I've looked at various websocket feeds from crpyto exchanges and they in general are like this
{
"jsonrpc": "2.0",
"method": "ticker",
"params": {
"ask": "0.054464",
"bid": "0.054463",
"last": "0.054463",
"open": "0.057133",
"low": "0.053615",
"high": "0.057559",
"volume": "33068.346",
"volumeQuote": "1832.687530809",
"timestamp": "2017-10-19T15:45:44.941Z",
"symbol": "ETHBTC"
}
}
As i understand a ticket is a feed on every price change.. so sure enough the wss feed streams updates for the coin pair as the price changes.
What is not clear is what do the open
, high
, low
, last
fields represent ? The open of what ? Since the previous price change just milliseconds ago ?
Can someone explain wither from a polled REST feed or streamed websocket feed what these numbers are really referring to please given the gap bet between received data is so short ?