WebSockets Reference

Overview

Their are two major channels within the WS connection, they are:

Quotes

Receive messages regarding changes to the orderbook state along with responses back from an RFQ requests

Stream public orderbook state changes such as:

• PostQuoteMessage -> new orders

• FillQuoteMessage -> trade fills

• DeleteQuoteMessage -> cancelled orders

Stream personalized quotes from market makers after submitting a RFQ

RFQ

Participate in the RFQ network

Publish RFQ requests to the RFQ network. This is how requests are broadcasted.

Stream RFQ requests in order to provide personalized quotes. This is how market makers listen for requests.

Participating the in the RFQ network (both as a requester and provider of quotes) can only be done via the RFQ channel of our websocket. There is no direct rest endpoints.

Dual Channel Support

It is possible to integrate BOTH channels at the same time under a single websocket connection. In this case there only needs to be one authorization methods (see here on how to implement this). However, two filter messages must be sent (one for each channel).

Authorizations and Filter messages are covered in the next section.