Broker WebSocket Streams API

1.0.0

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)

This is version 1.0.0 of this API documentation. Last update on Sep 1, 2026.