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Subscribe with {"method":"subscribe","subscription":{"type":"candle","coin":"BTC","interval":"1m"}} (coin required; interval one of 5s, 30s, 1m, 5m, 15m, 30m, 1h, 4h, 1d, default 1m). Acknowledgement uses subscriptionResponse and the current bucket is sent immediately; updates use CandleUpdate (HL candle shape {t,T,s,i,o,c,h,l,v,n}).

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Finality: the closed frame

Intermediate updates are pushed on every trade and carry the plain HL fields. About 2 seconds after T, once the last block of the bucket has been applied, one more frame is sent for that bucket with two extra fields:
  • closed: true: this is the final state of the bucket. Treat it as final; do not wait for further updates.
  • reconciled: true when h, l, v and n were recomputed from the stored trades (deduplicated by trade id, the same source as candleSnapshot), false when storage was temporarily unavailable and the frame reflects the live state only. o and c follow the execution order of trades inside each block, as on Hyperliquid; they are taken from storage only when the live stream missed the first or last trade of the bucket.
  • 5s and 30s buckets are always closed with reconciled: false: they are final at their closed frame, without the storage recount.
Rules worth building on:
  • A bucket is final when you receive its closed frame. If your listener stops considering a bucket at T, you will miss the last block: the final update can legitimately arrive up to ~1 s after T even before reconciliation, because blocks are timestamped when proposed and applied slightly later.
  • A second closed frame for the same t supersedes the first (a trade that arrived very late on a non-reconciled bucket). Keep the last one.
  • Updates for a bucket can still arrive after a newer bucket has opened. They are applied to their own bucket; a newer t no longer resets the previous one.
  • With allCandles, a coin whose trades were entirely missed by the live path still gets a closed frame built from stored trades.

Live OHLCV update, built from live trades. Sent for candle (one coin) and allCandles (every coin of the interval) subscriptions.

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channel
enum<string>
required
Available options:
candle
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data
object
required

OHLCV candle (HL shape). Prices and volume are strings. Intermediate updates carry the HL fields only; the final update of a bucket adds closed: true (and reconciled).