> For clean Markdown of any page, append .md to the page URL.
> For a complete documentation index, see https://docs.immix.xyz/trading/api-reference/market-data/llms.txt.
> For AI client integration (Claude Code, Cursor, etc.), connect to the MCP server at https://docs.immix.xyz/_mcp/server.

# Market Data WebSocket

## Docs

- [Overview](https://docs.immix.xyz/trading/api-reference/market-data/overview.md): Client-facing market data distribution: OKX trades, L2 books with the syncing/stale contract, and top-of-book — raw or conflated per tier.
- [Authentication](https://docs.immix.xyz/trading/api-reference/market-data/authentication.md)
- [Trades](https://docs.immix.xyz/trading/api-reference/market-data/trades.md): Per-print lane; the raw form streams every print, one frame each.
- [Top of book](https://docs.immix.xyz/trading/api-reference/market-data/top-of-book.md): Best bid/offer images, latest-wins.
- [Ticker](https://docs.immix.xyz/trading/api-reference/market-data/ticker.md): Last price plus derived trailing 1h/24h statistics off the rolling-stats fold — the latest-image lane: subscribing pushes the current image immediately when the instrument has ever traded (a never-traded instrument acks live and its first image arrives with its first trade), updates re-render on trades and on moves of the quote asset's USD rate (both conflated per tier) and once per elapsed stream minute — the decay edge for quiet instruments; an active topic just gets one extra image at the edge — so on-screen windows decay with the stream's consumed event-time frontier — never wall clock: under catch-up tickers slide at replay speed, a stalled stream halts decay and fires the frontier-lag alarm. seq/seqTs are fact provenance (the last trade folded — unchanged on decay re-renders); asOf is the frontier at render and advancing alone marks a frame as decay, not data.
- [Candlesticks](https://docs.immix.xyz/trading/api-reference/market-data/candlesticks.md): Candlestick bars folded from sequenced trades: identical, bar for bar, to the candle history the ClickHouse cascade serves — one event-time axis, one set of bucket rules.
- [Index price](https://docs.immix.xyz/trading/api-reference/market-data/index-price.md): The internal index price, PAIR-addressed — a bare BASE/QUOTE with no @, e.g. index.BTC/USDT — the venue-less datum the indexprice domain computes and owns (methodology, contribution count and freshest source time ride every event; an operator override shows methodology "override" with contributions 0).
- [Mark price](https://docs.immix.xyz/trading/api-reference/market-data/mark-price.md): Exchange mark-price images, latest-wins (the tob pattern).
- [Funding rate](https://docs.immix.xyz/trading/api-reference/market-data/funding-rate.md): Funding readouts for perpetual/dated swaps, latest-wins, carrying the full template surface — current rate and boundary, interval, predicted next rate, settled rate, exchange bounds, premium and interest-rate components, collection method and settlement state.
- [Open interest](https://docs.immix.xyz/trading/api-reference/market-data/open-interest.md): Open-interest readings, latest-wins, in the instrument's native size unit (contracts for contract-sized instruments — notional conversion is the consumer's join through the instrument record).
- [Order book](https://docs.immix.xyz/trading/api-reference/market-data/order-book.md): L2 books under the sync contract.
- [Aggregated book](https://docs.immix.xyz/trading/api-reference/market-data/aggregated-book.md): Client-configured aggregated multi-exchange books, computed merge-on-read over the gateway's book folds and conflated at the topic's mandatory tier (composites have no raw lane).
- [Volume ladder](https://docs.immix.xyz/trading/api-reference/market-data/volume-ladder.md): Client-configured volume ladders — cumulative-quantity buckets priced from the same merge the agg_book channel renders, over the same source vocabulary (margins and MID normalisation included), conflated at the topic's mandatory tier.
- [Venue health](https://docs.immix.xyz/trading/api-reference/market-data/venue-health.md): The ops lane, symbol-less and tier-less, at the exchange altitude: one entry per exchange with any market-data presence, each carrying a connectivity rollup, the per-feed staleness census (classified lazily at the proven 10x/20x-of-rolling-mean thresholds against stream time), and the books sync-state counts — re-rendered every health interval while subscribed.