developers:websocket:messages

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developers:websocket:messages [2026/03/16 16:39] – [OrderLink] frankdevelopers:websocket:messages [2026/05/28 12:12] (current) – [MarketSettlement] chad
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 | settlement_time | google.protobuf.Timestamp | Time of settlement | | settlement_time | google.protobuf.Timestamp | Time of settlement |
 | settlement_trade_date | google.protobuf.Timestamp | Trade date of settlement | | settlement_trade_date | google.protobuf.Timestamp | Trade date of settlement |
-| settlement_held_price | string | Held settlement price |+| settlement_held_price | Price | Held settlement price |
 | settlement_held_time | google.protobuf.Timestamp | Time of held settlement | | settlement_held_time | google.protobuf.Timestamp | Time of held settlement |
 | settlement_held_trade_date | google.protobuf.Timestamp | Trade date of held settlement | | settlement_held_trade_date | google.protobuf.Timestamp | Trade date of held settlement |
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 The ''DepthBuffer'' enum defines possible depth buffer types. The ''DepthBuffer'' enum defines possible depth buffer types.
 +
 +Controls the frequency and volume of depth updates received. Higher update rates increase bandwidth usage, so it is recommended to use the lowest buffering level that meets your requirements on a per-market basis.
  
 ^ Value ^ Description ^ ^ Value ^ Description ^
-| DEPTH_BUFFER_NO_SUBSCRIPTION | No subscription | +| DEPTH_BUFFER_NO_SUBSCRIPTION | No depth subscription. Unsubscribes if currently active. 
-| DEPTH_BUFFER_SLOW_TRADE | Slow trade buffer +| DEPTH_BUFFER_SLOW_TRADE      SlowSmart buffering plus all individual trades. High bandwidth usage—use sparingly. 
-| DEPTH_BUFFER_SMART_TRADE | Smart trade buffer +| DEPTH_BUFFER_SMART_TRADE     | Smart buffering plus all individual trades. High bandwidth usage—use sparingly. 
-| DEPTH_BUFFER_SLOW_SMART | Slow smart buffer +| DEPTH_BUFFER_SLOW_SMART      Slower smart buffering (~1 update/sec per market if changes occur). Lower bandwidth usage. 
-| DEPTH_BUFFER_SMART | Smart buffer +| DEPTH_BUFFER_SMART           Default smart buffering. Frequency varies based on market changes. 
-| DEPTH_BUFFER_FAST_SMART | Fast smart buffer +| DEPTH_BUFFER_FAST_SMART      Faster smart buffering with more frequent best bid/offer updates. Higher bandwidth usage. 
-| DEPTH_BUFFER_ALL | All buffer types +| DEPTH_BUFFER_ALL             No buffering (all updates). Not supported by API—falls back to Smart. 
-| DEPTH_BUFFER_FAST_TRADE | Fast trade buffer +| DEPTH_BUFFER_FAST_TRADE      FastSmart buffering plus all individual trades. Very high bandwidth usage. 
-| DEPTH_BUFFER_TRADE_ONLY | Trade-only buffer |+| DEPTH_BUFFER_TRADE_ONLY      Trades only. No depth or other market data. |
  
 ==== DepthLevels ==== ==== DepthLevels ====
  
-The ''DepthLevels'' enum defines possible depth level values.+The ''DepthLevels'' enum defines the number of price depth levels returned per update.
  
-^ Value ^ Description ^ +This setting controls how much market depth data is received. Higher levels increase bandwidth usage, so it is recommended to use the lowest level required on a per-market basis.
-| DEPTH_LEVELS_UNDEFINED | Undefined depth levels +
-| DEPTH_LEVELS_BEST_ONLY | Best price only | +
-| DEPTH_LEVELS_NORMAL | Normal depth levels (10) | +
-| DEPTH_LEVELS_ALL | All depth levels (255) |+
  
 +^ Value ^ Description ^
 +| DEPTH_LEVELS_UNDEFINED | Undefined. Not used by the API. |
 +| DEPTH_LEVELS_BEST_ONLY | Best bid/offer and trade information only. |
 +| DEPTH_LEVELS_NORMAL | Up to 10 levels of depth plus trade information. |
 +| DEPTH_LEVELS_ALL | All available depth levels plus trade information (typically capped at 10 levels). |
 ==== LoginResult ==== ==== LoginResult ====
  
  • developers/websocket/messages.1773679183.txt.gz
  • Last modified: 2026/03/16 16:39
  • by frank