Real-time crypto market data — the WebSocket feed of Binance, Coinbase, Kalshi, Polymarket and OKX, bought by the UTC day
Every message Binance, Coinbase, Kalshi, Polymarket and OKX publish — the full Level-2 order book and every trade of every instrument and, on Binance USDT-M and OKX, the derivatives topics, nothing sampled — over a plain WebSocket in JSON or SBE, captured at each venue and delivered at our London, Frankfurt, Ashburn, Ohio or Tokyo endpoints over dedicated lines (Binance and OKX from Tokyo at London, Frankfurt, Ashburn or Ohio; Coinbase from Ashburn at Ohio or Tokyo; Kalshi from Ohio at Tokyo; Polymarket from London at Tokyo). You buy whole UTC calendar days per venue and endpoint, self-serve, and connect with one API key.
Real-time market data by venue
One API key, one protocol — each venue has its own page with its endpoints, line latency, feed contents and price.
Every line, every endpoint — one-way latency
Every line of the product on one table: the venue, where it is captured, the endpoint you connect at and the one-way latency of the line between them. Pick the endpoint nearest your system; a market listens on the same port at every endpoint that serves it, and access is bought per endpoint and market.
| Venue | Captured in | Endpoint | Site | Latency | Buy |
|---|---|---|---|---|---|
| Binance | Tokyo | London | LD4 / AWS London, dedicated fiber | ~69.8 ms one-way | Binance USDT-M →Binance Spot → |
| OKX | Tokyo | London | LD4 / AWS London, dedicated fiber | ~69.8 ms one-way | OKX → |
| Binance | Tokyo | Frankfurt | AWS eu-central-1, dedicated fiber | ~68.2 ms one-way | Binance USDT-M →Binance Spot → |
| OKX | Tokyo | Frankfurt | AWS eu-central-1, dedicated fiber | ~68.2 ms one-way | OKX → |
| Binance | Tokyo | Ashburn | AWS us-east-1, dedicated fiber | ~67.7 ms one-way | Binance USDT-M →Binance Spot → |
| OKX | Tokyo | Ashburn | AWS us-east-1, dedicated fiber | ~67.7 ms one-way | OKX → |
| Binance | Tokyo | Ohio | AWS us-east-2, dedicated fiber | ~64.1 ms one-way | Binance USDT-M →Binance Spot → |
| Coinbase | Ashburn | Ohio | AWS us-east-2, dedicated fiber | ~4.6 ms one-way | Coinbase Spot → |
| OKX | Tokyo | Ohio | AWS us-east-2, dedicated fiber | ~64.1 ms one-way | OKX → |
| Coinbase | Ashburn | Tokyo | AWS ap-northeast-1, dedicated fiber | ~67.7 ms one-way | Coinbase Spot → |
| Kalshi | Ohio | Tokyo | AWS ap-northeast-1, dedicated fiber | ~64.1 ms one-way | Kalshi → |
| Polymarket | London | Tokyo | AWS ap-northeast-1, dedicated fiber | ~69.8 ms one-way | Polymarket → |
Binance lines: ~69.8 ms Tokyo → London, ~68.2 ms Tokyo → Frankfurt, ~67.7 ms Tokyo → Ashburn and ~64.1 ms Tokyo → Ohio.
OKX lines: ~69.8 ms Tokyo → London, ~68.2 ms Tokyo → Frankfurt, ~67.7 ms Tokyo → Ashburn and ~64.1 ms Tokyo → Ohio.
Coinbase lines: ~4.6 ms Ashburn → Ohio and ~67.7 ms Ashburn → Tokyo.
Kalshi lines: ~64.1 ms Ohio → Tokyo.
Polymarket lines: ~69.8 ms London → Tokyo.
Latency is one-way line latency from the site where the venue is captured to our endpoint — the venue's own latency and the on-ramp to your client come on top.
What the feed carries, per market
Every topic below is the same stream our own systems consume — the historical files in the shop are recordings of it, so a backtest maps 1:1 onto production.
The feed is a WebSocket API: one endpoint per market (the port selects the market — Binance USDT-M (port 14004), Binance Spot (port 14003), Coinbase Spot (port 14006), Kalshi (port 14005), Polymarket (port 14007) and OKX (port 14008)), one API key per account, a documented login and subscribe flow, JSON or SBE on the wire. Trades and quotes come as separate topics: the order book as a full-depth snapshot followed by every changed level, trades one by one with side and size, and on Binance USDT-M and OKX mark price, index price, funding and liquidations.
Timestamps are the venue's own clock and our receive clock, both in integer nanoseconds, and every order-book update carries an event id and the id it follows, so a gap is visible the moment it happens. The same schema is written to the historical day files, which is what makes a strategy portable from the archive to the live feed.
| Topic | What you receive | Binance USDT-M port 14004 · London, Frankfurt, Ashburn, Ohio | Binance Spot port 14003 · London, Frankfurt, Ashburn, Ohio | Coinbase Spot port 14006 · Ohio, Tokyo | Kalshi port 14005 · Tokyo | Polymarket port 14007 · Tokyo | OKX port 14008 · London, Frankfurt, Ashburn, Ohio |
|---|---|---|---|---|---|---|---|
| Order book | Full-depth snapshot on subscribe, then changed levels only; every event chained by prevEventId → eventId. | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |
| Top of book | Best bid and ask as its own stream; optional coalescing for slow consumers. | ✓ | ✓ | — | — | — | ✓ |
| Trades | Every public trade: aggressor side, price, quantity, trade id, exchange timestamp. | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |
| Mark price | The venue's mark price as it is republished. | ✓ | — | — | — | — | ✓ |
| Index price | The underlying index price. | ✓ | — | — | — | — | ✓ |
| Funding rate | Current rate, next settlement time and the venue's predicted next rate. | ✓ | — | — | — | — | ✓ |
| Liquidations · opt-in | Liquidation orders as the venue publishes them: side, price, quantity, exchange timestamp — off by default, opt in per subscribe. | ✓ | — | — | — | — | ✓ |
Mark price, Index price, Funding rate, Liquidations: not part of the Binance Spot feed — these topics never emit there.
Top of book, Mark price, Index price, Funding rate, Liquidations: not part of the Coinbase Spot feed — these topics never emit there.
Top of book, Mark price, Index price, Funding rate, Liquidations: not part of the Kalshi feed — these topics never emit there.
Top of book, Mark price, Index price, Funding rate, Liquidations: not part of the Polymarket feed — these topics never emit there.
- Market-data streams only — a dedicated route, not general-purpose bandwidth
- Every instrument of the market: full order-book depth and every trade
- Binance USDT-M, Binance Spot and OKX add a separate realtime top-of-book stream
- Binance USDT-M and OKX add mark price, index price, funding rate and liquidations
- On OKX the topics follow the instrument type: spot carries the order book, top of book and trades; derivatives add mark price, index price and liquidations, perpetual swaps also the funding rate
- WebSocket, JSON or SBE — the port selects the market, one API key per account
How access works
One day or thirty — paid days start at the next 00:00 UTC and the rest of the purchase day is included free, so access begins the moment the order clears. Longer runs cost less per day. Extend any time from your account, invoice on checkout.
A market day unlocks every instrument of that market; an instrument day unlocks exactly the instruments you pick. €49 per instrument-day or €99 per market-day; longer runs cost less per day: −10 % from 14 days, −25 % from 30, −37 % from 180, −50 % from 365. Kalshi and Polymarket are sold as whole markets only — contracts list and settle around the clock, so a market day covers every contract. Single OKX instruments: spot and perpetual swaps — dated futures and options come with the whole market.
The key is created with your first purchase and shown in your account together with the endpoints. It authenticates the feed and the master-data export, and you can rotate it whenever you want. 3 parallel connections per key and endpoint included (one connection can subscribe to every instrument); +5 more for €10 per day, up to 28, added from your account.
WebSocket in JSON or SBE, the same protocol and subscribe flow as our documented market-data API: Binance USDT-M (port 14004), Binance Spot (port 14003), Coinbase Spot (port 14006), Kalshi (port 14005), Polymarket (port 14007) and OKX (port 14008). Instrument master data is a free export from the shop.
The lines a trading firm runs on, bought by the day
Nothing here is a retail tier. The self-serve endpoints hang on the same dedicated lines our own high-frequency trading engine and enterprise feeds use, and they carry the same stream: every message the venue publishes, nothing sampled, no top-N, with the venue timestamp and our receive timestamp in nanoseconds and an event-id chain that makes any gap visible.
What changes is how you buy it. Market makers, arbitrage desks and HFT teams take the same product on enterprise terms; here it is €49 per instrument-day or €99 per market-day, longer runs cost less per day: −10 % from 14 days, −25 % from 30, −37 % from 180, −50 % from 365 — by card, no sales call, no minimum term, nothing renews. Enterprise subscriptions already cover further locations and venues, together with order entry and T+1 history — see the enterprise tiers.
Price
€49 / instrument · day · €99 / market · day
Captured at each venue and delivered at our London, Frankfurt, Ashburn, Ohio or Tokyo endpoints over dedicated lines (Binance and OKX from Tokyo at London, Frankfurt, Ashburn or Ohio; Coinbase from Ashburn at Ohio or Tokyo; Kalshi from Ohio at Tokyo; Polymarket from London at Tokyo) — that dedicated line is what the per-day price pays for. London, Frankfurt, Ashburn, Ohio and Tokyo are the self-serve locations today; more will follow, and enterprise subscriptions already cover further locations and venues. See the enterprise tiers for order entry, T+1 history and monthly API swaps.
How to buy real-time market data
- Pick the venue — Low-latency Binance market data, Coinbase real-time market data, Kalshi real-time market data, Polymarket real-time market data, OKX real-time market data — each page lists its endpoints, line latency, feed contents and price.
- Choose the endpoint nearest your system and the market; the port selects the market (Binance USDT-M (port 14004), Binance Spot (port 14003), Coinbase Spot (port 14006), Kalshi (port 14005), Polymarket (port 14007) and OKX (port 14008)).
- Pick the scope — a single instrument or the whole market (Kalshi and Polymarket are sold as whole markets only) — and the number of UTC days in the configurator; longer runs cost less per day: −10 % from 14 days, −25 % from 30, −37 % from 180, −50 % from 365.
- Pay by card: paid days start at the next 00:00 UTC and the rest of the purchase day is included free, and your API key appears in your account with the endpoint URLs.
- Connect with the connection guide, or hand the machine-readable spec to a coding agent.
The archive behind the feed
Questions about real-time crypto market data
Is real-time crypto market data a subscription?
No — access is bought by the UTC calendar day and nothing renews. €49 per instrument-day or €99 per market-day. A market day covers every instrument of that market, an instrument day only the ones you select. Kalshi and Polymarket are sold as whole markets only — contracts list and settle around the clock, so a market day covers every contract. Longer runs cost less per day: −10 % from 14 days, −25 % from 30, −37 % from 180, −50 % from 365 — €49.50 per market-day on a 365-day run. 3 parallel connections per key and endpoint included (one connection can subscribe to every instrument); +5 more for €10 per day, up to 28, added from your account. Realtime access is paid by card — credits apply to historical data only. Paid days start at the next 00:00 UTC and the rest of the purchase day is included free.
Which venues stream in real time?
Binance, Coinbase, Kalshi, Polymarket and OKX — Low-latency Binance market data, Coinbase real-time market data, Kalshi real-time market data, Polymarket real-time market data, OKX real-time market data. Captured at each venue and delivered at our London, Frankfurt, Ashburn, Ohio or Tokyo endpoints over dedicated lines (Binance and OKX from Tokyo at London, Frankfurt, Ashburn or Ohio; Coinbase from Ashburn at Ohio or Tokyo; Kalshi from Ohio at Tokyo; Polymarket from London at Tokyo). Kalshi and Polymarket are sold as whole markets only. London, Frankfurt, Ashburn, Ohio and Tokyo are the self-serve locations today; more will follow, and enterprise subscriptions already cover further locations and venues.
Is the real-time feed an API?
Yes — a WebSocket API with a documented login and subscribe flow, JSON or SBE encoding and one API key per account; the port selects the market (Binance USDT-M (port 14004), Binance Spot (port 14003), Coinbase Spot (port 14006), Kalshi (port 14005), Polymarket (port 14007) and OKX (port 14008)). The connection guide walks through it with runnable examples, the machine-readable spec is the same document for coding agents, and the instrument directory ships the master data of every market you hold as JSON or CSV. The field-level protocol reference is the market-data specification; the HTTP side — search, coverage, quote, checkout and download of the historical files — is the crypto market data API.
How is the latency of each endpoint measured?
Binance lines: ~69.8 ms Tokyo → London, ~68.2 ms Tokyo → Frankfurt, ~67.7 ms Tokyo → Ashburn and ~64.1 ms Tokyo → Ohio — one-way line latency from the site where the venue is captured to our endpoint — the venue's own latency and the on-ramp to your client come on top. OKX lines: ~69.8 ms Tokyo → London, ~68.2 ms Tokyo → Frankfurt, ~67.7 ms Tokyo → Ashburn and ~64.1 ms Tokyo → Ohio — one-way line latency from the site where the venue is captured to our endpoint — the venue's own latency and the on-ramp to your client come on top. Coinbase lines: ~4.6 ms Ashburn → Ohio and ~67.7 ms Ashburn → Tokyo — one-way line latency from the site where the venue is captured to our endpoint — the venue's own latency and the on-ramp to your client come on top. Kalshi lines: ~64.1 ms Ohio → Tokyo — one-way line latency from the site where the venue is captured to our endpoint — the venue's own latency and the on-ramp to your client come on top. Polymarket lines: ~69.8 ms London → Tokyo — one-way line latency from the site where the venue is captured to our endpoint — the venue's own latency and the on-ramp to your client come on top. Each line is a dedicated route from the capture site to the endpoint; the venue's own delay and the hop from the endpoint to your system come on top. Enterprise subscriptions already cover further locations and venues — see the enterprise tiers.
Does the feed carry both trades and quotes?
Binance USDT-M and OKX serve order book, top of book, trades, mark price, index price, funding rate and liquidations; Binance Spot serves order book, top of book and trades; Coinbase Spot, Kalshi and Polymarket serve order book and trades. A topic a market does not carry never emits there. The order book arrives as a full-depth snapshot on subscribe, then every changed level; trades arrive one by one with side, size and the venue's trade id.
Do historical and real-time data share the same schema?
Yes. The day files in the shop are recordings of this stream — same topics, same normalized schema, same two clocks — so a parser and a strategy written against the historical archive read the live feed unchanged. The schema is documented field by field in the market-data specification.
Is this the same feed as your enterprise and HFT lines?
Yes. The self-serve endpoints hang on the same dedicated lines our own high-frequency trading engine and enterprise feeds use, and they carry the same stream — every message, nothing sampled. The difference is commercial: self-serve access is bought by the UTC day with one API key and covers Binance, Coinbase, Kalshi, Polymarket and OKX at London, Frankfurt, Ashburn, Ohio and Tokyo are the self-serve locations today; more will follow; enterprise subscriptions already cover further locations and venues, plus order entry and T+1 history — see the enterprise tiers.
Can a coding agent implement the WebSocket connection for me?
Yes — hand it the machine-readable spec: login, subscribe, message types and reconnect rules in one markdown document. Give the agent the key through the CRYPTOSTRUCT_REALTIME_API_KEY environment variable, never inside the prompt.