WebSocket API

import WebSocket from "ws";

const apiKey = process.env.OXARCHIVE_API_KEY;
if (!apiKey) throw new Error("Set OXARCHIVE_API_KEY");

const ws = new WebSocket("wss://api.0xarchive.io/ws", {
  headers: { Authorization: `Bearer ${apiKey}` }
});

ws.on("open", () => {
  ws.send(JSON.stringify({ op: "subscribe", channel: "orderbook", symbol: "BTC" }));
});

ws.on("message", (raw) => {
  const message = JSON.parse(raw);
  if (message.type === "subscribed") console.log("subscribed", message.channel, message.symbol);
  if (message.type === "data") console.log(message.symbol, message.data.levels[0][0], message.data.levels[1][0]);
  if (message.type === "error") console.error(message.error_code, message.message);
});

ws.on("close", (code, reason) => console.log("closed", code, String(reason)));

{
  "type": "subscribed",
  "channel": "orderbook",
  "coin": "BTC",
  "symbol": "BTC"
}

{
  "type": "data",
  "channel": "orderbook",
  "coin": "BTC",
  "symbol": "BTC",
  "data": {
    "coin": "BTC",
    "time": 1791287222643,
    "levels": [
      [{ "px": "86303.0", "sz": "17.36307", "n": 55 }],
      [{ "px": "86304.0", "sz": "0.99133", "n": 11 }]
    ]
  }
}

import WebSocket from "ws";

const apiKey = process.env.OXARCHIVE_API_KEY;
if (!apiKey) throw new Error("Set OXARCHIVE_API_KEY");

const ws = new WebSocket("wss://api.0xarchive.io/ws", {
  headers: { Authorization: `Bearer ${apiKey}` }
});

const end = Date.now() - 60 * 60 * 1000; // one hour ago
const start = end - 5 * 60 * 1000;       // five minutes earlier
let rows = 0;

ws.on("open", () => {
  ws.send(JSON.stringify({ op: "replay", channel: "trades", symbol: "BTC", start, end, speed: 10 }));
});

ws.on("message", (raw) => {
  const message = JSON.parse(raw);
  if (message.type === "replay_started") {
    console.log("replaying", message.channel, message.symbol, "at", `${message.speed}x`);
  } else if (message.type === "historical_data") {
    rows += 1;
    if (rows === 1) console.log("first fill", new Date(message.timestamp).toISOString(), message.data.price, message.data.size);
  } else if (message.type === "gap_detected") {
    console.warn("gap from", message.gap_start, "to", message.gap_end);
  } else if (message.type === "replay_completed") {
    console.log("replay completed:", rows, "fill rows");
    ws.close();
  } else if (message.type === "error") {
    // The server refused the command, for example a window outside your plan's history.
    console.error(message.error_code, message.message);
    ws.close();
  }
});

// A connection failure, such as a rejected key, arrives as the socket's own error event.
ws.on("error", (err) => console.error("connection failed:", err.message));