StreamDataResponse

Each message in the stream is a StreamDataResponse. It contains the trade data plus the pair and source identifiers.

Proto definition

proto

// A trade message
message Trade {
  // Price of the trade. Positive decimal string (e.g. "42000.50").
  string price = 1;

  // Quantity of the trade. Positive decimal string (e.g. "0.00123").
  string quantity = 2;

  // Timestamp of the trade in Unix nanoseconds.
  int64 timestamp = 3;
}

// A data message
message StreamDataResponse {
  // The trade data.
  arcfeed.dataservice.v1.Trade trade = 1;

  // The trading pair. Always populated. Format: BASE-QUOTE (e.g. "BTC-USDT").
  string pair = 2;

  // The exchange source. Always populated (e.g. "binance").
  string source = 3;
}

Fields

`trade` — Trade (optional)

The trade data from the exchange. Contains three fields:

Field	Type	Description
`price`	string	Trade price as a decimal string (e.g. `"42000.50"`)
`quantity`	string	Trade quantity as a decimal string (e.g. `"0.00123"`)
`timestamp`	int64	Trade timestamp in Unix nanoseconds

Why strings for price and quantity? Floating-point types cannot represent all decimal values exactly. For financial data, precision is non-negotiable. Arcfeed uses decimal strings to preserve the full precision of the original exchange data.

`pair` — string (always populated)

The trading pair in BASE-QUOTE format (e.g. BTC-USDT). Always present and non-empty.

`source` — string (always populated)

The exchange identifier (e.g. binance). Always present and non-empty. See Supported Exchanges for all possible values.

Example usage

typescript

for await (const response of stream) {
  const { trade, pair, source } = response;

  // trade is optional — always guard before accessing
  if (trade) {
    // Access trade fields
    console.log('price:', trade.price);       // e.g. "42000.50"
    console.log('quantity:', trade.quantity); // e.g. "0.00123"

    // timestamp is a BigInt in TypeScript (int64)
    const ms = Number(trade.timestamp) / 1_000_000;
    console.log('time:', new Date(ms).toISOString());

    // Top-level pair and source
    console.log(`[${source}] ${pair}: ${trade.price} x ${trade.quantity}`);
  }
}