===== 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**:
message ClientMessage {
oneof payload {
AuthenticationRequest authentication_request = 1;
MarketSubscription market_subscription = 2;
OrderRequest order_request = 3;
// ... other client messages
}
}
=== 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**:
message ServerMessage {
oneof payload {
AuthenticationResponse authentication_response = 1;
MarketSnapshot market_snapshot = 2;
OrderUpdate order_update = 3;
// ... other server messages
}
}
=== 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.
Reach out to support if you would like a API tool's for a language we have not covered yet.
^ **Platform** ^ **Client Message Helper** ^
| **.Net** | [[https://github.com/CTS-Futures/t4-api-tools|ClientMessageHelper.cs]]|