Connect to the WebSocket Market Data Feed

Open a WebSocket connection to the Sandbox BTC Market Data feed.

Use the command line to open a WebSocket connection to the Sandbox BTC Market Data Feed.

See the WebSocket API reference for more details.

➊ Install WebSocket Client

The quickest way to open a connection is by using wscat, which runs in the terminal. Using the Python websocket-client package requires a bit of code and the Python shell.

SHELL

Open the terminal and install wscat using the -g (global) flag.

npm install -g wscat

Ensure wscat is working. If you see the version number, the module is working:

wscat --version

PYTHON

Open the terminal and install the Python3 websocket-client library.

pip3 install websocket-client

Start the Python3 shell and check that websocket-client was installed correctly. If you don’t see a ModuleNotFoundError message, the library is installed.

python3
...
>>> import websocket
>>> 

Leave the terminal window open.

➋ Connect to Sandbox Feed

Open a long-lived connection to the Sandbox BTC Market Data Feed.

SHELL

wscat --connect wss://ws.sandbox.paxos.com/marketdata/BTCUSD

PYTHON

>>> import websocket # From the previous step
>>> def on_message(wsapp, message):
...     print(message)
...
>>> wsapp = websocket.WebSocketApp("wss://ws.sandbox.paxos.com/marketdata/BTCUSD", on_message=on_message)
>>> wsapp.run_forever() # Press CTRL+C to quit

➌ Review Sandbox Feed

If everything worked, you see the initial SNAPSHOT and then an UPDATE stream in the terminal.

SHELL

Sandbox BTC Market Data Feed (wscat)

Connected (press CTRL+C to quit)
< {
    "type": "SNAPSHOT",
    "market": "BTCUSD",
    "bids": [
      {
        "price": "19994.25",
        "amount": "0.7755"
      },
      {
        "price": "19993.75",
        "amount": "0.83676985"
      },
      ...
    ],
    "asks": [
      {
        "price": "19994.5",
        "amount": "0.97548541"
      },  
      {
        "price": "19996",
        "amount": "1.135"
      },
      ...
    ],
    "final_snapshot": true
  }

< {
    "type": "UPDATE",
    "market": "BTCUSD",
    "side": "BUY",
    "price": "19958.5",
    "amount": "0.62649999"
  }

< {
    "type": "UPDATE",
    "market": "BTCUSD",
    "side": "SELL",
    "price": "20115.25",
    "amount": "0"
  }
  ...

PYTHON

Sandbox BTC Market Data Feed (websocket-client)

{
  "type": "SNAPSHOT",
  "market": "BTCUSD",
  "bids": [
    {
      "price": "19994.25",
      "amount": "0.7755"
    },
    {
      "price": "19993.75",
      "amount": "0.83676985"
    },
    ...
  ],
  "asks": [
    {
      "price": "19994.5",
      "amount": "0.97548541"
    },
    {
      "price": "19996",
      "amount": "1.135"
    },
    ...
  ],
  "final_snapshot": true
}

{
  "type": "UPDATE",
  "market": "BTCUSD",
  "side": "BUY",
  "price": "19958.5",
  "amount": "0.62649999"
}

{
  "type": "UPDATE",
  "market": "BTCUSD",
  "side": "SELL",
  "price": "20115.25",
  "amount": "0"
}
...