Candle Channel

Channel name: candle

The candle channel streams the in-progress 1-minute candle built from the same source as the REST candle history API (BBO midpoint and trade match prices). Subscribe to receive real-time OHLCV updates without implementing price logic on the client side.

Subscription

{ "op": "sub", "channel": "candle", "params": { "market": "BTC-PERP" } }

params.market is required.

Message Types

Snapshot

On subscribe, the server sends the current in-progress 1-minute candle (if any):

{
  "channel": "candle",
  "filter": "BTC-PERP",
  "type": "snapshot",
  "data": {
    "o": "50000.00",
    "h": "50050.00",
    "l": "49980.00",
    "px": "50020.00",
    "v": "12.5",
    "t": 1782186900000000000
  },
  "gsn": 12345,
  "ts": "1782186925763419392"
}

If no candle data is available yet (no trades or tight-spread BBO ticks), the snapshot is omitted.

Update

Each order execution that changes the candle state triggers an update:

{
  "channel": "candle",
  "filter": "BTC-PERP",
  "type": "update",
  "data": {
    "o": "50000.00",
    "h": "50050.00",
    "l": "49980.00",
    "px": "50025.00",
    "v": "13.2",
    "t": 1782186900000000000
  },
  "gsn": 12350,
  "ts": "1782186930482715648"
}

Updates fire on order executions (BBO mid sample + trade matches). Identical candle states are not re-sent.

Fields

Field	Type	Description
`filter`	string	Market ID (e.g. `"BTC-PERP"`)
`data.o`	string	Open price (first tick of the minute)
`data.h`	string	High price (max price in the minute so far)
`data.l`	string	Low price (min price in the minute so far)
`data.px`	string	Current price (latest BBO mid or trade price, not "close" since live)
`data.v`	string	Cumulative volume for this minute (total matched trade size in base asset). This is the running total - use it directly, do not accumulate across updates.
`data.t`	number	Minute bucket start timestamp in nanoseconds (UTC). This is the start of the minute, not the end. e.g. `t` for the 12:05 minute is `12:05:00.000`, covering trades from 12:05:00 to 12:05:59.
`gsn`	number	Global sequence number
`ts`	string	Event timestamp in nanoseconds

Important: How to Use Updates

Each update message contains the complete state of the current minute's candle. All fields are absolute values, not deltas:

v (volume): This is the cumulative volume for the entire minute so far. Do not add it to a running total. Simply replace your displayed volume with the new value on each update.
o, h, l, px: These are the current open/high/low/price for the minute. Replace them on each update.
t (time): This is the start of the minute bucket, not the end. For example, t = 2026-06-23T12:05:00Z covers the period from 12:05:00.000 up to (but not including) 12:06:00.000.

In other words: treat every update as a full snapshot of the current candle. No client-side accumulation needed.

Minute Rollover

When data.t changes from the previous message, the old minute's candle has sealed and a new one has started. The last update before t changed was the final state of the sealed candle. Load historical sealed candles from the REST candles endpoint.

Price Source

Candle data is computed server-side from the same source used by the REST candles endpoint. The WebSocket channel streams the live state; the REST API serves sealed historical candles.

On this page