Fields

WebSocket messages are JSON objects with the following fields:

Field	Description	Format
`t`	topic
`e`	event	possible values: `tdx:subscribe`, `tdx:unsubscribe`, `tdx:order_create`, `tdx:order_cancel`
`d`	data	JSON
`a`	authentication	JWT token

Topics

Interactions are performed on topics:

Topic	Description	Type	Format
`<pair>@trades`	stream to receive trade updates	public	`^[a-zA-Z0-9\-]{1,10}\/[a-zA-Z0-9\-]{1,10}@trades$`
`<pair>@depth`	stream to receive order book updates. A `level` can be specified by appending it to the topic: `<pair>@depth10` `<pair>@depth50` `<pair>@depth100` `<pair>@depth500` A refresh speed can be specified by appending it to the topic: `<pair>@depth@100ms` `<pair>@depth@500ms` `<pair>@depth@1000ms` `<pair>@depth@5000ms` level and speed can be combined: `<pair>@depth10@100ms`	public	`^[a-zA-Z0-9\-]{1,10}\/[a-zA-Z0-9\-]{1,10}@(depth(10\|50\|100\|500)?(@(100\|500\|1000\|5000)ms)?)$`
`<subAccountId>@@subaccount-orders`	stream to create orders and receive updates	private	`^[0-9a-fA-F]{8}-[0-9a-fA-F]{4}-[0-9a-fA-F]{4}-[0-9a-fA-F]{4}-[0-9a-fA-F]{12}@subaccount-orders$`

Subscribing to a topic

First one needs to subscribe to a topic, by sending a message with an event tdx:subscribe. For example, to subscribe to the topic streaming the trades of the BTC/CHF pair, the following message will be sent:

{
  "t": "BTC/CHF@trades",
  "e": "tdx:subscribe"
}

{
  "t": "BTC/CHF@trades",
  "e": "tdx:subscription_received"
}

Unsubscribing from a topic

{
  "t": "BTC/CHF@trades",
  "e": "tdx:unsubscribe"
}

{
  "t": "BTC/CHF@trades",
  "e": "tdx:unsubscription_succeeded"
}

Trades stream

{
  "t": "BTC/CHF@trades",
  "e": "tdx:unsubscribe"
}

Receive confirmation and a stream of trade updates:

{
  "t": "BTC/CHF@trades",
  "e": "tdx:subscription_received"
}
{
  "t": "BTC/CHF@trades",
  "d": {
    "d": 1640760718833000000,
    "p": "10000",
    "q": "2",
    "i": "SWHMAzEePHsGJ9BbqdL3IxpJLgi/5ujG8VezfLnauqg="
  },
  "e": "trade"
}
{
  "t": "BTC/CHF@trades",
  "d": {
    "d": 1640760847376000000,
    "p": "10000",
    "q": "1",
    "i": "iWoKtJn5Zf8XbB3cG2m/7JcTwRmWnXuxjTPKI+wp/tU="
  },
  "e": "trade"
}

Trade data

Field	Description
`d`	Date
`p`	Price
`q`	Quantity
`i`	ID

Order book stream

{
  "e": "tdx:subscribe",
  "t": "ACETO/USD@depth@100ms"
}

Receive confirmation, the order book and a stream of order book updates:

{
  "t": "ACETO/USD@depth@100ms",
  "e": "tdx:subscription_received"
}
{
  "t": "ACETO/USD@depth@100ms",
  "d": {
    "u": 124,
    "b": [
      [
        "120",
        "2"
      ],
      [
        "114",
        "14"
      ],
      [
        "113",
        "13"
      ],
      [
        "112",
        "12"
      ],
      [
        "111",
        "11"
      ],
      [
        "110",
        "10000"
      ],
      [
        "103",
        "3"
      ],
      [
        "100",
        "11303"
      ],
      [
        "99",
        "1"
      ],
      [
        "98",
        "1"
      ],
      [
        "97",
        "3"
      ],
      [
        "88",
        "8"
      ],
      [
        "80",
        "20"
      ],
      [
        "70",
        "23"
      ],
      [
        "65",
        "16"
      ],
      [
        "64",
        "4"
      ],
      [
        "63",
        "3"
      ],
      [
        "62",
        "2"
      ],
      [
        "61",
        "1"
      ],
      [
        "60",
        "15"
      ],
      [
        "50",
        "1"
      ],
      [
        "2",
        "1"
      ]
    ],
    "a": [
      [
        "130",
        "9"
      ]
    ]
  },
  "e": "orderbook"
}

Order Book data

Field	Description
`u`	Update ID
`b`	Bids: an array of `BookEntry`
`a`	Asks: an array of `BookEntry`

A BookEntry is an array with 2 values: a price and a quantity. For example: ["130","9"]