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ritmex-bot/docs/grvt/market_data_streams.md
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# MarketData Websocket Streams
## Ticker
### Mini Ticker Snap
```
STREAM: v1.mini.s
```
=== "Feed Selector"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_mini_ticker_feed_selector_v1.md"
??? info "JSONRPC Wrappers"
-8<- "docs/schemas/jsonrpc_request.md"
-8<- "docs/schemas/jsonrpc_response.md"
-8<- "docs/schemas/ws_subscribe_params.md"
-8<- "docs/schemas/ws_subscribe_result.md"
-8<- "docs/schemas/ws_unsubscribe_params.md"
-8<- "docs/schemas/ws_unsubscribe_result.md"
-8<- "docs/schemas/ws_subscribe_request_v1_legacy.md"
-8<- "docs/schemas/ws_subscribe_response_v1_legacy.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
???+ question "Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.mini.s",
"subs": ["BTC_USDT_Perp@500"],
"unsubs": [],
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
**Full Unsubscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Unsubscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.mini.s",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.mini.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.mini.s",
"subs":["BTC_USDT_Perp@500"],
"unsubs":[],
"num_snapshots":[1],
"first_sequence_number":[2813]
}
```
</section>
=== "Feed Data"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_mini_ticker_feed_data_v1.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! success
**Full Feed Response**
``` { .json .copy }
{
"stream": "v1.mini.s",
"selector": "BTC_USDT_Perp",
"sequence_number": "872634876",
"feed": {
"event_time": "1697788800000000000",
"instrument": "BTC_USDT_Perp",
"mark_price": "65038.01",
"index_price": "65038.01",
"last_price": "65038.01",
"last_size": "123456.78",
"mid_price": "65038.01",
"best_bid_price": "65038.01",
"best_bid_size": "123456.78",
"best_ask_price": "65038.01",
"best_ask_size": "123456.78"
}
}
```
**Lite Feed Response**
``` { .json .copy }
{
"s": "v1.mini.s",
"s1": "BTC_USDT_Perp",
"sn": "872634876",
"f": {
"et": "1697788800000000000",
"i": "BTC_USDT_Perp",
"mp": "65038.01",
"ip": "65038.01",
"lp": "65038.01",
"ls": "123456.78",
"mp1": "65038.01",
"bb": "65038.01",
"bb1": "123456.78",
"ba": "65038.01",
"ba1": "123456.78"
}
}
```
</section>
=== "Errors"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
!!! info "Error Codes"
|Code|HttpStatus| Description |
|-|-|-|
|1002|500|Internal Server Error|
|1004|404|Data Not Found|
|1101|400|Feed Format must be in the format of <primary>@<secondary>|
|1102|400|Wrong number of primary selectors|
|1103|400|Wrong number of secondary selectors|
|3000|400|Instrument is invalid|
|3030|400|Feed rate is invalid|
-8<- "docs/schemas/jsonrpc_response.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! failure "Error"
**Full Error Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"error": {
"code": 1002,
"message": "Internal Server Error"
},
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
``` { .json .copy }
{
"j": "2.0",
"e": {
"c": 1002,
"m": "Internal Server Error"
},
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
``` { .json .copy }
{
"code":1002,
"message":"Internal Server Error",
"status":500
}
```
</section>
=== "Try it out"
=== "DEV"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.mini.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.mini.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "STAGING"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.mini.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.mini.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "TESTNET"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.mini.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.mini.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "PROD"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.mini.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.mini.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
<hr class="solid">
### Mini Ticker Delta
```
STREAM: v1.mini.d
```
=== "Feed Selector"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_mini_ticker_feed_selector_v1.md"
??? info "JSONRPC Wrappers"
-8<- "docs/schemas/jsonrpc_request.md"
-8<- "docs/schemas/jsonrpc_response.md"
-8<- "docs/schemas/ws_subscribe_params.md"
-8<- "docs/schemas/ws_subscribe_result.md"
-8<- "docs/schemas/ws_unsubscribe_params.md"
-8<- "docs/schemas/ws_unsubscribe_result.md"
-8<- "docs/schemas/ws_subscribe_request_v1_legacy.md"
-8<- "docs/schemas/ws_subscribe_response_v1_legacy.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
???+ question "Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.mini.d",
"subs": ["BTC_USDT_Perp@500"],
"unsubs": [],
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
**Full Unsubscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Unsubscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.mini.d",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.mini.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.mini.d",
"subs":["BTC_USDT_Perp@500"],
"unsubs":[],
"num_snapshots":[1],
"first_sequence_number":[2813]
}
```
</section>
=== "Feed Data"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_mini_ticker_feed_data_v1.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! success
**Full Feed Response**
``` { .json .copy }
{
"stream": "v1.mini.d",
"selector": "BTC_USDT_Perp",
"sequence_number": "872634876",
"feed": {
"event_time": "1697788800000000000",
"instrument": "BTC_USDT_Perp",
"mark_price": "65038.01",
"index_price": "65038.01",
"last_price": "65038.01",
"last_size": "123456.78",
"mid_price": "65038.01",
"best_bid_price": "65038.01",
"best_bid_size": "123456.78",
"best_ask_price": "65038.01",
"best_ask_size": "123456.78"
}
}
```
**Lite Feed Response**
``` { .json .copy }
{
"s": "v1.mini.d",
"s1": "BTC_USDT_Perp",
"sn": "872634876",
"f": {
"et": "1697788800000000000",
"i": "BTC_USDT_Perp",
"mp": "65038.01",
"ip": "65038.01",
"lp": "65038.01",
"ls": "123456.78",
"mp1": "65038.01",
"bb": "65038.01",
"bb1": "123456.78",
"ba": "65038.01",
"ba1": "123456.78"
}
}
```
</section>
=== "Errors"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
!!! info "Error Codes"
|Code|HttpStatus| Description |
|-|-|-|
|1002|500|Internal Server Error|
|1004|404|Data Not Found|
|1101|400|Feed Format must be in the format of <primary>@<secondary>|
|1102|400|Wrong number of primary selectors|
|1103|400|Wrong number of secondary selectors|
|3000|400|Instrument is invalid|
|3030|400|Feed rate is invalid|
-8<- "docs/schemas/jsonrpc_response.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! failure "Error"
**Full Error Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"error": {
"code": 1002,
"message": "Internal Server Error"
},
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
``` { .json .copy }
{
"j": "2.0",
"e": {
"c": 1002,
"m": "Internal Server Error"
},
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
``` { .json .copy }
{
"code":1002,
"message":"Internal Server Error",
"status":500
}
```
</section>
=== "Try it out"
=== "DEV"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.mini.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.mini.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "STAGING"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.mini.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.mini.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "TESTNET"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.mini.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.mini.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "PROD"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.mini.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.mini.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.mini.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.mini.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
<hr class="solid">
### Ticker Snap
```
STREAM: v1.ticker.s
```
=== "Feed Selector"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_ticker_feed_selector_v1.md"
??? info "JSONRPC Wrappers"
-8<- "docs/schemas/jsonrpc_request.md"
-8<- "docs/schemas/jsonrpc_response.md"
-8<- "docs/schemas/ws_subscribe_params.md"
-8<- "docs/schemas/ws_subscribe_result.md"
-8<- "docs/schemas/ws_unsubscribe_params.md"
-8<- "docs/schemas/ws_unsubscribe_result.md"
-8<- "docs/schemas/ws_subscribe_request_v1_legacy.md"
-8<- "docs/schemas/ws_subscribe_response_v1_legacy.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
???+ question "Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.ticker.s",
"subs": ["BTC_USDT_Perp@500"],
"unsubs": [],
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
**Full Unsubscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Unsubscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.ticker.s",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.ticker.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.ticker.s",
"subs":["BTC_USDT_Perp@500"],
"unsubs":[],
"num_snapshots":[1],
"first_sequence_number":[2813]
}
```
</section>
=== "Feed Data"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_ticker_feed_data_v1.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! success
**Full Feed Response**
``` { .json .copy }
{
"stream": "v1.ticker.s",
"selector": "BTC_USDT_Perp",
"sequence_number": "872634876",
"feed": {
"event_time": "1697788800000000000",
"instrument": "BTC_USDT_Perp",
"mark_price": "65038.01",
"index_price": "65038.01",
"last_price": "65038.01",
"last_size": "123456.78",
"mid_price": "65038.01",
"best_bid_price": "65038.01",
"best_bid_size": "123456.78",
"best_ask_price": "65038.01",
"best_ask_size": "123456.78",
"funding_rate_8h_curr": 0.0003,
"funding_rate_8h_avg": 0.0003,
"interest_rate": 0.0003,
"forward_price": "65038.01",
"buy_volume_24h_b": "123456.78",
"sell_volume_24h_b": "123456.78",
"buy_volume_24h_q": "123456.78",
"sell_volume_24h_q": "123456.78",
"high_price": "65038.01",
"low_price": "65038.01",
"open_price": "65038.01",
"open_interest": "123456.78",
"long_short_ratio": "0.5"
}
}
```
**Lite Feed Response**
``` { .json .copy }
{
"s": "v1.ticker.s",
"s1": "BTC_USDT_Perp",
"sn": "872634876",
"f": {
"et": "1697788800000000000",
"i": "BTC_USDT_Perp",
"mp": "65038.01",
"ip": "65038.01",
"lp": "65038.01",
"ls": "123456.78",
"mp1": "65038.01",
"bb": "65038.01",
"bb1": "123456.78",
"ba": "65038.01",
"ba1": "123456.78",
"fr": 0.0003,
"fr1": 0.0003,
"ir": 0.0003,
"fp": "65038.01",
"bv": "123456.78",
"sv": "123456.78",
"bv1": "123456.78",
"sv1": "123456.78",
"hp": "65038.01",
"lp1": "65038.01",
"op": "65038.01",
"oi": "123456.78",
"ls1": "0.5"
}
}
```
</section>
=== "Errors"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
!!! info "Error Codes"
|Code|HttpStatus| Description |
|-|-|-|
|1002|500|Internal Server Error|
|1004|404|Data Not Found|
|1101|400|Feed Format must be in the format of <primary>@<secondary>|
|1102|400|Wrong number of primary selectors|
|1103|400|Wrong number of secondary selectors|
|3000|400|Instrument is invalid|
|3030|400|Feed rate is invalid|
-8<- "docs/schemas/jsonrpc_response.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! failure "Error"
**Full Error Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"error": {
"code": 1002,
"message": "Internal Server Error"
},
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
``` { .json .copy }
{
"j": "2.0",
"e": {
"c": 1002,
"m": "Internal Server Error"
},
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
``` { .json .copy }
{
"code":1002,
"message":"Internal Server Error",
"status":500
}
```
</section>
=== "Try it out"
=== "DEV"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.ticker.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.ticker.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "STAGING"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.ticker.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.ticker.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "TESTNET"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.ticker.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.ticker.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "PROD"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.s",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.ticker.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.ticker.s",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.s",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
<hr class="solid">
### Ticker Delta
```
STREAM: v1.ticker.d
```
=== "Feed Selector"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_ticker_feed_selector_v1.md"
??? info "JSONRPC Wrappers"
-8<- "docs/schemas/jsonrpc_request.md"
-8<- "docs/schemas/jsonrpc_response.md"
-8<- "docs/schemas/ws_subscribe_params.md"
-8<- "docs/schemas/ws_subscribe_result.md"
-8<- "docs/schemas/ws_unsubscribe_params.md"
-8<- "docs/schemas/ws_unsubscribe_result.md"
-8<- "docs/schemas/ws_subscribe_request_v1_legacy.md"
-8<- "docs/schemas/ws_subscribe_response_v1_legacy.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
???+ question "Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.ticker.d",
"subs": ["BTC_USDT_Perp@500"],
"unsubs": [],
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
**Full Unsubscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Unsubscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.ticker.d",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.ticker.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.ticker.d",
"subs":["BTC_USDT_Perp@500"],
"unsubs":[],
"num_snapshots":[1],
"first_sequence_number":[2813]
}
```
</section>
=== "Feed Data"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_ticker_feed_data_v1.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! success
**Full Feed Response**
``` { .json .copy }
{
"stream": "v1.ticker.d",
"selector": "BTC_USDT_Perp",
"sequence_number": "872634876",
"feed": {
"event_time": "1697788800000000000",
"instrument": "BTC_USDT_Perp",
"mark_price": "65038.01",
"index_price": "65038.01",
"last_price": "65038.01",
"last_size": "123456.78",
"mid_price": "65038.01",
"best_bid_price": "65038.01",
"best_bid_size": "123456.78",
"best_ask_price": "65038.01",
"best_ask_size": "123456.78",
"funding_rate_8h_curr": 0.0003,
"funding_rate_8h_avg": 0.0003,
"interest_rate": 0.0003,
"forward_price": "65038.01",
"buy_volume_24h_b": "123456.78",
"sell_volume_24h_b": "123456.78",
"buy_volume_24h_q": "123456.78",
"sell_volume_24h_q": "123456.78",
"high_price": "65038.01",
"low_price": "65038.01",
"open_price": "65038.01",
"open_interest": "123456.78",
"long_short_ratio": "0.5"
}
}
```
**Lite Feed Response**
``` { .json .copy }
{
"s": "v1.ticker.d",
"s1": "BTC_USDT_Perp",
"sn": "872634876",
"f": {
"et": "1697788800000000000",
"i": "BTC_USDT_Perp",
"mp": "65038.01",
"ip": "65038.01",
"lp": "65038.01",
"ls": "123456.78",
"mp1": "65038.01",
"bb": "65038.01",
"bb1": "123456.78",
"ba": "65038.01",
"ba1": "123456.78",
"fr": 0.0003,
"fr1": 0.0003,
"ir": 0.0003,
"fp": "65038.01",
"bv": "123456.78",
"sv": "123456.78",
"bv1": "123456.78",
"sv1": "123456.78",
"hp": "65038.01",
"lp1": "65038.01",
"op": "65038.01",
"oi": "123456.78",
"ls1": "0.5"
}
}
```
</section>
=== "Errors"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
!!! info "Error Codes"
|Code|HttpStatus| Description |
|-|-|-|
|1002|500|Internal Server Error|
|1004|404|Data Not Found|
|1101|400|Feed Format must be in the format of <primary>@<secondary>|
|1102|400|Wrong number of primary selectors|
|1103|400|Wrong number of secondary selectors|
|3000|400|Instrument is invalid|
|3030|400|Feed rate is invalid|
-8<- "docs/schemas/jsonrpc_response.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! failure "Error"
**Full Error Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"error": {
"code": 1002,
"message": "Internal Server Error"
},
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
``` { .json .copy }
{
"j": "2.0",
"e": {
"c": 1002,
"m": "Internal Server Error"
},
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
``` { .json .copy }
{
"code":1002,
"message":"Internal Server Error",
"status":500
}
```
</section>
=== "Try it out"
=== "DEV"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.ticker.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.ticker.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "STAGING"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.ticker.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.ticker.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "TESTNET"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.ticker.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.ticker.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "PROD"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.ticker.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.ticker.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.ticker.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.ticker.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
<hr class="solid">
## Orderbook
### Orderbook Snap
```
STREAM: v1.book.s
```
=== "Feed Selector"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_orderbook_levels_feed_selector_v1.md"
??? info "JSONRPC Wrappers"
-8<- "docs/schemas/jsonrpc_request.md"
-8<- "docs/schemas/jsonrpc_response.md"
-8<- "docs/schemas/ws_subscribe_params.md"
-8<- "docs/schemas/ws_subscribe_result.md"
-8<- "docs/schemas/ws_unsubscribe_params.md"
-8<- "docs/schemas/ws_unsubscribe_result.md"
-8<- "docs/schemas/ws_subscribe_request_v1_legacy.md"
-8<- "docs/schemas/ws_subscribe_response_v1_legacy.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
???+ question "Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.book.s",
"subs": ["BTC_USDT_Perp@500-50"],
"unsubs": [],
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
**Full Unsubscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
```
**Full Unsubscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.book.s",
"unsubs": ["BTC_USDT_Perp@500-50"]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.book.s",
"feed":["BTC_USDT_Perp@500-50"],
"method":"subscribe",
"is_full":true
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.book.s",
"subs":["BTC_USDT_Perp@500-50"],
"unsubs":[],
"num_snapshots":[1],
"first_sequence_number":[2813]
}
```
</section>
=== "Feed Data"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_orderbook_levels_feed_data_v1.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! success
**Full Feed Response**
``` { .json .copy }
{
"stream": "v1.book.s",
"selector": "BTC_USDT_Perp",
"sequence_number": "872634876",
"feed": {
"event_time": "1697788800000000000",
"instrument": "BTC_USDT_Perp",
"bids": [{
"price": "65038.01",
"size": "3456.78",
"num_orders": 123
}],
"asks": [{
"price": "65038.01",
"size": "3456.78",
"num_orders": 123
}]
}
}
```
**Lite Feed Response**
``` { .json .copy }
{
"s": "v1.book.s",
"s1": "BTC_USDT_Perp",
"sn": "872634876",
"f": {
"et": "1697788800000000000",
"i": "BTC_USDT_Perp",
"b": [{
"p": "65038.01",
"s": "3456.78",
"no": 123
}],
"a": [{
"p": "65038.01",
"s": "3456.78",
"no": 123
}]
}
}
```
</section>
=== "Errors"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
!!! info "Error Codes"
|Code|HttpStatus| Description |
|-|-|-|
|1002|500|Internal Server Error|
|1004|404|Data Not Found|
|1101|400|Feed Format must be in the format of <primary>@<secondary>|
|1102|400|Wrong number of primary selectors|
|1103|400|Wrong number of secondary selectors|
|3000|400|Instrument is invalid|
|3030|400|Feed rate is invalid|
|3031|400|Depth is invalid|
-8<- "docs/schemas/jsonrpc_response.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! failure "Error"
**Full Error Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"error": {
"code": 1002,
"message": "Internal Server Error"
},
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
``` { .json .copy }
{
"j": "2.0",
"e": {
"c": 1002,
"m": "Internal Server Error"
},
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
``` { .json .copy }
{
"code":1002,
"message":"Internal Server Error",
"status":500
}
```
</section>
=== "Try it out"
=== "DEV"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.s",
"feed":["BTC_USDT_Perp@500-50"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.book.s",
"s1": ["BTC_USDT_Perp@500-50"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.book.s",
"s1": ["BTC_USDT_Perp@500-50"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.s",
"feed":["BTC_USDT_Perp@500-50"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "STAGING"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.s",
"feed":["BTC_USDT_Perp@500-50"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.book.s",
"s1": ["BTC_USDT_Perp@500-50"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.book.s",
"s1": ["BTC_USDT_Perp@500-50"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.s",
"feed":["BTC_USDT_Perp@500-50"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "TESTNET"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.s",
"feed":["BTC_USDT_Perp@500-50"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.book.s",
"s1": ["BTC_USDT_Perp@500-50"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.book.s",
"s1": ["BTC_USDT_Perp@500-50"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.s",
"feed":["BTC_USDT_Perp@500-50"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "PROD"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.s",
"selectors": ["BTC_USDT_Perp@500-50"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.s",
"feed":["BTC_USDT_Perp@500-50"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.book.s",
"s1": ["BTC_USDT_Perp@500-50"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.book.s",
"s1": ["BTC_USDT_Perp@500-50"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.s",
"feed":["BTC_USDT_Perp@500-50"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
<hr class="solid">
### Orderbook Delta
```
STREAM: v1.book.d
```
=== "Feed Selector"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_orderbook_levels_feed_selector_v1.md"
??? info "JSONRPC Wrappers"
-8<- "docs/schemas/jsonrpc_request.md"
-8<- "docs/schemas/jsonrpc_response.md"
-8<- "docs/schemas/ws_subscribe_params.md"
-8<- "docs/schemas/ws_subscribe_result.md"
-8<- "docs/schemas/ws_unsubscribe_params.md"
-8<- "docs/schemas/ws_unsubscribe_result.md"
-8<- "docs/schemas/ws_subscribe_request_v1_legacy.md"
-8<- "docs/schemas/ws_subscribe_response_v1_legacy.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
???+ question "Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.book.d",
"subs": ["BTC_USDT_Perp@500"],
"unsubs": [],
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
**Full Unsubscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Unsubscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.book.d",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.book.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.book.d",
"subs":["BTC_USDT_Perp@500"],
"unsubs":[],
"num_snapshots":[1],
"first_sequence_number":[2813]
}
```
</section>
=== "Feed Data"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_orderbook_levels_feed_data_v1.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! success
**Full Feed Response**
``` { .json .copy }
{
"stream": "v1.book.d",
"selector": "BTC_USDT_Perp",
"sequence_number": "872634876",
"feed": {
"event_time": "1697788800000000000",
"instrument": "BTC_USDT_Perp",
"bids": [{
"price": "65038.01",
"size": "3456.78",
"num_orders": 123
}],
"asks": [{
"price": "65038.01",
"size": "3456.78",
"num_orders": 123
}]
}
}
```
**Lite Feed Response**
``` { .json .copy }
{
"s": "v1.book.d",
"s1": "BTC_USDT_Perp",
"sn": "872634876",
"f": {
"et": "1697788800000000000",
"i": "BTC_USDT_Perp",
"b": [{
"p": "65038.01",
"s": "3456.78",
"no": 123
}],
"a": [{
"p": "65038.01",
"s": "3456.78",
"no": 123
}]
}
}
```
</section>
=== "Errors"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
!!! info "Error Codes"
|Code|HttpStatus| Description |
|-|-|-|
|1002|500|Internal Server Error|
|1004|404|Data Not Found|
|1101|400|Feed Format must be in the format of <primary>@<secondary>|
|1102|400|Wrong number of primary selectors|
|1103|400|Wrong number of secondary selectors|
|3000|400|Instrument is invalid|
|3030|400|Feed rate is invalid|
-8<- "docs/schemas/jsonrpc_response.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! failure "Error"
**Full Error Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"error": {
"code": 1002,
"message": "Internal Server Error"
},
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
``` { .json .copy }
{
"j": "2.0",
"e": {
"c": 1002,
"m": "Internal Server Error"
},
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
``` { .json .copy }
{
"code":1002,
"message":"Internal Server Error",
"status":500
}
```
</section>
=== "Try it out"
=== "DEV"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.book.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.book.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "STAGING"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.book.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.book.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "TESTNET"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.book.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.book.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "PROD"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.book.d",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.book.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.book.d",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.book.d",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
<hr class="solid">
## Trade
### Trade
```
STREAM: v1.trade
```
=== "Feed Selector"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_trade_feed_selector_v1.md"
??? info "JSONRPC Wrappers"
-8<- "docs/schemas/jsonrpc_request.md"
-8<- "docs/schemas/jsonrpc_response.md"
-8<- "docs/schemas/ws_subscribe_params.md"
-8<- "docs/schemas/ws_subscribe_result.md"
-8<- "docs/schemas/ws_unsubscribe_params.md"
-8<- "docs/schemas/ws_unsubscribe_result.md"
-8<- "docs/schemas/ws_subscribe_request_v1_legacy.md"
-8<- "docs/schemas/ws_subscribe_response_v1_legacy.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
???+ question "Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.trade",
"subs": ["BTC_USDT_Perp@500"],
"unsubs": [],
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
**Full Unsubscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
```
**Full Unsubscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.trade",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.trade",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.trade",
"subs":["BTC_USDT_Perp@500"],
"unsubs":[],
"num_snapshots":[1],
"first_sequence_number":[2813]
}
```
</section>
=== "Feed Data"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_trade_feed_data_v1.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! success
**Full Feed Response**
``` { .json .copy }
{
"stream": "v1.trade",
"selector": "BTC_USDT_Perp",
"sequence_number": "872634876",
"feed": {
"event_time": "1697788800000000000",
"instrument": "BTC_USDT_Perp",
"is_taker_buyer": true,
"size": "123456.78",
"price": "65038.01",
"mark_price": "65038.01",
"index_price": "65038.01",
"interest_rate": 0.0003,
"forward_price": "65038.01",
"trade_id": "209358-2",
"venue": "ORDERBOOK",
"is_rpi": false
}
}
```
**Lite Feed Response**
``` { .json .copy }
{
"s": "v1.trade",
"s1": "BTC_USDT_Perp",
"sn": "872634876",
"f": {
"et": "1697788800000000000",
"i": "BTC_USDT_Perp",
"it": true,
"s": "123456.78",
"p": "65038.01",
"mp": "65038.01",
"ip": "65038.01",
"ir": 0.0003,
"fp": "65038.01",
"ti": "209358-2",
"v": "ORDERBOOK",
"ir1": false
}
}
```
</section>
=== "Errors"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
!!! info "Error Codes"
|Code|HttpStatus| Description |
|-|-|-|
|1002|500|Internal Server Error|
|1101|400|Feed Format must be in the format of <primary>@<secondary>|
|1102|400|Wrong number of primary selectors|
|1103|400|Wrong number of secondary selectors|
|3000|400|Instrument is invalid|
|3011|400|Limit exceeds min or max value|
|3013|400|Exact limit value is not supported|
-8<- "docs/schemas/jsonrpc_response.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! failure "Error"
**Full Error Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"error": {
"code": 1002,
"message": "Internal Server Error"
},
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
``` { .json .copy }
{
"j": "2.0",
"e": {
"c": 1002,
"m": "Internal Server Error"
},
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
``` { .json .copy }
{
"code":1002,
"message":"Internal Server Error",
"status":500
}
```
</section>
=== "Try it out"
=== "DEV"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.trade",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.trade",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.trade",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.trade",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "STAGING"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.trade",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.trade",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.trade",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.trade",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "TESTNET"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.trade",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.trade",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.trade",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.trade",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "PROD"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.trade",
"selectors": ["BTC_USDT_Perp@500"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.trade",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.trade",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.trade",
"s1": ["BTC_USDT_Perp@500"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.trade",
"feed":["BTC_USDT_Perp@500"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
<hr class="solid">
## Candlestick
### Candlestick
```
STREAM: v1.candle
```
=== "Feed Selector"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_candlestick_feed_selector_v1.md"
??? info "JSONRPC Wrappers"
-8<- "docs/schemas/jsonrpc_request.md"
-8<- "docs/schemas/jsonrpc_response.md"
-8<- "docs/schemas/ws_subscribe_params.md"
-8<- "docs/schemas/ws_subscribe_result.md"
-8<- "docs/schemas/ws_unsubscribe_params.md"
-8<- "docs/schemas/ws_unsubscribe_result.md"
-8<- "docs/schemas/ws_subscribe_request_v1_legacy.md"
-8<- "docs/schemas/ws_subscribe_response_v1_legacy.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
???+ question "Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.candle",
"subs": ["BTC_USDT_Perp@CI_1_M-TRADE"],
"unsubs": [],
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
**Full Unsubscribe Request**
``` { .json .copy }
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
```
**Full Unsubscribe Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"result": {
"stream": "v1.candle",
"unsubs": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
**Full Subscribe Request**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.candle",
"feed":["BTC_USDT_Perp@CI_1_M-TRADE"],
"method":"subscribe",
"is_full":true
}
```
**Full Subscribe Response**
``` { .json .copy }
{
"request_id":1,
"stream":"v1.candle",
"subs":["BTC_USDT_Perp@CI_1_M-TRADE"],
"unsubs":[],
"num_snapshots":[1],
"first_sequence_number":[2813]
}
```
</section>
=== "Feed Data"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
-8<- "docs/schemas/ws_candlestick_feed_data_v1.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! success
**Full Feed Response**
``` { .json .copy }
{
"stream": "v1.candle",
"selector": "BTC_USDT_Perp",
"sequence_number": "872634876",
"feed": {
"open_time": "1697788800000000000",
"close_time": "1697788800000000000",
"open": "123456.78",
"close": "123456.78",
"high": "123456.78",
"low": "123456.78",
"volume_b": "123456.78",
"volume_q": "123456.78",
"trades": 123456,
"instrument": "BTC_USDT_Perp"
}
}
```
**Lite Feed Response**
``` { .json .copy }
{
"s": "v1.candle",
"s1": "BTC_USDT_Perp",
"sn": "872634876",
"f": {
"ot": "1697788800000000000",
"ct": "1697788800000000000",
"o": "123456.78",
"c": "123456.78",
"h": "123456.78",
"l": "123456.78",
"vb": "123456.78",
"vq": "123456.78",
"t": 123456,
"i": "BTC_USDT_Perp"
}
}
```
</section>
=== "Errors"
<section markdown="1" style="float: left; width: 70%; padding-right: 10px;">
!!! info "Error Codes"
|Code|HttpStatus| Description |
|-|-|-|
|1002|500|Internal Server Error|
|1101|400|Feed Format must be in the format of <primary>@<secondary>|
|1102|400|Wrong number of primary selectors|
|1103|400|Wrong number of secondary selectors|
|3000|400|Instrument is invalid|
|3040|400|Candlestick interval is invalid|
|3041|400|Candlestick type is invalid|
-8<- "docs/schemas/jsonrpc_response.md"
</section>
<section markdown="1" style="float: right; width: 30%;">
!!! failure "Error"
**Full Error Response**
``` { .json .copy }
{
"jsonrpc": "2.0",
"error": {
"code": 1002,
"message": "Internal Server Error"
},
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
``` { .json .copy }
{
"j": "2.0",
"e": {
"c": 1002,
"m": "Internal Server Error"
},
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
``` { .json .copy }
{
"code":1002,
"message":"Internal Server Error",
"status":500
}
```
</section>
=== "Try it out"
=== "DEV"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.candle",
"feed":["BTC_USDT_Perp@CI_1_M-TRADE"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.candle",
"s1": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.candle",
"s1": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.dev.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.candle",
"feed":["BTC_USDT_Perp@CI_1_M-TRADE"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "STAGING"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.candle",
"feed":["BTC_USDT_Perp@CI_1_M-TRADE"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.candle",
"s1": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.candle",
"s1": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.staging.gravitymarkets.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.candle",
"feed":["BTC_USDT_Perp@CI_1_M-TRADE"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "TESTNET"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.candle",
"feed":["BTC_USDT_Perp@CI_1_M-TRADE"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.candle",
"s1": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.candle",
"s1": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.testnet.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.candle",
"feed":["BTC_USDT_Perp@CI_1_M-TRADE"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
=== "PROD"
<section markdown="1" style="float: left; width: 50%; padding-right: 10px;">
!!! example "Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "subscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
' -w 360
```
!!! example "Unsubscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/full" \
-x '
{
"jsonrpc": "2.0",
"method": "unsubscribe",
"params": {
"stream": "v1.candle",
"selectors": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
}
' -w 360
```
!!! example "Legacy Subscribe Full"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.candle",
"feed":["BTC_USDT_Perp@CI_1_M-TRADE"],
"method":"subscribe",
"is_full":true
}
' -w 360
```
</section>
<section markdown="1" style="float: right; width: 50%;">
!!! example "Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "subscribe",
"p": {
"s": "v1.candle",
"s1": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"i": 123
}
' -w 360
```
!!! example "Unsubscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws/lite" \
-x '
{
"j": "2.0",
"m": "unsubscribe",
"p": {
"s": "v1.candle",
"s1": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"i": 123
}
' -w 360
```
!!! example "Legacy Subscribe Lite"
``` { .bash .copy }
wscat -c "wss://market-data.grvt.io/ws" \
-x '
{
"request_id":1,
"stream":"v1.candle",
"feed":["BTC_USDT_Perp@CI_1_M-TRADE"],
"method":"subscribe",
"is_full":false
}
' -w 360
```
</section>
<hr class="solid">
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