WebSocket API

Overview

The WebSocket API allows real-time communication with our platform. Use it to stream market data, subscribe to updates, and interact with the order book.

Key Identifier Types

The WebSocket API uses two primary identifier types throughout the trading system:

• order_id: Unique identifier for individual limit orders. Generated as a 32-character hexadecimal string when a limit order is posted to the orderbook. Used for order management, cancellation, and tracking order lifecycle events.

• trade_id: Unique identifier for executed trades. Generated as a 32-character hexadecimal string when a market order is filled against limit orders. Used for tracking individual trade executions and settlement records.

Relationship: Multiple trades can reference the same order_id when a single limit order is filled across multiple market orders (partial fills). Each trade execution generates a unique trade_id.

Key Timestamp Types

The WebSocket API uses two timestamp formats that are important to understand:

• timestamp_ms: Event wrapper timestamps in milliseconds (13 digits) - used for event ordering and processing
• timestamp: Data payload timestamps, usually in milliseconds (13 digits)
• creation_timestamp: Order/request creation times in seconds (10 digits)

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Learn More: For detailed timestamp format explanations, see the Timestamp Formats section below.

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Learn More: For detailed explanations and trading scenarios, see the Order ID vs Trade ID Guide.

Quick Start

1. Connect to the WebSocket endpoint
2. Authenticate with your API key (Authentication)
3. Subscribe to market data channels (Commands)
4. Monitor your trades and account state
5. Execute trades via REST API while monitoring via WebSocket

Supported Markets

• Trading Pairs: BTC_USDC, ETH_USDC, ARB_USDC
• Base Tokens: BTC, ETH, ARB
• Instruments: Options and Perpetual Futures

Instrument Naming Format

Options

• Format: {PAIR}-{MATURITY}-{STRIKE}-{TYPE}
• Examples:
  • BTC_USDC-31OCT25-130000-C (BTC call option)
  • ETH_USDC-31OCT25-4700-P (ETH put option)
  • ARB_USDC-31OCT25-0d300-C (ARB call option with decimal strike)

Perpetuals

• Format: {PAIR}-PERPETUAL
• Examples: BTC_USDC-PERPETUAL, ETH_USDC-PERPETUAL, ARB_USDC-PERPETUAL

Format Components

• PAIR: {BASE}_{QUOTE} where BASE is BTC, ETH, or ARB and QUOTE is USDC
• MATURITY: DDMMMYY format (e.g., "31OCT25" for October 31, 2025)
  • Months: JAN, FEB, MAR, APR, MAY, JUN, JUL, AUG, SEP, OCT, NOV, DEC
• STRIKE: Integer for BTC/ETH, decimal notation with "d" for ARB (e.g., 1d500 for 1.5)
• TYPE: C for Call options, P for Put options

Available Channels

Channels are organized by their use in a trading workflow:

Market Data

Reference data — prices, rates, vol surface, instruments. See Market Data.

Orderbook

Order lifecycle events — placements, cancellations, fills. See Orderbook.

Account

Account state, positions, fills, and risk events. See Account.

Trading

Specialized trading workflows. See Trading.

Event Types

When subscribed to channels, you'll receive events with the following types:

Timestamp Formats

WebSocket events use consistent timestamp formatting across all message types:

Event Wrapper Timestamps:

• timestamp_ms: Event generation time in milliseconds (Unix timestamp)
• Format: 13-digit number (e.g., 1677721600000)
• Location: Present in all event and response wrappers

Data Payload Timestamps:

• timestamp: Data-specific timestamp, usually in milliseconds
• creation_timestamp: Order/request creation time in seconds (Unix timestamp)
• Format: Varies by field type:
  • timestamp: 13-digit number (milliseconds) - e.g., 1677721600000
  • creation_timestamp: 10-digit number (seconds) - e.g., 1677721600

Examples:

{
  "kind": "event",
  "type": "trade",
  "timestamp_ms": 1677721600000,
  "data": {
    "timestamp": 1677721600000,
    "creation_timestamp": 1677721600
  }
}

Important Notes:

• Always use timestamp_ms for event processing and ordering
• Parse creation_timestamp as seconds when working with order lifecycle data
• All timestamps are UTC with no timezone offset

Public Channels (No Auth Required)

For unauthenticated market data streams (L2 orderbook, BBO, trades, index prices, candles) via Centrifugo, see the Public API.

Related Guides

• Order ID vs Trade ID - Understanding order and trade identifier lifecycle
• API Key Guide - Obtaining and configuring API keys
• EIP-712 Signatures - Signing orders and trading operations
• Funding Rate Specification - Perpetual funding mechanics

Next Steps

• Authentication - Connect and authenticate
• Commands - Subscribe, query instruments, and manage subscriptions
• Connection Management - Reconnection, error handling, rate limits