Trade Channel

wss://api.valr.com/ws/trade

The Trade WebSocket channel provides real-time market data including order book updates, trades, and market summaries.

Authentication

The Trade channel supports both authenticated and unauthenticated connections. Unauthenticated connections can receive all market data events but are automatically disconnected after 15 minutes.

To authenticate (optional):

Connection Headers

Authentication is performed by passing HTTP headers during the WebSocket handshake. The following headers are required:

Header	Description
X-VALR-API-KEY	Your API key
X-VALR-SIGNATURE	HMAC-SHA512 signature (see below)
X-VALR-TIMESTAMP	Current Unix timestamp in milliseconds

The signature is computed as:

Signature = HMAC-SHA512(API_SECRET, TIMESTAMP + "GET" + "/ws/trade")

Example connection:

const WebSocket = require('ws');

const headers = {
    'X-VALR-API-KEY': 'YOUR_API_KEY',
    'X-VALR-SIGNATURE': signature,
    'X-VALR-TIMESTAMP': timestamp
};

const ws = new WebSocket('wss://api.valr.com/ws/trade', { headers });

Subscribing to Events

All Trade channel events require an explicit subscription. You can optionally filter by currency pairs:

{
    "type": "SUBSCRIBE",
    "subscriptions": [
        {
            "event": "AGGREGATED_ORDERBOOK_UPDATE",
            "pairs": ["BTCZAR", "ETHZAR"]
        },
        {
            "event": "NEW_TRADE",
            "pairs": ["BTCZAR"]
        },
        {
            "event": "MARKET_SUMMARY_UPDATE"
        }
    ]
}

If pairs is omitted, you receive events for all available currency pairs.

To unsubscribe from an event, send a SUBSCRIBE message with an empty pairs array for that event. This removes all pair subscriptions, effectively unsubscribing you:

{
    "type": "SUBSCRIBE",
    "subscriptions": [
        {
            "event": "AGGREGATED_ORDERBOOK_UPDATE",
            "pairs": []
        }
    ]
}

Events

Event	Description
AGGREGATED_ORDERBOOK_UPDATE	Full order book aggregated by price level
NEW_TRADE	New trades with price, quantity, and taker side
MARKET_SUMMARY_UPDATE	Market statistics including bid/ask, volume, and 24-hour change

Message Format

Trade events include the currency pair in the message:

{
    "type": "EVENT_TYPE",
    "currencyPairSymbol": "BTCZAR",
    "data": { ... }
}

For full payload schemas, see the individual operation pages in the sidebar.