developers:websocket [WIKI]

This page is read only. You can view the source, but not change it. Ask your administrator if you think this is wrong.
===== WebSocket API Introduction =====

The WebSocket API provides a high-performance, low-latency communication channel for real-time trading data and order execution. This section introduces the key technologies used in the API: **WebSockets** and **Google Protocol Buffers (Protobuf)**.

==== WebSockets ====
WebSockets establish a persistent, full-duplex connection between the client and server, allowing for continuous bi-directional message exchange. This ensures minimal latency, making it ideal for market data feeds and order updates.

**Key Advantages:**
  * Persistent connection reduces handshake overhead
  * Low-latency, real-time data exchange
  * Efficient bandwidth usage compared to REST APIs

==== Google Protocol Buffers (Protobuf) ====
The API utilizes Protobuf for efficient, compact, and high-speed message serialization. Unlike JSON or XML, Protobuf messages are smaller and faster to parse, making them well-suited for high-frequency trading applications.

**Why Protobuf?**
  * **Compact Encoding:** Reduces message size for faster transmission
  * **High Performance:** Faster serialization/deserialization than JSON
  * **Schema Evolution:** Backward-compatible changes allow for future expansion without breaking existing clients

==== Communication Model ====
The API follows a structured messaging approach:
  * **Client Messages:** Requests sent from clients to the server (e.g., order submission, subscription requests)
  * **Server Messages:** Responses and real-time updates sent from the server (e.g., trade confirmations, market data)

==== Message Structure Overview ====

All messages sent to the server must be wrapped in a **ClientMessage** envelope, and all messages received from the server will be contained within a **ServerMessage** envelope. This ensures a consistent structure and simplifies message parsing.

=== Client Message Structure ===

A **ClientMessage** is the top-level wrapper for all messages sent to the server. It contains fields for various message types, such as authentication requests, order submissions, and subscription requests.

Example **ClientMessage**:

<code>
message ClientMessage {
  oneof payload {
    AuthenticationRequest authentication_request = 1;
    MarketSubscription market_subscription = 2;
    OrderRequest order_request = 3;
    // ... other client messages
  }
}
</code>

=== Server Message Structure ===

A **ServerMessage** is the top-level wrapper for all responses and updates from the server. It encapsulates messages related to market data, account updates, and execution reports.

Example **ServerMessage**:

<code>
message ServerMessage {
  oneof payload {
    AuthenticationResponse authentication_response = 1;
    MarketSnapshot market_snapshot = 2;
    OrderUpdate order_update = 3;
    // ... other server messages
  }
}
</code>


=== Message Tools ===

The [[https://github.com/CTS-Futures/t4-api-tools|T4 API Tools repository]] has code that makes wrapping messages from your client very easy.

<bootnote>
Reach out to support if you would like a API tool's for a language we have not covered yet.
</bootnote>

^ **Platform** ^ **Client Message Helper** ^
| **.Net** | [[https://github.com/CTS-Futures/t4-api-tools|ClientMessageHelper.cs]]|