Mark Price

Futures-specific channel that pushes mark price, index price, last traded price, funding rate, and related information.

• Channel Format:
  • Default frequency (3-second sampling): {symbol}@markPrice
  • High frequency (1-second real-time): {symbol}@markPrice@1s
• Access: Public

Subscribe Request

{
  "op": "subscribe",
  "args": [
    "BTC_USDT@markPrice",
    "BTC_USDT@markPrice@1s"
  ]
}

Unsubscribe

{
  "op": "unsubscribe",
  "args": ["BTC_USDT@markPrice"]
}

Push Example

{
  "ch": "BTC_USDT@markPrice@1s",
  "d": {
    "s": "BTC_USDT",
    "i": "49010.50",
    "m": "49012.34",
    "l": "49015.00",
    "f": "0.00010000",
    "n": 1768208915166,
    "t": 1768205315166
  }
}

Push Fields

Field	Type	Description
s	string	Trading pair
i	string	Index price
m	string	Mark price
l	string	Latest trade price
f	string	Funding rate
n	number	Next funding settlement time (milliseconds)
t	number	Timestamp (milliseconds)

Notes

• Mark price is used for liquidation and unrealized PnL calculations.
• @markPrice: pushed every 3 seconds by sampling.
• @markPrice@1s: pushed in real time for each update.
• kafka.topics.markPrice is an optional configuration. If unset, mark price is not pushed.