asyncapi: 2.6.0 info: title: Broker WebSocket Streams API version: 1.0.0 description: | Real-time WebSocket streams for order updates and market data. Authentication: - Keyed BLAKE2b-256 signature via HTTP headers during WebSocket Upgrade: * PRE-ACCESS-KEY — broker access key identifier (unique API key) * PRE-ACCESS-TIMESTAMP — RFC3339 timestamp with milliseconds (e.g., 2025-10-30T06:00:34.075Z) * PRE-ACCESS-SIGNATURE — Keyed BLAKE2b-256 hex lowercase (64 chars) - Signature computed over (each line ends with \n): 1. "GET\n" 2. path + query string + "\n" 3. timestamp + "\n" 4. "" (empty idempotency_key for WebSocket) + "\n" 5. broker_id + "\n" 6. access_key + "\n" 7. body_digest (BLAKE2b-256 of empty body = hash of "") - Keyed BLAKE2b-256 is computed using secret_key associated with the access_key - The function returns 32 bytes, encoded as hex lowercase (64 chars) for PRE-ACCESS-SIGNATURE. - Timestamp must be within clock_skew_tolerance (default 5m) - Invalid signature or timestamp → HTTP 401 or WS close 4401 General Principles: - All data frames include monotonic sequence numbers for ordering/gap detection - Heartbeat frames do not advance sequence numbers - Resume capability via 'since' parameter where applicable ('since' must be >0; value 0 is treated as absent) - Idempotent frame delivery (clients drop frames with seq <= last_applied) servers: production: url: wss://api.example.com/v1/stream protocol: wss description: Production WebSocket endpoint sandbox: url: wss://sandbox.api.example.com/v1/stream protocol: wss description: Sandbox WebSocket endpoint channels: /orders: subscribe: summary: Receive real-time order updates description: | Real-time order updates stream with resume capability. Query Parameters: - since=<uint64> Last applied seq for resume (optional; must be >0; absent or 0 → start from live tail) - market=<id> Repeatable; filter by market_id - account_id=<id> Repeatable; filter by account_id Resume Semantics: 1. Client connects with since=S (last applied seq) 2. Server replays frames with seq >= S in order 3. Sends backlog_end (last_seq = current max) 4. Continues live streaming If S > current max → immediate live (no backlog) If S too old (retention gap) → error frame (code=resume_too_old) then close (4009) Idempotency / Ordering: - seq strictly monotonic per broker; no gaps (gap ⇒ operational incident) - Client drops any frame with seq <= last_applied_seq - Expected next seq = last_applied_seq + 1 (else trigger reconnect + resume) Heartbeats: - Sent when no order_update within configured interval - Heartbeat does NOT advance seq; only order_update frames advance seq - Heartbeat and backlog_end both repeat the last data seq Flow Control: - Server may enforce max_pending_frames/bytes and close with code 4008 (flow_control) Close Codes: 1000 normal 1001 going_away 1011 internal_error 4008 flow_control 4009 resume_too_old / protocol_version 4401 unauthorized message: oneOf: - $ref: '#/components/messages/StreamFrameOrderUpdate' - $ref: '#/components/messages/StreamFrameOrderReject' - $ref: '#/components/messages/StreamFrameHeartbeat' - $ref: '#/components/messages/StreamFrameBacklogEnd' - $ref: '#/components/messages/StreamFrameError' bindings: ws: headers: type: object required: - PRE-ACCESS-KEY - PRE-ACCESS-TIMESTAMP - PRE-ACCESS-SIGNATURE properties: PRE-ACCESS-KEY: type: string pattern: ^[A-Za-z0-9._~-]{1,64}$ description: Broker access key identifier PRE-ACCESS-TIMESTAMP: type: string format: date-time description: RFC3339 timestamp with milliseconds PRE-ACCESS-SIGNATURE: type: string pattern: ^[0-9a-f]{64}$ description: Keyed BLAKE2b-256 signature hex lowercase query: type: object properties: since: type: integer format: int64 minimum: 1 description: Resume from last applied seq (inclusive). Must be >0. If omitted or 0, start from live tail. market: type: array items: type: string description: Repeatable filter by market_id. Absent → all markets accessible to broker. event_id: type: array items: type: string description: Repeatable filter by event_id. Absent → all events accessible to broker. account_id: type: array items: type: string description: Repeatable filter by account_id. Absent → all accounts of broker. /accounting: subscribe: summary: Receive real-time accounting and ledger updates description: | Real-time accounting updates including fills, cancellations, merges, and payouts. This stream provides atomic updates for both cash and position balances. Query Parameters: - since=<uint64> Last applied seq for resume (optional; must be >0; absent or 0 → start from live tail) - market=<id> Repeatable; filter by market_id - account_id=<id> Repeatable; filter by account_id Resume semantics are identical to the /orders stream. message: oneOf: - $ref: '#/components/messages/StreamFrameAccountingUpdate' - $ref: '#/components/messages/StreamFrameAccountingPayout' - $ref: '#/components/messages/StreamFrameHeartbeat' - $ref: '#/components/messages/StreamFrameBacklogEnd' - $ref: '#/components/messages/StreamFrameError' bindings: ws: headers: type: object required: - PRE-ACCESS-KEY - PRE-ACCESS-TIMESTAMP - PRE-ACCESS-SIGNATURE properties: PRE-ACCESS-KEY: type: string pattern: ^[A-Za-z0-9._~-]{1,64}$ PRE-ACCESS-TIMESTAMP: type: string format: date-time PRE-ACCESS-SIGNATURE: type: string pattern: ^[0-9a-f]{64}$ query: type: object properties: since: type: integer format: int64 minimum: 1 description: Resume from last applied seq (inclusive). Must be >0. If omitted or 0, start from live tail. market: type: array items: type: string account_id: type: array items: type: string /payouts: deprecated: true subscribe: summary: Receive real-time payout/settlement updates (DEPRECATED) description: | Real-time settlement payouts stream with resume capability. NOTE: This stream is deprecated. Please migrate to /accounting. Query Parameters: - since=<uint64> Last applied seq for resume (optional; must be >0; absent or 0 → start from live tail) - market=<id> Repeatable; filter by market_id - account_id=<id> Repeatable; filter by account_id Resume Semantics: 1. Client connects with since=S (last applied seq) 2. Server replays frames with seq >= S in order 3. Sends backlog_end (last_seq = current max) 4. Continues live streaming If S > current max → immediate live (no backlog) If S too old (retention gap) → error frame (code=resume_too_old) then close (4009) Idempotency / Ordering: - seq strictly monotonic per broker (shared or separate sequence depending on implementation details, typically separate per stream type); no gaps - Client drops any frame with seq <= last_applied_seq - Expected next seq = last_applied_seq + 1 Heartbeats: - Sent when no payout within configured interval - Heartbeat does NOT advance seq - Heartbeat and backlog_end both repeat the last data seq Close Codes: Same as /orders message: oneOf: - $ref: '#/components/messages/StreamFramePayout' - $ref: '#/components/messages/StreamFrameHeartbeat' - $ref: '#/components/messages/StreamFrameBacklogEnd' - $ref: '#/components/messages/StreamFrameError' bindings: ws: headers: type: object required: - PRE-ACCESS-KEY - PRE-ACCESS-TIMESTAMP - PRE-ACCESS-SIGNATURE properties: PRE-ACCESS-KEY: type: string pattern: ^[A-Za-z0-9._~-]{1,64}$ description: Broker access key identifier PRE-ACCESS-TIMESTAMP: type: string format: date-time description: RFC3339 timestamp with milliseconds PRE-ACCESS-SIGNATURE: type: string pattern: ^[0-9a-f]{64}$ description: Keyed BLAKE2b-256 signature hex lowercase query: type: object properties: since: type: integer format: int64 minimum: 1 description: Resume from last applied seq (inclusive). Must be >0. If omitted or 0, start from live tail. market: type: array items: type: string description: Repeatable filter by market_id. Absent → all markets accessible to broker. event_id: type: array items: type: string description: Repeatable filter by event_id. Absent → all events accessible to broker. account_id: type: array items: type: string description: Repeatable filter by account_id. Absent → all accounts of broker. /market-data: subscribe: summary: Receive real-time market data description: | Real-time market data stream with dynamic topic subscription (order book snapshots/diffs, trades). Subscription Model (no query parameters): - Connection starts with zero markets subscribed - Client sends a subscribe frame (MDClientSubscribe) listing market_id values - Server replies with exactly one MDBookSnapshot per NEW market, then streams MDBookDiff / MDTrade - Client may send unsubscribe (MDClientUnsubscribe) to stop updates for specific markets - Repeated subscription for already active market without force_snapshot is idempotent (no extra snapshot) Ordering / Monotonicity: - md_seq is dense and strictly increasing per market_id ONLY on data frames (book_snapshot, book_diff, trade) - heartbeat does not advance md_seq - Gaps in md_seq per market indicate operational incident; client SHOULD resync (fresh snapshot + re-subscribe) Initial Snapshots: - Snapshot sent only upon successful subscription (or re-subscription with force_snapshot=true) Snapshots Cadence: - Periodic server-initiated book_snapshot frames limit diff chain length - Clients MUST apply snapshot then contiguous diffs/trades with md_seq = snapshot.md_seq+1 … without gaps message: oneOf: - $ref: '#/components/messages/MDBookSnapshot' - $ref: '#/components/messages/MDBookDiff' - $ref: '#/components/messages/MDTrade' - $ref: '#/components/messages/MDHeartbeat' - $ref: '#/components/messages/MDError' bindings: ws: headers: type: object required: - PRE-ACCESS-KEY - PRE-ACCESS-TIMESTAMP - PRE-ACCESS-SIGNATURE properties: PRE-ACCESS-KEY: type: string pattern: ^[A-Za-z0-9._~-]{1,64}$ description: Broker access key identifier PRE-ACCESS-TIMESTAMP: type: string format: date-time description: RFC3339 timestamp with milliseconds PRE-ACCESS-SIGNATURE: type: string pattern: ^[0-9a-f]{64}$ description: Keyed BLAKE2b-256 signature hex lowercase publish: summary: Send subscription control messages message: oneOf: - $ref: '#/components/messages/MDClientSubscribe' - $ref: '#/components/messages/MDClientUnsubscribe' /events: subscribe: summary: Receive real-time event/market lifecycle updates description: | Real-time lifecycle events stream for events and markets with resume capability. Query Parameters: - since=<uint64> Last applied seq for resume (optional; must be >0; absent or 0 → start from live tail) - event_id=<id> Repeatable; filter by event_id (includes all markets of the event) - market_id=<id> Repeatable; filter by market_id - lang=<code> Repeatable; filter by language code (en, pt, id). Filters LocalizedText fields in payloads. If omitted, all available locales are included. Resume Semantics: 1. Client connects with since=S (last applied seq) 2. Server replays frames with seq >= S in order 3. Sends backlog_end (last_seq = current max) 4. Continues live streaming If S > current max → immediate live (no backlog) If S too old (retention gap) → error frame (code=resume_too_old) then close (4009) Idempotency / Ordering: - seq strictly monotonic; no gaps (gap ⇒ operational incident) - Client drops any frame with seq <= last_applied_seq - Expected next seq = last_applied_seq + 1 (else trigger reconnect + resume) Event Types: - event.created: New event created with full definition - event.status_changed: Event status changed (only status fields) - event.settled: Event resolved (includes expiration_value and resolved_market_id; either may be null) - event.voided: Event cancelled (includes void_reason) - market.created: New market created with full definition - market.status_changed: Market status changed (only status fields) - market.details_changed: Market details changed (title, subtitles, floor_strike) - market.settled: Market resolved (includes result, settlement_price, expiration_value) - market.voided: Market cancelled Market Details At Resolution: - market.details_changed can arrive on a closed market at resolution, with a new floor_strike - It always comes before market.settled and event.settled of the same event - expiration_value in those two events matches the new floor_strike, and can carry more decimals than usual Heartbeats: - Sent when no lifecycle_update within configured interval - Heartbeat does NOT advance seq; only lifecycle_update frames advance seq - Heartbeat and backlog_end both repeat the last data seq Flow Control: - Server may enforce max_pending_frames/bytes and close with code 4008 (flow_control) Close Codes: 1000 normal 1001 going_away 1011 internal_error 4008 flow_control 4009 resume_too_old / protocol_version 4401 unauthorized message: oneOf: - $ref: '#/components/messages/StreamFrameEventUpdate' - $ref: '#/components/messages/StreamFrameHeartbeat' - $ref: '#/components/messages/StreamFrameBacklogEnd' - $ref: '#/components/messages/StreamFrameError' bindings: ws: headers: type: object required: - PRE-ACCESS-KEY - PRE-ACCESS-TIMESTAMP - PRE-ACCESS-SIGNATURE properties: PRE-ACCESS-KEY: type: string pattern: ^[A-Za-z0-9._~-]{1,64}$ description: Broker access key identifier PRE-ACCESS-TIMESTAMP: type: string format: date-time description: RFC3339 timestamp with milliseconds PRE-ACCESS-SIGNATURE: type: string pattern: ^[0-9a-f]{64}$ description: Keyed BLAKE2b-256 signature hex lowercase query: type: object properties: since: type: integer format: int64 minimum: 1 description: Resume from last applied seq (inclusive). Must be >0. If omitted or 0, start from live tail. event_id: type: array items: type: string description: Repeatable filter by event_id. Includes all markets of the event. Absent → all events accessible to broker. market_id: type: array items: type: string description: Repeatable filter by market_id. Absent → all markets accessible to broker. lang: type: array items: type: string enum: - en - pt - id description: Repeatable filter by language code. Filters localized text fields in payloads. If omitted, all available locales are included in each payload. components: messages: StreamFrameOrderUpdate: name: StreamFrameOrderUpdate title: Order Update Frame summary: Order state change notification contentType: application/json payload: $ref: '#/components/schemas/StreamFrameOrderUpdate' StreamFrameOrderReject: name: StreamFrameOrderReject title: Order Reject Frame summary: Notification of a rejected order command (Amend/Cancel) contentType: application/json payload: $ref: '#/components/schemas/StreamFrameOrderReject' StreamFrameHeartbeat: name: StreamFrameHeartbeat title: Heartbeat Frame summary: Keep-alive heartbeat (does not advance seq) contentType: application/json payload: $ref: '#/components/schemas/StreamFrameHeartbeat' StreamFrameBacklogEnd: name: StreamFrameBacklogEnd title: Backlog End Marker summary: Signals end of historical replay; live streaming begins contentType: application/json payload: $ref: '#/components/schemas/StreamFrameBacklogEnd' StreamFrameError: name: StreamFrameError title: Error Frame summary: Error notification before close contentType: application/json payload: $ref: '#/components/schemas/StreamFrameError' StreamFramePayout: name: StreamFramePayout title: Payout Notification Frame summary: Notification of a settlement payout contentType: application/json payload: $ref: '#/components/schemas/StreamFramePayout' StreamFrameAccountingUpdate: name: StreamFrameAccountingUpdate title: Accounting Update Frame summary: Unified atomic update of cash and position balances for an account within one engine tick. contentType: application/json payload: $ref: '#/components/schemas/StreamFrameAccountingUpdate' StreamFrameAccountingPayout: name: StreamFrameAccountingPayout title: Accounting Payout Frame summary: Final cash and position adjustment from market settlement or void contentType: application/json payload: $ref: '#/components/schemas/StreamFrameAccountingPayout' MDBookSnapshot: name: MDBookSnapshot title: Order Book Snapshot summary: Full order book snapshot for a market contentType: application/json payload: $ref: '#/components/schemas/MDBookSnapshot' MDBookDiff: name: MDBookDiff title: Order Book Diff summary: Incremental order book update (delta) contentType: application/json payload: $ref: '#/components/schemas/MDBookDiff' MDTrade: name: MDTrade title: Trade Event summary: Trade execution notification contentType: application/json payload: $ref: '#/components/schemas/MDTrade' MDHeartbeat: name: MDHeartbeat title: Market Data Heartbeat summary: Keep-alive heartbeat (does not advance md_seq) contentType: application/json payload: $ref: '#/components/schemas/MDHeartbeat' MDError: name: MDError title: Market Data Error summary: Market data stream error notification contentType: application/json payload: $ref: '#/components/schemas/MDError' MDClientSubscribe: name: MDClientSubscribe title: Subscribe Request summary: Client request to subscribe to market(s) contentType: application/json payload: $ref: '#/components/schemas/MDClientSubscribe' MDClientUnsubscribe: name: MDClientUnsubscribe title: Unsubscribe Request summary: Client request to unsubscribe from market(s) contentType: application/json payload: $ref: '#/components/schemas/MDClientUnsubscribe' StreamFrameEventUpdate: name: StreamFrameEventUpdate title: Event/Market Lifecycle Update Frame summary: Event or market lifecycle state change notification contentType: application/json payload: $ref: '#/components/schemas/StreamFrameEventUpdate' schemas: OrderView: type: object description: | Current state of an order. required: - order_id - client_order_id - market_id - broker_id - account_id - side - type - tif - token - price - qty - volume - filled_qty - filled_volume - status - last_update_wall_time_ns - last_update_engine_seq properties: order_id: type: string format: uuid client_order_id: type: string market_id: type: string broker_id: type: string account_id: type: string side: $ref: '#/components/schemas/OrderSide' type: $ref: '#/components/schemas/OrderType' tif: $ref: '#/components/schemas/OrderTIF' token: $ref: '#/components/schemas/Token' price: $ref: '#/components/schemas/Decimal' qty: $ref: '#/components/schemas/Decimal' volume: $ref: '#/components/schemas/Decimal' filled_qty: $ref: '#/components/schemas/Decimal' filled_volume: $ref: '#/components/schemas/Decimal' filled_fee: description: Total filled fees accumulated on this order (in quote currency units). allOf: - $ref: '#/components/schemas/Decimal' status: $ref: '#/components/schemas/OrderStatus' status_reason: $ref: '#/components/schemas/OrderStatusReason' last_update_wall_time_ns: type: integer format: int64 last_update_engine_seq: type: integer format: int64 description: Monotonic engine sequence number of the last applied change last_cmd_id_hex: type: string description: 32 lowercase hex PayoutView: type: object required: - market_id - account_id - qty_held_at_settlement - settlement_price - payout_amount - settled_at_wall_time_ns properties: market_id: type: string account_id: type: string qty_held_at_settlement: description: Net position at settlement. Positive (+) values indicate Long (YES) contracts held. Negative (-) values indicate Short (NO) contracts held. allOf: - $ref: '#/components/schemas/Decimal' settlement_price: allOf: - $ref: '#/components/schemas/Decimal' payout_amount: allOf: - $ref: '#/components/schemas/Decimal' settled_at_wall_time_ns: type: integer format: int64 StreamFrameOrderUpdate: type: object required: - type - seq - ts_ns - payload properties: type: type: string enum: - order_update seq: type: integer format: int64 minimum: 0 ts_ns: type: integer format: int64 payload: $ref: '#/components/schemas/OrderView' OrderRejectPayload: type: object required: - command_type - reason - correlation_id properties: command_type: type: string enum: - AMEND - CANCEL order_id: type: string format: uuid client_order_id: type: string reason: type: string correlation_id: type: string format: uuid description: Correlation ID from the rejected command StreamFrameOrderReject: type: object required: - type - seq - ts_ns - payload properties: type: type: string enum: - order_reject seq: type: integer format: int64 minimum: 0 ts_ns: type: integer format: int64 payload: $ref: '#/components/schemas/OrderRejectPayload' StreamFramePayout: type: object required: - type - seq - ts_ns - payload properties: type: type: string enum: - payout seq: type: integer format: int64 minimum: 0 ts_ns: type: integer format: int64 payload: $ref: '#/components/schemas/PayoutView' AccountingPositionDelta: type: object required: - yes_qty - no_qty - yes_reserved - no_reserved properties: yes_qty: $ref: '#/components/schemas/Decimal' no_qty: $ref: '#/components/schemas/Decimal' yes_reserved: $ref: '#/components/schemas/Decimal' no_reserved: $ref: '#/components/schemas/Decimal' StreamFrameAccountingUpdate: type: object required: - type - seq - ts_ns - payload properties: type: type: string enum: - accounting_update seq: type: integer format: int64 ts_ns: type: integer format: int64 payload: type: object required: - account_id - market_id - ref_id - client_ref_id - deltas properties: account_id: type: string market_id: type: string ref_id: type: string description: System reference (order_id or cmd_id) client_ref_id: type: string description: Client reference (client_order_id or client_merge_id) deltas: type: object required: - cash - position_delta - margin_release properties: cash: $ref: '#/components/schemas/Decimal' margin_release: $ref: '#/components/schemas/Decimal' position_delta: $ref: '#/components/schemas/AccountingPositionDelta' merge: type: object required: - merge_id - merged_qty - pnl_realized properties: merge_id: type: string format: uuid merged_qty: $ref: '#/components/schemas/Decimal' pnl_realized: $ref: '#/components/schemas/Decimal' StreamFrameAccountingPayout: type: object required: - type - seq - ts_ns - payload properties: type: type: string enum: - accounting_payout seq: type: integer format: int64 ts_ns: type: integer format: int64 payload: type: object required: - account_id - market_id - payout_id - reason - cash_delta - position_delta properties: account_id: type: string market_id: type: string payout_id: type: string format: uuid reason: type: string enum: - SETTLEMENT - VOID cash_delta: $ref: '#/components/schemas/Decimal' position_delta: $ref: '#/components/schemas/AccountingPositionDelta' StreamFrameHeartbeat: type: object required: - type - ts_ns - payload properties: type: type: string enum: - heartbeat seq: type: integer format: int64 minimum: 0 description: Repeats last delivered data seq; heartbeat does not advance global seq ts_ns: type: integer format: int64 payload: type: object required: - interval_sec properties: interval_sec: type: integer minimum: 1 StreamFrameBacklogEnd: type: object required: - type - seq - ts_ns - payload properties: type: type: string enum: - backlog_end seq: type: integer format: int64 minimum: 0 ts_ns: type: integer format: int64 payload: type: object required: - last_seq properties: last_seq: type: integer format: int64 minimum: 0 StreamFrameError: type: object required: - type - seq - ts_ns - payload properties: type: type: string enum: - error seq: type: integer format: int64 minimum: 0 ts_ns: type: integer format: int64 payload: type: object required: - code - message properties: code: type: string message: type: string details: type: object additionalProperties: true MDTrade: type: object required: - type - market_id - md_seq - ts_ns - trade_id - price - qty - taker_side properties: type: type: string enum: - trade market_id: type: string md_seq: type: integer format: int64 minimum: 0 ts_ns: type: integer format: int64 trade_id: type: string price: $ref: '#/components/schemas/Decimal' qty: $ref: '#/components/schemas/Decimal' taker_side: $ref: '#/components/schemas/OrderSide' description: Side of the taker order that initiated the trade StreamFrameEventUpdate: type: object required: - type - seq - ts_ns - event_type - payload properties: type: type: string enum: - event_update seq: type: integer format: int64 minimum: 0 description: Monotonic sequence for lifecycle events ts_ns: type: integer format: int64 description: Timestamp in nanoseconds event_id: type: string nullable: true description: Event ID (if applicable) market_id: type: string nullable: true description: Market ID (if applicable) event_type: $ref: '#/components/schemas/LifecycleEventType' payload: oneOf: - $ref: '#/components/schemas/EventCreatedPayload' - $ref: '#/components/schemas/EventStatusChangedPayload' - $ref: '#/components/schemas/EventSettledPayload' - $ref: '#/components/schemas/EventVoidedPayload' - $ref: '#/components/schemas/MarketCreatedPayload' - $ref: '#/components/schemas/MarketStatusChangedPayload' - $ref: '#/components/schemas/MarketDetailsChangedPayload' - $ref: '#/components/schemas/MarketSettledPayload' - $ref: '#/components/schemas/MarketVoidedPayload' OrderSide: type: string enum: - BUY - SELL OrderType: type: string enum: - LIMIT - MARKET OrderTIF: type: string enum: - GTC - IOC - FOK - DAY Token: type: string enum: - 'YES' - 'NO' Decimal: type: object required: - units - nanos properties: units: type: integer format: int64 nanos: type: integer format: int32 minimum: -999999999 maximum: 999999999 OrderStatus: type: string enum: - NEW - ACTIVE - PARTIALLY_FILLED - FILLED - CANCELLED - EXPIRED - REJECTED OrderStatusReason: type: string description: Machine-readable reason code for the current status enum: - USER_REQUEST - MARKET_CLOSED - MARKET_SETTLED - MARKET_VOIDED - TIF_EXPIRATION - FOK_FAILED - IOC_PARTIAL - SELF_TRADE_PREVENTION - INSUFFICIENT_FUNDS - SYSTEM_ERROR - ORDER_ALREADY_FILLED - ORDER_ALREADY_CANCELLED - ORDER_NOT_FOUND - QTY_INVALID - QTY_BELOW_EXECUTED - NO_MATCHING_LIQUIDITY - DUPLICATE_CLIENT_ORDER_ID - EXCEEDS_MAX_ORDER_QTY - EXCEEDS_MAX_ORDER_NOTIONAL - EXCEEDS_MAX_POSITION MDBookSnapshot: type: object required: - type - market_id - md_seq - ts_ns - bids - asks properties: type: type: string enum: - book_snapshot market_id: type: string md_seq: type: integer format: int64 minimum: 0 ts_ns: type: integer format: int64 bids: type: array items: type: object required: - price - qty properties: price: $ref: '#/components/schemas/Decimal' qty: $ref: '#/components/schemas/Decimal' asks: type: array items: type: object required: - price - qty properties: price: $ref: '#/components/schemas/Decimal' qty: $ref: '#/components/schemas/Decimal' MDBookDiff: type: object required: - type - market_id - md_seq - ts_ns - bids - asks properties: type: type: string enum: - book_diff market_id: type: string md_seq: type: integer format: int64 minimum: 0 ts_ns: type: integer format: int64 bids: description: Price level deltas (upsert or delete if qty=0) type: array items: type: object required: - price - qty properties: price: $ref: '#/components/schemas/Decimal' qty: $ref: '#/components/schemas/Decimal' asks: description: Price level deltas (upsert or delete if qty=0) type: array items: type: object required: - price - qty properties: price: $ref: '#/components/schemas/Decimal' qty: $ref: '#/components/schemas/Decimal' MDHeartbeat: type: object required: - type - ts_ns properties: type: type: string enum: - heartbeat ts_ns: type: integer format: int64 market_id: type: string nullable: true description: Optional; may be omitted for aggregated heartbeat across all subscribed markets md_seq: type: integer format: int64 minimum: 0 nullable: true description: Repeats last data md_seq for the specific market if market_id present; absent for aggregated heartbeat MDError: type: object required: - type - ts_ns - payload properties: type: type: string enum: - error ts_ns: type: integer format: int64 payload: type: object required: - code - message properties: code: type: string message: type: string details: type: object additionalProperties: true MDClientSubscribe: description: Client → Server subscription request (WebSocket text JSON) type: object required: - type - markets properties: type: type: string enum: - subscribe markets: type: array minItems: 1 items: type: string force_snapshot: type: boolean default: false description: If true, forces fresh snapshot even if already subscribed MDClientUnsubscribe: description: Client → Server unsubscribe request type: object required: - type - markets properties: type: type: string enum: - unsubscribe markets: type: array minItems: 1 items: type: string LifecycleEventType: type: string enum: - event.created - event.status_changed - event.settled - event.voided - market.created - market.status_changed - market.details_changed - market.settled - market.voided description: Lifecycle event type LocalizedText: type: object description: | Localized text content. When lang filter is applied, only requested locales are included. When lang filter is omitted, all available locales (en, pt, id) are included. properties: en: type: string pt: type: string id: type: string EventSeries: type: string enum: - '' - 1min - 5min - 15min - 1h - 4h - 1d description: | Event series meta tag. Empty = standalone event. Non-empty values indicate the event belongs to a recurring series with the given interval. EventStatus: type: string enum: - open - closed - settled - voided description: | - open: event is open, trading on markets is open or will be open (market statuses: unopened, pre-open, active, or suspended) - closed: event is closed, trading stopped, markets awaiting resolution and settlement - settled: all markets resolved and payouts completed - voided: event cancelled, all markets voided, contracts refunded SettlementSource: type: object required: - name - url properties: name: type: string url: type: string underlying: type: object required: - base_currency - quote_currency properties: base_currency: type: string quote_currency: type: string EventCreatedPayload: type: object required: - event_id - title - rules_primary - category - series - settlement_sources - status - created_at - opens_at - closes_at - markets properties: event_id: type: string title: $ref: '#/components/schemas/LocalizedText' series_title: allOf: - $ref: '#/components/schemas/LocalizedText' nullable: true description: Localized title of the recurring series this event belongs to. Null when the event's template defines no series title. Absent in payloads emitted before this field was introduced. rules_primary: $ref: '#/components/schemas/LocalizedText' category: type: string enum: - crypto - forex image_url: type: string series: $ref: '#/components/schemas/EventSeries' status: $ref: '#/components/schemas/EventStatus' void_reason: type: string nullable: true created_at: type: string format: date-time opens_at: type: string format: date-time closes_at: type: string format: date-time settlement_sources: type: array items: $ref: '#/components/schemas/SettlementSource' markets: type: array items: type: string description: Array of market_ids belonging to this event EventStatusChangedPayload: type: object required: - event_id - old_status - new_status properties: event_id: type: string old_status: $ref: '#/components/schemas/EventStatus' new_status: $ref: '#/components/schemas/EventStatus' EventSettledPayload: type: object required: - event_id - resolved_at properties: event_id: type: string expiration_value: type: string nullable: true description: 'Final asset value as string. Not necessarily a price, and not always numeric: it carries whatever value the settlement source publishes for the outcome. `null` if the resolution source publishes no closing value; the outcome is then carried by `resolved_market_id`, or by the per-market `result` when that is null too.' resolved_market_id: type: string nullable: true description: 'Market ID of the winning market. `null` when no market won, and also when more than one won: this field carries a single winner and cannot express several. Read the per-market `result` to see the outcome of every market.' resolved_at: type: string format: date-time description: Actual resolution timestamp EventVoidedPayload: type: object required: - event_id - void_reason properties: event_id: type: string void_reason: type: string description: Reason for voiding the event MarketStatus: type: string enum: - unopened - pre-open - active - suspended - closed - settled - voided description: | - unopened: created, not initialized in CLOB - pre-open: loaded in CLOB (MM can already place liquidity) - suspended: market open, but new orders are temporarily declined - active: market open for order acceptance - closed: closed, awaiting resolution; trading stopped, orders no longer accepted - settled: market resolved, payouts completed - voided: market cancelled, contracts refunded MarketResult: type: string enum: - 'yes' - 'no' - '' description: | Written when the event resolves, so it appears before the market reaches settled. - yes: YES is the winner - no: NO is the winner - empty: no result yet, or the market was voided MarketCreatedPayload: type: object required: - market_id - event_id - market_index - title - created_at - opens_at - closes_at - expected_expiration_time - settlement_timer_seconds - status - status_revision - result - can_close_early - strike_type properties: market_id: type: string description: Market ID event_id: type: string market_index: type: integer description: Index of the market within the event title: $ref: '#/components/schemas/LocalizedText' yes_sub_title: allOf: - $ref: '#/components/schemas/LocalizedText' nullable: true no_sub_title: allOf: - $ref: '#/components/schemas/LocalizedText' nullable: true lower_bound: allOf: - $ref: '#/components/schemas/Decimal' nullable: true description: Lower boundary for strike range (NULL for first market) upper_bound: allOf: - $ref: '#/components/schemas/Decimal' nullable: true description: Upper boundary for strike range (NULL for last market) lower_inclusive: type: boolean description: Whether lower_bound is inclusive in the range upper_inclusive: type: boolean description: Whether upper_bound is inclusive in the range status: $ref: '#/components/schemas/MarketStatus' status_revision: type: integer format: int64 description: Monotonic revision of the market status from Event Service result: $ref: '#/components/schemas/MarketResult' created_at: type: string format: date-time opens_at: type: string format: date-time closes_at: type: string format: date-time expected_expiration_time: type: string format: date-time settlement_timer_seconds: type: integer format: int32 can_close_early: type: boolean early_close_condition: type: string nullable: true strike_type: type: string enum: - greater - greater_or_equal - less - less_or_equal - between - custom floor_strike: allOf: - $ref: '#/components/schemas/Decimal' nullable: true description: Minimum expiration value that leads to a YES settlement cap_strike: allOf: - $ref: '#/components/schemas/Decimal' nullable: true description: Maximum expiration value that leads to a YES settlement custom_strike: type: string nullable: true description: Expiration value that leads to a YES settlement when strike_type=custom MarketStatusChangedPayload: type: object required: - market_id - event_id - old_status - new_status - status_revision properties: status_revision: type: integer format: int64 description: Monotonic revision of the market status from Event Service market_id: type: string event_id: type: string old_status: $ref: '#/components/schemas/MarketStatus' new_status: $ref: '#/components/schemas/MarketStatus' MarketDetailsChangedPayload: type: object required: - market_id - event_id - title - status_revision properties: market_id: type: string event_id: type: string title: $ref: '#/components/schemas/LocalizedText' yes_sub_title: allOf: - $ref: '#/components/schemas/LocalizedText' nullable: true no_sub_title: allOf: - $ref: '#/components/schemas/LocalizedText' nullable: true floor_strike: allOf: - $ref: '#/components/schemas/Decimal' nullable: true description: Minimum expiration value that leads to a YES settlement status_revision: type: integer format: int64 description: Monotonic revision of the market status from Event Service MarketSettledPayload: type: object required: - market_id - event_id - result - settlement_price - status_revision properties: market_id: type: string event_id: type: string result: type: string enum: - 'yes' - 'no' description: Winner (YES or NO) settlement_price: $ref: '#/components/schemas/Decimal' description: 1.0 for YES, 0.0 for NO expiration_value: type: string nullable: true description: 'Final asset value as string. Not necessarily a price, and not always numeric: it carries whatever value the settlement source publishes for the outcome. `null` if the resolution source publishes no closing value, in which case the outcome is carried by `result`.' status_revision: type: integer format: int64 description: Monotonic revision of the market status from Event Service MarketVoidedPayload: type: object required: - market_id - event_id - void_reason - status_revision properties: market_id: type: string event_id: type: string void_reason: type: string description: Reason for voiding the market status_revision: type: integer format: int64 description: Monotonic revision of the market status from Event Service