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Multi Market Data (Archived)

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Multi Market Data

Multi market data is a public API which allows multiple symbols to be streamed via a single endpoint.

WebSocket Request

wss://api.gemini.com/v1/multimarketdata?symbols=BTCUSD,ETHUSD

URL Parameters

Parameter	Required	Default	Description
symbols	Yes	-	Symbols to stream (comma-separated)
heartbeat	No	false	Set to true for heartbeats every 5 seconds
top_of_book	No	false	If true, receive top of book only
bids	No	true	Include bids in change events
offers	No	true	Include asks in change events
trades	No	true	Include trade events

Response

Field	Type	Description
type	string	heartbeat or update
socket_sequence	integer	Monotonic increasing sequence number

Messages of type update also include:

Field	Type	Description
eventId	integer	Monotonically increasing sequence number
events	array	Order book changes or trade indications
timestamp	timestamp	Timestamp in seconds
timestampms	timestampms	Timestamp in milliseconds

All elements of events share:

Field	Type	Description
type	string	trade or change
symbol	string	Symbol (e.g. BTCUSD, ETHUSD)

Change Event

Field	Type	Description
price	decimal	Price of this order book entry
side	string	bid or ask
reason	string	place, trade, cancel, or initial
remaining	decimal	Quantity remaining at this price level
delta	decimal	Quantity changed

Trade Event

Field	Type	Description
price	decimal	Execution price
amount	decimal	Amount traded
makerSide	string	bid or ask

Examples

Code
 
import ssl
import websocket

def on_message(ws, message):
    print(message)

ws = websocket.WebSocketApp(
    "wss://api.gemini.com/v1/multimarketdata?symbols=BTCUSD,ETHUSD",
    on_message=on_message)
ws.run_forever(sslopt={"cert_reqs": ssl.CERT_NONE})

Trade Event

Code
 
{
  "type": "update",
  "eventId": 5375547515,
  "timestamp": 1547760288,
  "timestampms": 1547760288001,
  "socket_sequence": 15,
  "events": [
    {
      "type": "trade",
      "tid": 5375547515,
      "price": "3632.54",
      "amount": "0.1362819142",
      "makerSide": "ask",
      "symbol": "BTCUSD"
    }
  ]
}