Overview

Real-time market data via WebSocket. Subscribe to order books, trades, tickers, prices, candlesticks, and open interest across supported exchanges.

WebSocket URL: wss://md.liquiditytech.com/marketdata/v2/public

Supported exchanges: BINANCE / OKX / EDX

Connection

Responses are GZIP-compressed by default. To receive plain text, append ?binary=false to the URL:

wss://md.liquiditytech.com/marketdata/v2/public?binary=false

To decompress in Python:

import zlib
decompressed = zlib.decompress(binary_data, zlib.MAX_WBITS | 16).decode('utf-8')

Authentication

Authentication is optional. Unauthenticated connections work immediately but have lower rate limits.

To authenticate, send a login message after connecting:

{
    "action": "login",
    "args": {
        "apiKey": "your_api_key",
        "timestamp": "1597026383085",
        "sign": "your_signature"
    }
}

Signature: HMAC-SHA256(secret, timestamp + "GET" + "/users/self/verify"), hex-encoded.

import hmac, hashlib, time

timestamp = str(int(time.time()))
message = timestamp + "GET" + "/users/self/verify"
sign = hmac.new(secret.encode(), message.encode(), hashlib.sha256).hexdigest()

Response:

{ "event": "login", "code": "200000", "msg": "success" }

Rate Limits

	Unauthenticated	Authenticated
Max connections per IP	5	40
Max trading pairs per connection	5	50

Subscription rate: max 50 subscribe/unsubscribe requests per second per IP. Exceeding this returns error 11260.

Limits are counted by trading pair, not by topic. Subscribing to TICKER, ORDER_BOOK, and TRADE for the same symbol counts as 1 trading pair.

Heartbeat

The server sends a ping every 30 seconds. If the client does not respond within 3 minutes, the connection is closed.

The client can also send a ping at any time:

{ "ping": 1769050973831 }

Server response:

{ "pong": 1769050974552 }

Subscribe & Unsubscribe

Multiple channels can be included in a single request.

Subscribe:

{
    "event": "subscribe",
    "arg": [
        { "channel": "TICKER", "sym": "BINANCE_PERP_BTC_USDT" },
        { "channel": "ORDER_BOOK", "sym": "OKX_SPOT_ETH_USDT", "level": 50 }
    ]
}

Unsubscribe:

{
    "event": "unsubscribe",
    "arg": [
        { "channel": "TICKER", "sym": "BINANCE_PERP_BTC_USDT" }
    ]
}

Success response:

{ "event": "subscribe", "arg": [...], "code": 0, "message": "Success" }

Failure response:

{ "event": "subscribe", "arg": [...], "code": 11100, "message": "invalid symbols" }

All channel names must be uppercase. Using lowercase returns error 11103.

Available Channels

Channel	Description	Push Frequency	Scope
`TICKER`	24-hour rolling ticker	2000ms	All
`ORDER_BOOK`	Order book depth	250ms	All
`BBO`	Best bid & offer	On change	All
`TRADE`	Latest trades	Real-time	All
`MARK_PRICE`	Mark price	Real-time	Futures only
`INDEX_PRICE`	Index price	Real-time	Futures only
`KLINE`	Candlestick (trade price)	Real-time	All
`INDEX_KLINE`	Candlestick (index price)	Real-time	Futures only
`MARK_PRICE_KLINE`	Candlestick (mark price)	Real-time	Futures only
`OPEN_INTEREST`	Contract open interest	Real-time	Futures only

Error Codes

Code	Description
`200000`	Login successful
`11100`	Invalid symbol
`11101`	Invalid candlestick interval
`11102`	Invalid event type
`11103`	Invalid channel name (must be uppercase)
`11106`	Unknown protocol version
`11107`	Depth data not found
`11108`	Response too long
`11109`	Too many symbols subscribed
`11112`	Invalid depth level
`11200`	Invalid request parameter
`11210`	Exceeded 5-symbol limit (unauthenticated)
`11220`	Exceeded 50-symbol limit (authenticated)
`11230`	Exceeded 5-connection limit (unauthenticated)
`11240`	Exceeded 40-connection limit (authenticated)
`11250`	Symbol not currently supported
`11260`	Exceeded 50 requests/second limit