===== 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]]|