real-time

Topic:
publicTrade.{symbol}
Note: option uses baseCoin, e.g., publicTrade.BTC

note

For Futures and Spot, a single message has up to 1024 trades. So it may have mutiple messages for the same cross.

Response Parameters

Parameter	Type	Comments
id	string	Message id. Unique field for option
topic	string	Topic name
type	string	Data type. snapshot
ts	number	The timestamp (ms) that the system generates the data
data	array	Object. Sorted by the time the trade was matched in ascending order
> T	number	The timestamp (ms) that the order is filled
> s	string	Symbol name
> S	string	Side of taker. Buy,Sell
> v	string	Trade size
> p	string	Trade price
> L	string	Direction of price change. Unique field for Perps & futures
> i	string	Trade ID
> BT	boolean	Whether it is a block trade order or not
> RPI	boolean	Whether it is a RPI trade or not
> seq	integer	cross sequence
> mP	string	Mark price, unique field for option
> iP	string	Index price, unique field for option
> mIv	string	Mark iv, unique field for option
> iv	string	iv, unique field for option

Subscribe Example

from pybit.unified_trading import WebSocket
from time import sleep
ws = WebSocket(
    testnet=True,
    channel_type="linear",
)
def handle_message(message):
    print(message)
ws.trade_stream(
    symbol="BTCUSDT",
    callback=handle_message
)
while True:
    sleep(1)

Response Example

{
    "topic": "publicTrade.BTCUSDT",
    "type": "snapshot",
    "ts": 1672304486868,
    "data": [
        {
            "T": 1672304486865,
            "s": "BTCUSDT",
            "S": "Buy",
            "v": "0.001",
            "p": "16578.50",
            "L": "PlusTick",
            "i": "20f43950-d8dd-5b31-9112-a178eb6023af",
            "BT": false,
            "seq": 1783284617
        }
    ]
}