Polygon.io crypto posts

crypto-schemas.js

// Crypto QUOTE:
const QUOTE = {
    "ev": "XQ",             // Event Type
    "pair": "BTC-USD",      // Crpyto Pair
    "lp": 6001.20,          // Last Trade Price
    "ls": 1.05              // Last Trade Size
    "bp": 6001.09,          // Bid Price
    "bs": 1.0003,           // Bid Size
    "ap": 6001.115,         // Ask Price
    "as": 3.0204005,        // Ask Size
    "t": 1342342342342,     // Exchange Timestamp Unix ( ms )
    "x": 3,                 // Exchange ID
    "r": 1234134124123      // Received @ Polygon Timestamp
}

// Crypto TRADE:
const TRADE = {
    "ev": "XT",             // Event Type
    "pair": "BTC-USD",      // Crypto Pair
    "p": 6006.4,            // Price
    "t": 1342342342342,     // Timestamp Unix ( ms )
    "s": 3.15,              // Size
    "c": [0],               // Condition
    "i": "someid"           // Trade ID ( Optional )
    "x": 3,                 // Exchange ID
    "r": 1234134124123      // Received @ Polygon Timestamp
}

// Crypto AGGREGATE:
const AGGREGATE = {
    "ev": "XA",             // Event Type
    "pair": "BTC-USD",      // Crypto Pair
    "o": 6443.517,          // Open Price
    "ox": 2,                // Open Exchange
    "h": 6446.0196,         // High Price
    "hx": 7,                // High Exchange
    "l": 6282.72,           // Low Price
    "lx": 6,                // Low Exchange
    "c": 6442.74,           // Close Price
    "cx": 4,                // Close Exchange
    "v": 70.3761311,        // Volume of Trades in Tick
    "s": 1542098700000      // Tick Start Timestamp
    "e": 1542098760000      // Tick End Timestamp
}

// Crypto SIP ( NBBO ):
const SIP = {
    "ev": "XS",             // Event Type
    "pair": "BTC-USD",      // Crypto Pair
    "as": 1.94892535,       // Ask Size
    "ap": 6277.91,          // Ask Price
    "ax": 6,                // Ask Exchange
    "bs": 0.01555,          // Bid Size
    "bp": 6446.17,          // Bid Price
    "bx": 10,               // Bid Exchange
    "t": 1542098700000      // Tick Start Timestamp
}

// Crypto LEVEL2:
const LEVEL2 = {
    "ev": "XL2",                // Event Type
    "pair": "BTC-USD",          // Crypto Pair
    "b": [[ 6001.00, 1.432 ],   // Bid Prices ( 100 depth cap )
        [ 6000.98, 4.665 ],     // [ Price, Size ]
        [ 5999.30, .432434 ]],                  
    "a": [[ 6001.10, 2.2 ],     // Ask Prices ( 100 depth cap )
        [ 6001.45, 1.405 ],     // [ Price, Size ]
        [ 6002.10, 10.43 ]],
    "t": 1342342342342,         // Timestamp Unix ( ms )
    "x": 11,                    // Exchange ID
    "r": 1234134124123          // Tick Received @ Polygon Timestamp
}