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Crypto Pricing Data

还没翻译译自英文(docs.alpaca.markets)本页 6 段都还没译

To request trading pairs data via REST API, see Crypto Pricing Data REST API Reference.

The example below requests the latest order book data (bid and asks) for the following three crypto trading pairs: BTC/USD, ETH/BTC and ETH/USD.

curl --request GET 'https://data.alpaca.markets/v1beta3/crypto/us/latest/orderbooks?symbols=BTC/USD,ETH/BTC,ETH/USD,SOL/USDT' \
--header 'Apca-Api-Key-Id: <KEY>' \
--header 'Apca-Api-Secret-Key: <SECRET>'
{
    "orderbooks": {
        "BTC/USD": {
            "a": [
                {
                    "p": 27539.494,
                    "s":  0.2632414
                },
                ...
            ],
            "b": [
                {
                    "p": 27511.78083,
                    "s": 0.26265668
                },
                ...
            ],
            "t": "2023-03-18T13:31:44.932988033Z"
        },
        "ETH/USD": { ... },
        "ETH/BTC": { ... },
        "SOL/USDT": { ... }
    }
}

Real-Time Crypto Market Data

Additionally, you can subscribe to real-time crypto data via Websockets. Example below leverages wscat to subscribe to:

  • BTC/USD trades.
  • ETH/USDT and ETH/USD quotes.
  • BTC/USD order books
 $ wscat -c wss://stream.data.alpaca.markets/v1beta3/crypto/us
Connected (press CTRL+C to quit)
< [{"T":"success","msg":"connected"}]
> {"action": "auth", "key": "<KEY>", "secret": "<SECRET>"}
< [{"T":"success","msg":"authenticated"}]
> {"action":"subscribe", "trades":["BTC/USD"], "quotes":["ETH/USDT","ETH/USD"], "orderbooks":["BTC/USD"]}
< [{"T":"subscription","trades":["BTC/USD"],"quotes":["ETH/USDT","ETH/USD"],"orderbooks":["BTC/USD"],"updatedBars":[],"dailyBars":[]}]
< [{"T":"o","S":"BTC/USD","t":"2023-03-18T13:51:29.754747009Z","b":[{"p":27485.3445,"s":0.25893365},{"p":27466.92727,"s":0.52351568},...],"a":[{"p":27512.92,"s":0.26137249},{"p":27547.9425,"s":0.52011956},...],"r":true}]
< [{"T":"q","S":"ETH/USDT","bp":1815.55510989,"bs":8.24941727,"ap":1818.4,"as":4.15121428,"t":"2023-03-18T13:51:33.256826818Z"}]
< ...