Streams and reconnects
Use streaming updates for timely views, with HTTP state as the reconciliation anchor.
| Path | Intended subscriptions |
|---|---|
/v1/ws/market | Market status, prices, trades, candles and permitted book updates. |
/v1/ws/account | Balance, reservation, funding and capital-operation changes. |
/v1/ws/trade | Order acknowledgements, state transitions and fills. |
Recovery must use an authoritative HTTP snapshot plus a monotonic cursor or sequence, detect gaps and avoid duplicate trade effects after reconnect. Stream events need REST parity and stable correlation IDs. Reconnecting cannot be the only way to discover whether an order was accepted, filled or cancelled.
Proposed subscription and book update#
The stream messages below are illustrative proposals, not implemented messages or published stream schemas. No WebSocket URL, production authentication method or replay-retention promise is supplied.
{"type":"subscribe","channel":"orderbook","market":"USD6-EUR6"}{"version":"0.1-review","type":"orderbook.update","eventId":"event_demo_43","market":"USD6-EUR6","snapshotId":"book_demo_1","previousSequence":"42","sequence":"43","observedAt":"2026-10-05T12:00:01.000Z","bids":[],"asks":[{"price":"920000","quantity":"15000000"}]}In this draft update shape, each quantity replaces the quantity at that price; zero removes a level. Apply it only to the matching snapshot when previousSequence equals the last applied sequence. Deduplicate an already applied event; a gap or new snapshot requires HTTP resynchronization. Do not apply a delta to an empty book and infer a complete snapshot.
For reconnect, obtain an authoritative HTTP snapshot and buffer compatible updates during synchronization; discard updates already covered by the snapshot, then apply contiguous updates. If that boundary cannot be established, restart synchronization. Account and trade streams require selected-account access and stable resource/operation correlation. A stream event cannot substitute for retained HTTP order, fill or balance state. Rate limits, heartbeat periods and retention are not defined by these examples.