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Impact Price

Impact price calculations for a given notional size, sent as periodic snapshots.

{"method": "subscribe", "subscription": {"type": "impactPrice", "coin": "BTC", "notional": "10000"}}

The interval field is optional (default "1s"). Valid values: "500ms", "1s".

Maximum notional is $100,000,000.

Data format: ImpactPriceData

{"channel": "impactPrice", "data": {"coin": "BTC", "notional": "10000", "buyImpactPx": "65100.5", "sellImpactPx": "64900.3", "time": 1699900000000}}

Impact prices are calculated by simulating a market order of the specified notional size. If the book doesn't have enough liquidity, the corresponding price will be null.