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The Price API streams real-time indicative prices from Bebop’s market makers over WebSocket. Each message contains a full snapshot of pricing across all supported pairs on a network, encoded as Protocol Buffers for compact, low-latency delivery.

When to Use

  • You need real-time indicative prices for pre-trade estimation before requesting a firm quote from the RFQ API
  • You are building a solver or aggregator that evaluates Bebop liquidity continuously without consuming quote rate limits
  • You want a live order book view of Bebop’s aggregated market maker depth across all pairs on a network

At a Glance

TransportWebSocket
AuthenticationAPI key
ComplexityMedium - protobuf decoding + connection management

How It Works

StepActionYou sendYou get back
1ConnectWebSocket URL + API key + pricing modeConnection established
2Receive messages-Protobuf-encoded price snapshots for all pairs
3DecodeProtobuf message → language bindingsBid/ask depth levels per pair, ordered best-first
See the Reference for a detailed pricing mode and expiry comparison.

Key Endpoints

EndpointPurpose
wss://api.bebop.xyz/pmm/{network}/v3/pricingStreaming price connection
GET /pmm/{network}/v3/tokenlistResolve token symbols to contract addresses for pair matching

Next Steps

Quickstart

Connect, decode, and process the pricing stream in 10-15 minutes.

Estimating VWAP

Estimate execution prices for specific trade sizes without requesting a firm quote.