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| developers:apiv2 [2026/09/07 13:20] – chad | developers:apiv2 [2026/09/07 13:43] (current) – chad | ||
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| A single, streaming WebSocket connection for real-time market data, account/ | A single, streaming WebSocket connection for real-time market data, account/ | ||
| - | **Proto Files:** the '' | + | **Proto Files:** the '' |
| - | ===== Message Model ===== | + | ===== Key Capabilities |
| - | All messages travel inside | + | ^ Feature ^ Included ^ Description ^ |
| + | | **Real-time Quotes** | ✅ | Stream live bid/ask price updates for any instrument. | | ||
| + | | **Level 1 Data** | ✅ | Access top-of-book best bid and offer (BBO). | | ||
| + | | **Level 2 (Market Depth)** | ✅ | View **up to 10 levels** of bid/ask depth. | | ||
| + | | **Market by Order (MBO)** | ✅ | See individual resting orders in the order book. | | ||
| + | | **Trade Feed (Ticker)** | ✅ | Get a **real-time execution stream** of all trades. | | ||
| + | | **Order Management** | ✅ | Submit, modify, and cancel orders programmatically. | | ||
| + | | **Position & Account Monitoring** | ✅ | Track open positions, P&L, and margin usage. | | ||
| + | | **Instrument Metadata** | ✅ | Retrieve contract specs, tick sizes, and margin requirements. | | ||
| + | | **Spread Trading** | ✅ | Execute spread orders with **complex multi-leg strategies**. | | ||
| + | | **Risk & Margin Data** | ✅ | Get real-time margin requirements and risk exposure. | | ||
| + | | **Historical Data Requests** | ✅ | Fetch recent trade history and market activity. | | ||
| + | | **Efficient Binary Encoding** | ✅ | Uses Protobuf | ||
| + | | **Secure Authentication** | ✅ | Ensures safe access with API key-based authentication. | | ||
| + | | **Robust Reconnection** | ✅ | Auto-reconnect and resume subscriptions on disconnection. | | ||
| - | * '' | + | ===== Why Use This API? ===== |
| - | * '' | + | |
| - | Each envelope is a '' | + | * **Fast & Reliable** – Designed for **high-frequency updates and real-time execution**. |
| + | * **Compact & Efficient** – Protobuf minimizes bandwidth, ensuring **fast message processing**. | ||
| + | * **Comprehensive Market Data** – Access **Level 1, Level 2, and Market by Order** data. | ||
| + | * **Built for Futures Trading** – Includes **contract metadata, spread trading, and risk monitoring**. | ||
| + | * **Scalable & Industry-Proven** – Handles **thousands of concurrent connections**. | ||
| + | * **Secure & Encrypted** – Uses **WSS (WebSocket Secure) over SSL/ | ||
| + | * **Event-Driven & Easy to Integrate** – A simple subscription model delivers the data you need. | ||
| - | < | + | ===== Developer Guides ===== |
| - | message ClientMessage { | + | |
| - | oneof payload { | + | |
| - | Heartbeat | + | |
| - | auth.LoginRequest | + | |
| - | market.MarketSubscribe | + | |
| - | account.AccountSubscribe | + | |
| - | orderrouting.OrderSubmit | + | |
| - | // ... | + | |
| - | } | + | |
| - | } | + | |
| - | message ServerMessage { | + | ^ **Section** |
| - | oneof payload { | + | | **[[developers: |
| - | Heartbeat | + | | **[[developers: |
| - | auth.LoginResponse | + | | **[[developers: |
| - | market.MarketSnapshot | + | | **[[developers: |
| - | account.AccountSnapshot | + | | **[[developers: |
| - | orderrouting.OrderUpdate | + | | **[[developers: |
| - | // ... | + | | **[[developers: |
| - | } | + | | **[[developers: |
| - | } | + | | **[[developers: |
| - | </ | + | |
| - | + | ||
| - | The full envelope is in '' | + | |
| - | + | ||
| - | ===== Endpoints ===== | + | |
| - | + | ||
| - | ^ Environment | + | |
| - | | Simulator | '' | + | |
| - | | Live | '' | + | |
| - | | Admin (Simulator) | '' | + | |
| - | | Admin (Live) | '' | + | |
| - | + | ||
| - | All connections are WSS (TLS) on port 443. **Develop and certify against the Simulator.** See [[developers: | + | |
| - | + | ||
| - | ===== Versions ===== | + | |
| - | + | ||
| - | | + | |
| - | * **V1** (''/ | + | |
| - | + | ||
| - | ===== Contents ===== | + | |
| - | + | ||
| - | * [[developers: | + | |
| - | | + | |
| - | * [[developers: | + | |
| - | * [[developers: | + | |
| - | * [[developers: | + | |
| - | * [[developers: | + | |
| - | * [[developers: | + | |
| - | * [[developers: | + | |
| - | * [[developers: | + | |