> ## Documentation Index > Fetch the complete documentation index at: https://docs.architect.exchange/llms.txt > Use this file to discover all available pages before exploring further. # Websocket marketdata ## Quickstart ### 1. Get a token ```bash theme={null} curl -s -X POST https://gateway.sandbox.architect.exchange/api/authenticate \ -H "Content-Type: application/json" \ -d '{"api_key":"YOUR_KEY","api_secret":"YOUR_SECRET","expiration_seconds":3600}' # Response: {"token":""} ``` ### 2. Connect to the WebSocket Pass the token as an `Authorization` header on the WebSocket upgrade request. Invalid or missing tokens are rejected with HTTP 401 before the connection is established. ```bash wscat theme={null} # Store the token TOKEN=$(curl -s -X POST https://gateway.sandbox.architect.exchange/api/authenticate \ -H "Content-Type: application/json" \ -d '{"api_key":"YOUR_KEY","api_secret":"YOUR_SECRET","expiration_seconds":3600}' \ | python3 -c "import sys,json; print(json.load(sys.stdin)['token'])") # Connect wscat -c wss://gateway.sandbox.architect.exchange/md/ws \ -H "Authorization: Bearer $TOKEN" ``` ```bash websocat theme={null} # Store the token TOKEN=$(curl -s -X POST https://gateway.sandbox.architect.exchange/api/authenticate \ -H "Content-Type: application/json" \ -d '{"api_key":"YOUR_KEY","api_secret":"YOUR_SECRET","expiration_seconds":3600}' \ | python3 -c "import sys,json; print(json.load(sys.stdin)['token'])") # Connect websocat -H="Authorization: Bearer $TOKEN" \ wss://gateway.sandbox.architect.exchange/md/ws ``` Replace `gateway.sandbox.architect.exchange` with `gateway.architect.exchange` for production. ### 3. Subscribe Once connected, send a subscribe message to start receiving market data: ```json theme={null} {"rid":1,"type":"subscribe","symbol":"XAU-PERP","level":"LEVEL_2"} ``` Subscribe to trades only — no order book or ticker — with `level: "TRADES"`: ```json theme={null} {"rid":2,"type":"subscribe","symbol":"XAU-PERP","level":"TRADES"} ``` For a book-level subscription, the optional `trades` and `ticker` fields (both default `true`) independently suppress trade or ticker delivery. For example, a book-only feed (no trades, no ticker): ```json theme={null} {"rid":3,"type":"subscribe","symbol":"XAU-PERP","level":"LEVEL_2","trades":false,"ticker":false} ``` Subscribe to candles for a symbol and interval: ```json theme={null} {"rid":4,"type":"subscribe_candles","symbol":"XAU-PERP","width":"1m"} ``` After a successful `subscribe` at a book level (`LEVEL_1`/`LEVEL_2`/`LEVEL_3`), you receive: * Ticker updates (`t = "s"`) — unless `ticker: false` * Trade updates (`t = "t"`) — unless `trades: false` * Order book updates matching your selected `level`: * `LEVEL_1` -> `t = "1"` * `LEVEL_2` -> `t = "2"` * `LEVEL_3` -> `t = "3"` After a successful `subscribe` at `level: "TRADES"`, you receive only trade updates (`t = "t"`) — no ticker or order book events. The `trades` and `ticker` fields have no effect on a `TRADES` subscription. After a successful `subscribe_candles`, you receive candle updates (`t = "c"`). ## Details ### Request ID (`rid`) * `rid` is used to correlate request/response pairs. * Server acknowledgements and request errors include the same `rid` as your request. * Market data events do not include `rid`. ### Symbol fields in events * Ticker, trade, and order book events use `s` for symbol. * Candle events use `symbol`. ### Estimated funding rate * Ticker events (`t = "s"`) carry an optional `ef` object with the live estimated funding rate, present only for symbols that have a live index feed configured (e.g. WTI-PERP). * `ef.status` is one of `ready`, `settlement_pending`, or `unavailable`: * `ready` — a current estimate is available. All numeric fields (`funding_rate`, `funding_amount`, `benchmark_price`, `settlement_price`) are populated and `ef.reason` is absent. * `settlement_pending` — funding settlement is in progress for the symbol, so the live estimate is temporarily suppressed. The numeric fields are null and `ef.reason` indicates a settlement is pending. * `unavailable` — no current estimate can be produced. The numeric fields are null and `ef.reason` explains why — for example the index or mark price data needed for the estimate is not yet available, is insufficient, or is too stale, or no estimate has been published for the symbol yet. * When no estimate applies to a symbol, the `ef` field is omitted entirely. ```json theme={null} { "t": "s", "ts": 1609459200, "tn": 123456789, "s": "WTI-PERP", "ef": { "symbol": "WTI-PERP", "status": "ready", "funding_rate": "0.00012", "funding_amount": "6.00", "benchmark_price": "50005.00", "settlement_price": "50010.00", "timestamp": "2021-01-01T00:00:00Z" } } ``` ### Heartbeat events * The server emits heartbeat events (`t = "h"`): ```json theme={null} { "t": "h", "ts": 1609459200, "tn": 123456789 } ``` Use heartbeat and market data flow to monitor connection health. ## AsyncAPI ````yaml openapi/asyncapi-marketdata-publisher.bundled.json marketdata id: marketdata title: Marketdata description: '' servers: - id: production protocol: wss host: gateway.sandbox.architect.exchange bindings: [] variables: [] address: /md/ws parameters: [] bindings: [] operations: - &ref_1 id: clientRequest title: Client request type: receive messages: - &ref_4 id: subscribeRequest contentType: application/json payload: - name: Subscribe Request description: Subscribe to market data for a symbol type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: type type: string description: Request type required: true - name: symbol type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) required: true - name: level type: string description: >- Orderbook depth level. LEVEL_1/LEVEL_2/LEVEL_3 deliver order book updates, ticker, and trades; TRADES delivers only trade prints. enumValues: - LEVEL_1 - LEVEL_2 - LEVEL_3 - TRADES required: true - name: trades type: boolean description: >- For a book level, whether to deliver trade prints. Set false for a book-only feed. No effect on a TRADES subscription. required: false - name: ticker type: boolean description: >- For a book level, whether to deliver periodic ticker updates. Set false to receive book (and trades) without the ticker. No effect on a TRADES subscription. required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid - type - symbol - level properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: type: type: string const: subscribe description: Request type x-parser-schema-id: symbol: type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) x-parser-schema-id: level: type: string enum: - LEVEL_1 - LEVEL_2 - LEVEL_3 - TRADES description: >- Orderbook depth level. LEVEL_1/LEVEL_2/LEVEL_3 deliver order book updates, ticker, and trades; TRADES delivers only trade prints. x-parser-schema-id: trades: type: boolean default: true description: >- For a book level, whether to deliver trade prints. Set false for a book-only feed. No effect on a TRADES subscription. x-parser-schema-id: ticker: type: boolean default: true description: >- For a book level, whether to deliver periodic ticker updates. Set false to receive book (and trades) without the ticker. No effect on a TRADES subscription. x-parser-schema-id: x-parser-schema-id: title: Subscribe Request description: Subscribe to market data for a symbol example: |- { "rid": 2, "type": "subscribe", "symbol": "XAU-PERP", "level": "LEVEL_2" } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribeRequest - &ref_5 id: unsubscribeRequest contentType: application/json payload: - name: Unsubscribe Request description: Unsubscribe from market data for a symbol type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: type type: string description: Request type required: true - name: symbol type: string description: Instrument symbol to unsubscribe from required: true headers: [] jsonPayloadSchema: schema: type: object required: - rid - type - symbol properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: type: type: string const: unsubscribe description: Request type x-parser-schema-id: symbol: type: string description: Instrument symbol to unsubscribe from x-parser-schema-id: x-parser-schema-id: title: Unsubscribe Request description: Unsubscribe from market data for a symbol example: |- { "rid": 3, "type": "unsubscribe", "symbol": "XAU-PERP" } bindings: [] extensions: - id: x-parser-unique-object-id value: unsubscribeRequest - &ref_6 id: subscribeCandleRequest contentType: application/json payload: - name: Subscribe Candle Request description: Subscribe to candle updates on a symbol and width type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: type type: string description: Request type required: true - name: symbol type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) required: true - name: width type: string description: Candle width for subscription enumValues: - 1s - 5s - 1m - 5m - 15m - 1h - 1d required: true headers: [] jsonPayloadSchema: schema: type: object required: - rid - type - symbol - width properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: type: type: string const: subscribe_candles description: Request type x-parser-schema-id: symbol: type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) x-parser-schema-id: width: type: string enum: - 1s - 5s - 1m - 5m - 15m - 1h - 1d description: Candle width for subscription x-parser-schema-id: x-parser-schema-id: title: Subscribe Candle Request description: Subscribe to candle updates on a symbol and width example: |- { "rid": 4, "type": "subscribe_candles", "symbol": "XAU-PERP", "width": "1m" } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribeCandleRequest - &ref_7 id: unsubscribeCandleRequest contentType: application/json payload: - name: Unsubscribe Candle Request description: Unsubscribe from candle updates on a symbol and width type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: type type: string description: Request type required: true - name: symbol type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) required: true - name: width type: string description: Candle width for subscription enumValues: - 1s - 5s - 1m - 5m - 15m - 1h - 1d required: true headers: [] jsonPayloadSchema: schema: type: object required: - rid - type - symbol - width properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: type: type: string const: unsubscribe_candles description: Request type x-parser-schema-id: symbol: type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) x-parser-schema-id: width: type: string enum: - 1s - 5s - 1m - 5m - 15m - 1h - 1d description: Candle width for subscription x-parser-schema-id: x-parser-schema-id: title: Unsubscribe Candle Request description: Unsubscribe from candle updates on a symbol and width example: |- { "rid": 5, "type": "unsubscribe_candles", "symbol": "XAU-PERP", "width": "1m" } bindings: [] extensions: - id: x-parser-unique-object-id value: unsubscribeCandleRequest - &ref_8 id: subscribeBboCandleRequest contentType: application/json payload: - name: Subscribe BBO Candles Request description: >- Subscribe to BBO (Best Bid and Offer) candle updates on a symbol and width type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: type type: string description: Request type required: true - name: symbol type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) required: true - name: width type: string description: Candle width for subscription enumValues: - 1s - 5s - 1m - 5m - 15m - 1h - 1d required: true headers: [] jsonPayloadSchema: schema: type: object required: - rid - type - symbol - width properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: type: type: string const: subscribe_bbo_candles description: Request type x-parser-schema-id: symbol: type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) x-parser-schema-id: width: type: string enum: - 1s - 5s - 1m - 5m - 15m - 1h - 1d description: Candle width for subscription x-parser-schema-id: x-parser-schema-id: title: Subscribe BBO Candles Request description: >- Subscribe to BBO (Best Bid and Offer) candle updates on a symbol and width example: |- { "rid": 6, "type": "subscribe_bbo_candles", "symbol": "XAU-PERP", "width": "1m" } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribeBboCandleRequest - &ref_9 id: unsubscribeBboCandleRequest contentType: application/json payload: - name: Unsubscribe BBO Candles Request description: Unsubscribe from BBO candle updates on a symbol and width type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: type type: string description: Request type required: true - name: symbol type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) required: true - name: width type: string description: Candle width for subscription enumValues: - 1s - 5s - 1m - 5m - 15m - 1h - 1d required: true headers: [] jsonPayloadSchema: schema: type: object required: - rid - type - symbol - width properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: type: type: string const: unsubscribe_bbo_candles description: Request type x-parser-schema-id: symbol: type: string description: Instrument symbol (e.g. XAU-PERP, XAG-PERP) x-parser-schema-id: width: type: string enum: - 1s - 5s - 1m - 5m - 15m - 1h - 1d description: Candle width for subscription x-parser-schema-id: x-parser-schema-id: title: Unsubscribe BBO Candles Request description: Unsubscribe from BBO candle updates on a symbol and width example: |- { "rid": 7, "type": "unsubscribe_bbo_candles", "symbol": "XAU-PERP", "width": "1m" } bindings: [] extensions: - id: x-parser-unique-object-id value: unsubscribeBboCandleRequest bindings: [] extensions: &ref_0 - id: x-parser-unique-object-id value: marketdata - &ref_2 id: serverResponse title: Server response type: send messages: - &ref_10 id: successResponse contentType: application/json payload: - name: Success Response description: Confirmation of a successful client request type: object properties: - name: rid type: integer description: Request ID matching the original request required: true - name: result type: object description: Success result information required: true headers: [] jsonPayloadSchema: schema: type: object required: - rid - result properties: rid: type: integer description: Request ID matching the original request x-parser-schema-id: result: type: object description: Success result information additionalProperties: type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Success Response description: Confirmation of a successful client request example: |- { "rid": 2, "result": { "subscribed": "XAU-PERP" } } bindings: [] extensions: - id: x-parser-unique-object-id value: successResponse - &ref_11 id: errorResponse contentType: application/json payload: - name: Error Response description: Response indicating a failed client request type: object properties: - name: rid type: integer description: Request ID matching the original request required: true - name: error type: object required: true properties: - name: message type: string description: Error message required: true - name: code type: integer description: Error code required: true headers: [] jsonPayloadSchema: schema: type: object required: - rid - error properties: rid: type: integer description: Request ID matching the original request x-parser-schema-id: error: type: object required: - message - code properties: message: type: string description: Error message x-parser-schema-id: code: type: integer description: Error code x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Error Response description: Response indicating a failed client request example: |- { "rid": 2, "error": { "message": "Symbol XAU-PERP is not available", "code": 404 } } bindings: [] extensions: - id: x-parser-unique-object-id value: errorResponse bindings: [] extensions: *ref_0 - &ref_3 id: serverEvent title: Server event type: send messages: - &ref_12 id: heartbeatEvent contentType: application/json payload: - name: Heartbeat Event description: Heartbeat/timestamp event (t="h") type: object properties: - name: t type: string description: Message type (heartbeat) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn properties: t: type: string const: h description: Message type (heartbeat) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: title: Heartbeat Event description: Heartbeat/timestamp event (t="h") example: |- { "t": "h", "ts": 1609459200, "tn": 123456789 } bindings: [] extensions: - id: x-parser-unique-object-id value: heartbeatEvent - &ref_13 id: tickerEvent contentType: application/json payload: - name: Ticker Event description: Ticker statistics update (t="s") type: object properties: - name: t type: string description: Message type (ticker) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: s type: string description: Instrument symbol required: true - name: p type: string description: Last trade price in USD required: false - name: q type: integer description: Last trade quantity in contracts required: true - name: o type: string description: Session open price in USD required: false - name: l type: string description: Session low price in USD required: false - name: h type: string description: Session high price in USD required: false - name: v type: integer description: Total volume in contracts required: true - name: oi type: integer description: Open interest in contracts required: true - name: m type: string description: Mark price in USD required: true - name: i type: string description: Instrument state enumValues: - CLOSED_FROZEN - PRE_OPEN - OPEN - CLOSED - DELISTED - HALTED - MATCH_AND_CLOSE_AUCTION - UNKNOWN required: true - name: pl type: string description: Price band lower limit required: false - name: pu type: string description: Price band upper limit required: false - name: lsp type: string description: Last settlement price required: false - name: lst type: integer description: Last settlement time as epoch seconds required: false - name: ef type: object description: >- Live estimated funding rate, present only when a live index feed is configured for this symbol. The numeric fields are populated only when `status` is `ready`. required: false properties: - name: symbol type: string description: Instrument symbol required: true - name: status type: string description: >- Estimate availability. `ready` — a current estimate is available and the numeric fields are populated. `settlement_pending` — funding settlement is in progress for the symbol, so the estimate is temporarily suppressed; numeric fields are null and `reason` indicates settlement is pending. `unavailable` — no current estimate can be produced; numeric fields are null and `reason` explains why (e.g. the index or mark price data is not yet available, is insufficient, or is too stale, or no estimate has been published yet). enumValues: - ready - settlement_pending - unavailable required: true - name: reason type: string description: >- Human-readable explanation, present when no estimate is available required: false - name: funding_rate type: string description: Estimated funding rate required: false - name: funding_amount type: string description: Estimated funding amount per contract in USD required: false - name: benchmark_price type: string description: Benchmark (index) price used for the estimate in USD required: false - name: settlement_price type: string description: Settlement (mark) price used for the estimate in USD required: false - name: timestamp type: string description: Time the estimate was computed (RFC 3339) required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - s - q - v - oi - m - i properties: t: type: string const: s description: Message type (ticker) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: s: type: string description: Instrument symbol x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Last trade price in USD x-parser-schema-id: q: type: integer format: uint64 description: Last trade quantity in contracts x-parser-schema-id: o: type: string pattern: ^-?\d+(\.\d+)?$ description: Session open price in USD x-parser-schema-id: l: type: string pattern: ^-?\d+(\.\d+)?$ description: Session low price in USD x-parser-schema-id: h: type: string pattern: ^-?\d+(\.\d+)?$ description: Session high price in USD x-parser-schema-id: v: type: integer format: uint64 description: Total volume in contracts x-parser-schema-id: oi: type: integer format: uint64 description: Open interest in contracts x-parser-schema-id: m: type: string pattern: ^-?\d+(\.\d+)?$ description: Mark price in USD x-parser-schema-id: i: type: string enum: - CLOSED_FROZEN - PRE_OPEN - OPEN - CLOSED - DELISTED - HALTED - MATCH_AND_CLOSE_AUCTION - UNKNOWN description: Instrument state x-parser-schema-id: pl: type: string pattern: ^-?\d+(\.\d+)?$ description: Price band lower limit x-parser-schema-id: pu: type: string pattern: ^-?\d+(\.\d+)?$ description: Price band upper limit x-parser-schema-id: lsp: type: string pattern: ^-?\d+(\.\d+)?$ description: Last settlement price x-parser-schema-id: lst: type: integer format: int32 description: Last settlement time as epoch seconds x-parser-schema-id: ef: type: object description: >- Live estimated funding rate, present only when a live index feed is configured for this symbol. The numeric fields are populated only when `status` is `ready`. required: - symbol - status - timestamp properties: symbol: type: string description: Instrument symbol x-parser-schema-id: status: type: string enum: - ready - settlement_pending - unavailable description: >- Estimate availability. `ready` — a current estimate is available and the numeric fields are populated. `settlement_pending` — funding settlement is in progress for the symbol, so the estimate is temporarily suppressed; numeric fields are null and `reason` indicates settlement is pending. `unavailable` — no current estimate can be produced; numeric fields are null and `reason` explains why (e.g. the index or mark price data is not yet available, is insufficient, or is too stale, or no estimate has been published yet). x-parser-schema-id: reason: type: string description: >- Human-readable explanation, present when no estimate is available x-parser-schema-id: funding_rate: type: string pattern: ^-?\d+(\.\d+)?$ description: Estimated funding rate x-parser-schema-id: funding_amount: type: string pattern: ^-?\d+(\.\d+)?$ description: Estimated funding amount per contract in USD x-parser-schema-id: benchmark_price: type: string pattern: ^-?\d+(\.\d+)?$ description: Benchmark (index) price used for the estimate in USD x-parser-schema-id: settlement_price: type: string pattern: ^-?\d+(\.\d+)?$ description: Settlement (mark) price used for the estimate in USD x-parser-schema-id: timestamp: type: string format: date-time description: Time the estimate was computed (RFC 3339) x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Ticker Event description: Ticker statistics update (t="s") example: |- { "t": "s", "ts": 1609459200, "tn": 123456789, "s": "XAU-PERP", "p": "50000.00", "q": 100, "o": "49500.00", "l": "49000.00", "h": "50500.00", "v": 125000, "oi": 50000, "m": "50010.00", "i": "OPEN", "pl": "47500.00", "pu": "52500.00", "ef": { "symbol": "XAU-PERP", "status": "ready", "funding_rate": "0.00012", "funding_amount": "6.00", "benchmark_price": "50005.00", "settlement_price": "50010.00", "timestamp": "2021-01-01T00:00:00Z" } } bindings: [] extensions: - id: x-parser-unique-object-id value: tickerEvent - &ref_14 id: tradeEvent contentType: application/json payload: - name: Trade Event description: Trade event (t="t") type: object properties: - name: t type: string description: Message type (trade) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: s type: string description: Instrument symbol required: true - name: p type: string description: Trade price in USD required: true - name: q type: integer description: Trade quantity in contracts required: true - name: d type: string description: Taker side of the trade, "B" for buy and "S" for sell enumValues: - B - S required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - p - q - s - d properties: t: type: string const: t description: Message type (trade) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: s: type: string description: Instrument symbol x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Trade price in USD x-parser-schema-id: q: type: integer format: uint64 description: Trade quantity in contracts x-parser-schema-id: d: type: string description: Taker side of the trade, "B" for buy and "S" for sell enum: - B - S x-parser-schema-id: x-parser-schema-id: title: Trade Event description: Trade event (t="t") example: |- { "t": "t", "ts": 1609459200, "tn": 123456789, "s": "XAU-PERP", "p": "50000.00", "q": 100, "d": "B" } bindings: [] extensions: - id: x-parser-unique-object-id value: tradeEvent - &ref_15 id: candleEvent contentType: application/json payload: - name: Candle Event description: Candle update (t="c") type: object properties: - name: t type: string description: Message type (candle) required: true - name: symbol type: string description: Instrument symbol required: true - name: ts type: integer description: >- Timestamp seconds of the start of the interval this candle spans required: true - name: open type: string description: Open price as decimal string required: true - name: high type: string description: High price as decimal string required: true - name: low type: string description: Low price as decimal string required: true - name: close type: string description: >- Close price as decimal string (if candle is still current, then latest trade price) required: true - name: buy_volume type: integer description: Total volume within candle interval on buy side required: true - name: sell_volume type: integer description: Total volume within candle interval on sell side required: true - name: volume type: integer description: Total volume within candle interval required: true - name: width type: string description: Duration after start timestamp this candle spans enumValues: - 1s - 5s - 1m - 5m - 15m - 1h - 1d required: true headers: [] jsonPayloadSchema: schema: type: object description: Candle summarizing market movement over an interval required: - t - symbol - ts - open - high - low - close - buy_volume - sell_volume - volume - width properties: t: type: string const: c description: Message type (candle) x-parser-schema-id: symbol: type: string description: Instrument symbol x-parser-schema-id: ts: type: integer description: >- Timestamp seconds of the start of the interval this candle spans x-parser-schema-id: open: type: string pattern: ^-?\d+(\.\d+)?$ description: Open price as decimal string x-parser-schema-id: high: type: string pattern: ^-?\d+(\.\d+)?$ description: High price as decimal string x-parser-schema-id: low: type: string pattern: ^-?\d+(\.\d+)?$ description: Low price as decimal string x-parser-schema-id: close: type: string pattern: ^-?\d+(\.\d+)?$ description: >- Close price as decimal string (if candle is still current, then latest trade price) x-parser-schema-id: buy_volume: type: integer format: int64 description: Total volume within candle interval on buy side x-parser-schema-id: sell_volume: type: integer format: int64 description: Total volume within candle interval on sell side x-parser-schema-id: volume: type: integer format: int64 description: Total volume within candle interval x-parser-schema-id: width: type: string enum: - 1s - 5s - 1m - 5m - 15m - 1h - 1d description: Duration after start timestamp this candle spans x-parser-schema-id: x-parser-schema-id: title: Candle Event description: Candle update (t="c") example: |- { "t": "c", "symbol": "XAU-PERP", "ts": 123456789, "open": "49500.00", "low": "49000.00", "high": "50500.00", "close": "50000.00", "volume": 5000, "buy_volume": 3000, "sell_volume": 2000, "width": "1m" } bindings: [] extensions: - id: x-parser-unique-object-id value: candleEvent - &ref_16 id: bboCandleEvent contentType: application/json payload: - name: BBO Candle Event description: BBO (Best Bid and Offer) candle update (t="bc") type: object properties: - name: t type: string description: Message type (BBO candle) required: true - name: symbol type: string description: Instrument symbol required: true - name: ts type: integer description: >- Timestamp seconds of the start of the interval this candle spans required: true - name: bid_open type: string description: Best bid price at the start of the interval required: false - name: bid_high type: string description: Highest best bid price during the interval required: false - name: bid_low type: string description: Lowest best bid price during the interval required: false - name: bid_close type: string description: Best bid price at the end of the interval required: false - name: ask_open type: string description: Best ask price at the start of the interval required: false - name: ask_high type: string description: Highest best ask price during the interval required: false - name: ask_low type: string description: Lowest best ask price during the interval required: false - name: ask_close type: string description: Best ask price at the end of the interval required: false - name: mid_open type: string description: Mid-price ((bid + ask) / 2) at the start of the interval required: false - name: mid_high type: string description: Highest mid-price during the interval required: false - name: mid_low type: string description: Lowest mid-price during the interval required: false - name: mid_close type: string description: Mid-price at the end of the interval required: false - name: width type: string description: Duration after start timestamp this candle spans enumValues: - 1s - 5s - 1m - 5m - 15m - 1h - 1d required: true headers: [] jsonPayloadSchema: schema: type: object description: >- BBO candle derived from order book state over an interval. Tracks OHLC values for the best bid, best ask, and mid-price independently. Unlike trade candles, BBO candles reflect quoting activity rather than executed trades. required: - t - symbol - ts - width properties: t: type: string const: bc description: Message type (BBO candle) x-parser-schema-id: symbol: type: string description: Instrument symbol x-parser-schema-id: ts: type: integer description: >- Timestamp seconds of the start of the interval this candle spans x-parser-schema-id: bid_open: type: string pattern: ^-?\d+(\.\d+)?$ description: Best bid price at the start of the interval nullable: true x-parser-schema-id: bid_high: type: string pattern: ^-?\d+(\.\d+)?$ description: Highest best bid price during the interval nullable: true x-parser-schema-id: bid_low: type: string pattern: ^-?\d+(\.\d+)?$ description: Lowest best bid price during the interval nullable: true x-parser-schema-id: bid_close: type: string pattern: ^-?\d+(\.\d+)?$ description: Best bid price at the end of the interval nullable: true x-parser-schema-id: ask_open: type: string pattern: ^-?\d+(\.\d+)?$ description: Best ask price at the start of the interval nullable: true x-parser-schema-id: ask_high: type: string pattern: ^-?\d+(\.\d+)?$ description: Highest best ask price during the interval nullable: true x-parser-schema-id: ask_low: type: string pattern: ^-?\d+(\.\d+)?$ description: Lowest best ask price during the interval nullable: true x-parser-schema-id: ask_close: type: string pattern: ^-?\d+(\.\d+)?$ description: Best ask price at the end of the interval nullable: true x-parser-schema-id: mid_open: type: string pattern: ^-?\d+(\.\d+)?$ description: Mid-price ((bid + ask) / 2) at the start of the interval nullable: true x-parser-schema-id: mid_high: type: string pattern: ^-?\d+(\.\d+)?$ description: Highest mid-price during the interval nullable: true x-parser-schema-id: mid_low: type: string pattern: ^-?\d+(\.\d+)?$ description: Lowest mid-price during the interval nullable: true x-parser-schema-id: mid_close: type: string pattern: ^-?\d+(\.\d+)?$ description: Mid-price at the end of the interval nullable: true x-parser-schema-id: width: type: string enum: - 1s - 5s - 1m - 5m - 15m - 1h - 1d description: Duration after start timestamp this candle spans x-parser-schema-id: x-parser-schema-id: title: BBO Candle Event description: BBO (Best Bid and Offer) candle update (t="bc") example: |- { "t": "bc", "symbol": "XAU-PERP", "ts": 123456789, "bid_open": "49990.00", "bid_high": "50010.00", "bid_low": "49980.00", "bid_close": "50000.00", "ask_open": "50010.00", "ask_high": "50030.00", "ask_low": "50000.00", "ask_close": "50020.00", "mid_open": "50000.00", "mid_high": "50020.00", "mid_low": "49990.00", "mid_close": "50010.00", "width": "1m" } bindings: [] extensions: - id: x-parser-unique-object-id value: bboCandleEvent - &ref_17 id: l1BookUpdateEvent contentType: application/json payload: - name: Level 1 Book Update Event description: Level 1 orderbook update - best bid/ask (t="1") type: object properties: - name: t type: string description: Message type (L1 book update) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: s type: string description: Instrument symbol required: true - name: b type: array description: Bid levels (best bid only for L1) required: true properties: - name: p type: string description: Price as decimal string required: true - name: q type: integer description: Total quantity at this price level required: true - name: a type: array description: Ask levels (best ask only for L1) required: true properties: - name: p type: string description: Price as decimal string required: true - name: q type: integer description: Total quantity at this price level required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - s - b - a properties: t: type: string const: '1' description: Message type (L1 book update) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: s: type: string description: Instrument symbol x-parser-schema-id: b: type: array description: Bid levels (best bid only for L1) items: type: object description: Aggregated price level in L2 orderbook required: - p - q properties: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Total quantity at this price level x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: a: type: array description: Ask levels (best ask only for L1) items: type: object description: Aggregated price level in L2 orderbook required: - p - q properties: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Total quantity at this price level x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Level 1 Book Update Event description: Level 1 orderbook update - best bid/ask (t="1") example: |- { "t": "1", "ts": 1609459200, "tn": 123456789, "s": "XAU-PERP", "b": [ { "p": "49999.50", "q": 500 } ], "a": [ { "p": "50000.50", "q": 300 } ] } bindings: [] extensions: - id: x-parser-unique-object-id value: l1BookUpdateEvent - &ref_18 id: l2BookUpdateEvent contentType: application/json payload: - name: Level 2 Book Update Event description: Level 2 orderbook update - aggregated price levels (t="2") type: object properties: - name: t type: string description: Message type (L2 book update) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: s type: string description: Instrument symbol required: true - name: b type: array description: Bid levels (aggregated by price) required: true properties: - name: p type: string description: Price as decimal string required: true - name: q type: integer description: Total quantity at this price level required: true - name: a type: array description: Ask levels (aggregated by price) required: true properties: - name: p type: string description: Price as decimal string required: true - name: q type: integer description: Total quantity at this price level required: true - name: st type: boolean description: Whether this update is a full snapshot required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - s - b - a - st properties: t: type: string const: '2' description: Message type (L2 book update) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: s: type: string description: Instrument symbol x-parser-schema-id: b: type: array description: Bid levels (aggregated by price) items: type: object description: Aggregated price level in L2 orderbook required: - p - q properties: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Total quantity at this price level x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: a: type: array description: Ask levels (aggregated by price) items: type: object description: Aggregated price level in L2 orderbook required: - p - q properties: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Total quantity at this price level x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: st: type: boolean description: Whether this update is a full snapshot x-parser-schema-id: x-parser-schema-id: title: Level 2 Book Update Event description: Level 2 orderbook update - aggregated price levels (t="2") example: |- { "t": "2", "ts": 1609459200, "tn": 123456789, "s": "XAU-PERP", "b": [ { "p": "49999.50", "q": 500 }, { "p": "49999.00", "q": 300 }, { "p": "49998.50", "q": 200 }, { "p": "49998.00", "q": 150 }, { "p": "49997.50", "q": 100 } ], "a": [ { "p": "50000.50", "q": 300 }, { "p": "50001.00", "q": 400 }, { "p": "50001.50", "q": 250 }, { "p": "50002.00", "q": 200 }, { "p": "50002.50", "q": 150 } ], "st": true } bindings: [] extensions: - id: x-parser-unique-object-id value: l2BookUpdateEvent - &ref_19 id: l3BookUpdateEvent contentType: application/json payload: - name: Level 3 Book Update Event description: Level 3 orderbook update - individual order quantities (t="3") type: object properties: - name: t type: string description: Message type (L3 book update) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: s type: string description: Instrument symbol required: true - name: b type: array description: Bid levels with individual order quantities required: true properties: - name: p type: string description: Price as decimal string required: true - name: q type: integer description: Total quantity at this price level required: true - name: o type: array description: Individual order quantities at this price level required: true properties: - name: item type: integer required: false - name: a type: array description: Ask levels with individual order quantities required: true properties: - name: p type: string description: Price as decimal string required: true - name: q type: integer description: Total quantity at this price level required: true - name: o type: array description: Individual order quantities at this price level required: true properties: - name: item type: integer required: false - name: st type: boolean description: Whether this update is a full snapshot required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - s - b - a - st properties: t: type: string const: '3' description: Message type (L3 book update) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: s: type: string description: Instrument symbol x-parser-schema-id: b: type: array description: Bid levels with individual order quantities items: type: object description: Price level with individual order quantities in L3 orderbook required: - p - q - o properties: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Total quantity at this price level x-parser-schema-id: o: type: array description: Individual order quantities at this price level items: type: integer format: uint64 x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: a: type: array description: Ask levels with individual order quantities items: type: object description: Price level with individual order quantities in L3 orderbook required: - p - q - o properties: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Total quantity at this price level x-parser-schema-id: o: type: array description: Individual order quantities at this price level items: type: integer format: uint64 x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: st: type: boolean description: Whether this update is a full snapshot x-parser-schema-id: x-parser-schema-id: title: Level 3 Book Update Event description: Level 3 orderbook update - individual order quantities (t="3") example: |- { "t": "3", "ts": 1609459200, "tn": 123456789, "s": "XAU-PERP", "b": [ { "p": "49999.50", "q": 500, "o": [ 200, 150, 100, 50 ] }, { "p": "49999.00", "q": 300, "o": [ 150, 100, 50 ] }, { "p": "49998.50", "q": 200, "o": [ 100, 100 ] } ], "a": [ { "p": "50000.50", "q": 300, "o": [ 150, 100, 50 ] }, { "p": "50001.00", "q": 400, "o": [ 200, 150, 50 ] }, { "p": "50001.50", "q": 250, "o": [ 150, 100 ] } ], "st": true } bindings: [] extensions: - id: x-parser-unique-object-id value: l3BookUpdateEvent bindings: [] extensions: *ref_0 sendOperations: - *ref_1 receiveOperations: - *ref_2 - *ref_3 sendMessages: - *ref_4 - *ref_5 - *ref_6 - *ref_7 - *ref_8 - *ref_9 receiveMessages: - *ref_10 - *ref_11 - *ref_12 - *ref_13 - *ref_14 - *ref_15 - *ref_16 - *ref_17 - *ref_18 - *ref_19 extensions: - id: x-parser-unique-object-id value: marketdata securitySchemes: [] ````