Stream Reference

Fast API provides multiple data streams for various exchange data:

• L2 Order Book Data
• Trade Events
• Per Account Order Events

Book Ticker

Schema	Frequency	Description
{symbol}@bookTicker	Real-time	Real time updates to the best bid/ask price for an order book.

Code
 
{
  "u": 1751505576085,
  "E": 1751508438600117161,
  "s": "btcusd",
  "b": "45000.50",
  "B": "1.25000000",
  "a": "45001.00",
  "A": "0.75000000"
}

Field	Type	Description
u	number	Update ID
E	number	Event time (nanoseconds)
s	string	Symbol
b	string	Best bid price
B	string	Best bid quantity
a	string	Best ask price
A	string	Best ask quantity

---

L2 Partial Depth Streams

Schema	Frequency	Description
{symbol}@depth5	Periodic (1s)	Periodic snapshot of the top 5 levels once per second
{symbol}@depth10	Periodic (1s)	Top 10 levels
{symbol}@depth20	Periodic (1s)	Top 20 levels
{symbol}@depth5@100ms	Periodic (100ms)	Top 5 levels every 100 milliseconds
{symbol}@depth10@100ms	Periodic (100ms)	Top 10 levels
{symbol}@depth20@100ms	Periodic (100ms)	Top 20 levels

Code
 
{
  "lastUpdateId": 12345678,
  "bids": [
    ["45000.50", "1.25000000"],
    ["45000.25", "0.50000000"]
  ],
  "asks": [
    ["45001.00", "0.75000000"],
    ["45001.25", "2.00000000"]
  ]
}

Field	Type	Description
lastUpdateId	number	Last update ID
bids	array	Array of [price, quantity]
asks	array	Array of [price, quantity]

---

L2 Differential Depth Streams

Schema	Frequency	Description
{symbol}@depth	Periodic (1s)	List of all changed price levels in the last second
{symbol}@depth@100ms	Periodic (100ms)	In the last 100 milliseconds

Code
 
{
  "e": "depthUpdate",
  "E": 1751508260659505382,
  "s": "btcusd",
  "U": 12345677,
  "u": 12345678,
  "b": [
    ["45000.50", "1.25000000"],
    ["45000.25", "0.00000000"]
  ],
  "a": [
    ["45001.00", "0.75000000"]
  ]
}

Field	Type	Description
e	string	Event type ("depthUpdate")
E	number	Event time (nanoseconds)
s	string	Symbol
U	number	First update ID in this event
u	number	Last update ID in this event
b	array	Bid updates [price, quantity]
a	array	Ask updates [price, quantity]

---

Trade Stream

Schema	Frequency	Description
{symbol}@trade	Real-time	Real time trade executions

Code
 
{
  "E": 1751508260659505382,
  "s": "btcusd",
  "t": 12345678,
  "p": "45000.50",
  "q": "0.25000000",
  "i": 88500001,
  "T": 1751508260659505382,
  "m": true,
  "S": "BUY"
}

Field	Type	Description
E	number	Event time
s	string	Symbol
t	number	Trade ID
p	string	Price
q	string	Quantity
i	number	Order ID
T	number	Trade time
m	boolean	Is buyer the maker
S	string	Side ("BUY" or "SELL")

---

Order Events

Schema	Frequency	Description
orders@account	Real-time	Real time order activity for the account associated with the authenticated API key
orders@session	Real-time	Real time order activity for the authenticated API key

Code
 
# Order Event - New
{
  "E":1759291847686856569,
  "s":"BTCUSD",
  "i":73797746498585286,
  "c":"my-order-1759291847503",
  "S":"BUY",
  "o":"LIMIT",
  "X":"NEW",
  "p":"1.00000",
  "q":"0.0000100000",
  "z":"0.0000100000",
  "T":1759291847686856569
}

# Order Event - Canceled
{
  "E":1759291847731455006,
  "s":"BTCUSD",
  "i":73797746498585286,
  "c":"my-order-1759291847503",
  "X":"CANCELED",
  "T":1759291847731455006
}

Field	Type	Description
E	number	Event time
s	string	Symbol
i	number	Order ID
c	string	Client Order ID
S	string	Side, BUY / SELL
o	string	Type, LIMIT / MARKET
X	string	Status, NEW / FILLED / PARTIALLY_FILLED / CANCELED / REJECTED
p	string	Order price
q	string	Original quantity
z	string	Remaining quantity
Z	string	Executed quantity
L	string	Last execution price
t	number	Trade ID
r	string	Rejection reason
T	number	Update time