Server Messages

All server messages have this structure:

{
  "channel": "<channel_name>",
  "data": {
    ...
  }
}

Channels

Channel	Description
`subscriptionResponse`	Confirms subscription/unsubscription
`l1Book`	Top of book data
`l2Book`	Aggregated book levels
`l3Book`	Order-level book (lightweight)
`l4Book`	Order-level book (full detail)
`allMids`	All mid prices
`trades`	Trade stream
`candle`	Candlestick data
`impactPrice`	Impact price calculations
`orderUpdates`	Order status updates
`userFills`	User fill notifications
`post`	Query response
`pong`	Ping response
`error`	Error message

Subscription Response

Confirms subscription or unsubscription.

{
  "channel": "subscriptionResponse",
  "data": {
    "method": "subscribe",
    "subscription": {
      "type": "l2Book",
      "coin": "BTC",
      ...
    }
  }
}

Pong

Response to ping.

{
  "channel": "pong"
}

Error

{
  "channel": "error",
  "data": {
    "error": "Invalid subscription based on universe: ..."
  }
}

Error Types

Invalid websocket request
Invalid spot subscription
Invalid subscription based on universe
Already subscribed
Already unsubscribed
Failed to get order book universe
Failed to get order book snapshot