Connection

The WebSocket connections go through the following lifecycle:

• Establish a WebSocket connection with the endpoint
  • wss://ws.testnet.bsx.exchange - testnet
  • wss://ws.bsx.exchange : mainnet
• Subscribe to a channel:

{"op": "sub", "channel": "book", "product": "BTC-PERP"}

• Receive subscription confirmation messages:

{
    "channel": "book",
    "product": "ETH-PERP",
    "type": "subscribed"
}

• And receive data:

// Response
{
  "channel": "book",
  "product": "BTC-PERP",
  "type": "snapshot",
  "data": {
    "bids": [ 
      ["36000", "50"],
      ["36200", "20"],
      ["36300", "10"]
    ], 
    "asks": [ 
      ["36500", "10"],
      ["36650", "20"],
      ["36800", "50"]
    ],
    "timestamp": "1701798871000000000" // nanosecond timestamp
  },
  "timestamp": "1701798871000000000" // nanosecond timestamp
}

• To unsubscribe from a channel, send an unsub message

{"op": "unsub", "channel": "book", "product": "BTC-PERP"}

and receive the unsubscribe confirmation

{ 
  "type": "unsubscribed",
  "channel": "book",
  "product": "BTC-PERP"
}

Connection heartbeat

The WebSocket feed uses PING/PONG messages to keep the connection alive. The server will close an idle connection after 10 minutes.

In order to sustain a connection, send ping messages at regular intervals (every 15 seconds): {'op': 'ping'}. You will see an {'type': 'pong'} response.

Connection end

Before web-socket server closes the connection, it should return message(s) indicate why it closes the connection. Example:

{
  "type": "message",
  "message": "bye - service is shutting down"
}