API Documentation

Version: 0.4.2 (2019-02-14)

Quedex provides a realtime asynchronous WebSocket API, which is divided into two parts: User Stream and Market Stream, which are described in detail below. User Stream enables sending of authenticated Commands on behalf of an account and receiving Events describing changes to an account. Market Stream enables receiving Events describing public trading data.

Open Source implementations

We provide implementations of the API in Java and Python. If you use one of these two languages we encourage you to use these implementations, as they hide most of the technical details. Please refer to the Github repositories linked above for the documentation; documentation on this page may still be useful, as it provides some general information and restrictions of the API.

There is also a simplistic, exemplary market making bot presenting how the Java API may be used.

Types

The whole API uses JSON as data serialization format. All the entities described below are JSON objects with the described fields. The following types are used throughout the API (other custom types are described in detail where they occur):

Serialization of types Btc, long, int to JSON string in case of events and accepting JSON string in case of commands is motivated by compatibility with JavaScript (64 bit integers may not fit into JavaScript's number and JavaScript has no native representation of fixed precision numbers).

Important Notes

• WebSocket endpoints for both streams close connections after 24 hours. You may freely reconnect in such case.

User Stream

To connect to the stream open a WebSocket connection to wss://api.quedex.net/user_stream. The stream enables sending authenticated Commands and receiving Events for an account. Each Command is accompanied by an Event which constitutes a response. Additionally, there is a number of asynchronous Events, which are emitted after subscribing (see subscribe Command).

Commands

Commands should be sent as text WebSocket messages, ASCII-armored PGP-signed and encrypted as defined by the PGP protocol (and implemented by e.g. GPG). The account's key should be used for signing - ASCII-armored key may be found in our web application - on the trading dashboard select the dropdown menu with your email address in the upper right corner and go to User Profile; they key is encrypted with your Session Password. Quedex's key with fingerprint 0C56 7B5B CE92 7242 05AD 9EC4 CEC2 D052 6BFA BE4F should be used for encryption (may be found e.g. on pgp.mit.edu). Whenever account_id is needed in a Command, it should be the id of your account - may be found in User Profile, similarly to the account's key.

Sending Commands is subject to the following limits:

• max. 240 messages per minute with bursts (available after 30 seconds after connecting) of up to 20 messages may be sent (you have 20 "slots" for messages which will be processed instantly; the slots recover with 272 milliseconds delay); if message rate is exceeded backpressure will apply,
• size of a single message must not exceed 1 MB,
• a batch may not exceed 4 entries (if you need to send larger batches please contact us),
• the maximum number of pending orders is 10000,
• quantities of placed orders must not exceed 1000000,
• prices of placed orders must not exceed 1000000.0,
• an order cannot be placed, if an open position would exceed the quantity of 100000000.

Each command (apart from get_last_nonce) has a nonce field, which has to be a strictly increasing (per nonce_group) number. Please note that nonce_group equal to 0 is used in the webapplication, so if you want to be able to use the webapplication when your trading bot is running, you'll need to use a different nonce_group in the bot.

The following commands are available:

• add_timer

  Creates a new timer in the exchange core. Based on the timer configuration, at some point in the future (between execution_start_timestamp and execution_expiration_timestamp), the carried user command is processed.

  Note: The granularity of execution is 1 second.

  If the time difference between execution_start_timestamp and execution_expiration_timestamp is lower than 1000 ms, then the timer may not be triggered. The recommended minimum difference is 2000 ms. But this does not guarantee that timer will be triggered in two situations:
  • exchange trading engine crash
  • abnormal high peak of incoming messages
  To be sure that the timer will be triggered just pass a very high value as execution_expiration_timestamp (max. possible is Long.MAX, which is 9223372036854775807). In such a case the timer will be triggered as soon as the exchange trading engine goes up or the incoming messages are processed.
  Generally the best choice for execution_expiration_timestamp is Long.MAX. Lower values should be used only when the timer should not be triggered after engine restart.

  If execution_start_timestamp is in the past and execution_expiration_timestamp is in the future, the carried command will be processed immediately.

  Timers are ordered by execution_start_timestamp and order of arrival. Timers with earlier execution_start_timestamp are processed first. When there are more timers with the same execution_start_timestamp they are triggered by the order of arrival.

  Note: Each user can have up to 10 active timers.

  In response timer_added or timer_rejected event is sent. Additionally when the added timer is triggered and the carried command is processed a timer_triggered is sent. In a case when the added timer is not triggered before execution_expiration_timestamp a timer_expired is sent.

  Command fields:

  Name	Type	Description
  type	String	always equal to "add_timer"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the account
  timer_id	long	non null id of the timer, must be unique among all currently active timers it is used to update and cancel timers, but also to identify content of registered timers
  command	UserCommand	command to be executed between execution_start_timestamp and execution_expiration_timestamp, if the command has nonce, it must be > than nonce of the parent add_timer command
  execution_start_timestamp	long	beginning of the execution interval > 0
  execution_expiration_timestamp	long	end of the execution interval > 0

• batch

  Sends a batch of place_order and cancel_order commands. Commands from the list will be run sequentially and no other command will interleave the execution. Errors in processing commands do not stop processing of the whole batch. Batching should be used whenever possible to minimise latency and maximise throughput.

  Command fields:

  Name	Type	Description
  type	String	always equal to "batch"
  account_id	long	id > 0 of the account
  batch	OrderCommand[]	nonempty list of objects containing place, cancel or modify order commands; the list must not contain more than 4 entries (if you need to send larger batches please contact us)

• cancel_all_orders

  Cancels all orders placed by user. In case of success zero or more order_cancelled events are emitted, each for every cancelled order followed by single all_orders_cancelled event. In case of failure single cancel_all_orders_failed event is emitted. All responses have nonce the same as nonce of this command.

  Command fields:

  Name	Type	Description
  type	String	always equal to "cancel_all_orders"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the account

• cancel_order

  Cancels a placed order. In response order_cancelled or order_cancel_failed event is sent.

  Command fields:

  Name	Type	Description
  type	String	always equal to "cancel_order"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the account
  client_order_id	long	id > 0 of the order to cancel as specified in place order command

• cancel_timer

  Cancels a created timer. In response timer_cancelled or timer_cancel_failed event is sent.

  Command fields:

  Name	Type	Description
  type	String	always equal to "cancel_timer"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the account
  timer_id	long	non null id of the existing timer

• get_last_nonce

  Requests last nonce. In response last_nonce event is sent.

  Command fields:

  Name	Type	Description
  type	String	always equal to "get_last_nonce"
  account_id	long	id > 0 of the account
  nonce_group	int	number between 0-9 for which last nonce is requested

• internal_transfer

  Requests an internal transfer of BTC from the sender to user with given id. In response to this command, an internal_transfer_executed or internal_transfer_rejected event is sent. This functionality is disabled by default - please contact us, if you'd like to have it enabled.

  Command fields:

  Name	Type	Description
  type	String	always equal to "internal_transfer"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the sender account
  amount	Decimal	amount > of the internal transfer in BTC, has to be < account's free balance
  destination_account_id	long	id > of the account to send funds to

• modify_order

  Modifies price ond/or quantity of a placed order. In response order_modified or order_modification_failed event is sent.

  Command fields:

  Name	Type	Description
  type	String	always equal to "modify_order"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the account
  client_order_id	long	id > 0 of the order, must be unique among all currently pending orders
  new_price	Decimal	new limit price of the order in USD for futures and BTC for options; may be absent or null if new quantity is specified
  new_quantity	Integer	new initial quantity > 0 of the order, must be < 1000000; the filled quantity of the order will not be changed; may be absent or null if new price is specified
  post_only	boolean	boolean, whether this order modification should be post-only (cannot cause an immediate trade)

• place_order

  Places new order. In response order_placed or order_place_failed event is sent. When the order is matched order_filled event is emitted (requires subscription). When the order is forcefully cancelled order_forcefully_cancelled event is emitted (requires subscription).

  Command fields:

  Name	Type	Description
  type	String	always equal to "place_order"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the account
  client_order_id	long	id > 0 of the order, must be unique among all currently pending orders
  instrument_id	int	id > 0 of an instrument, must specify a valid tradable instrument
  order_type	OrderType	string, currently always equal to "limit"
  limit_price	Decimal	limit price of the order in USD for futures and BTC for options
  side	OrderSide	string, either "buy" or "sell"
  quantity	int	quantity > 0 of the order, must be < 1000000
  post_only	boolean	boolean, whether this order should be post-only (cannot cause an immediate trade)

• subscribe

  Creates subscription on the user stream. In response to this command subscribed event is sent. Afterwards, events which require subscription will be sent, i.e.: account_state, deposit_confirmed, internal_transfer_received, socialised_losses, withdrawal_broadcast, withdrawal_cancelled, open_position, order_filled. An account may have up to 4 subscriptions at a time. A subscription is cancelled automatically when WebSocket connection is closed.

  Command fields:

  Name	Type	Description
  type	String	always equal to "subscribe"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the account

• update_timer

  Modifies a created timer. At least one of the following must be specified:

  • new_command
  • new_execution_start_timestamp
  • new_execution_expiration_timestamp

  new_command replaces a command registered during the timer creation.

  When only new_execution_expiration_timestamp or/and new_command are specified, the timer is modified in place. This means that the update does not change the order of already registered timers. When new_execution_start_timestamp is specified, then the timer will be placed after other existing timers with the same execution_start_timestamp.

  In response timer_updated or timer_update_failed event is sent.

  See: add_timer

  Command fields:

  Name	Type	Description
  type	String	always equal to "update_timer"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the account
  timer_id	long	non null id of the timer, must be unique among all currently active timers
  new_command	UserCommand	a new command to be executed; replaces a command specified by the create command
  new_execution_start_timestamp	Long	a new beginning of the execution interval
  new_execution_expiration_timestamp	Long	a new end of the execution interval

• withdraw

  Requests a withdrawal of account funds. In response withdrawal_accepted or withdrawal_rejected event is sent.

  Command fields:

  Name	Type	Description
  type	String	always equal to "withdraw"
  nonce	long	strictly increasing (per nonce group) number > 0
  nonce_group	int	number between 0-9
  account_id	long	id > 0 of the account
  amount	Decimal	amount > 0.01 of the withdrawal in BTC, has to be < account's free balance
  btc_address	String	valid BTC address the withdrawal should go to

Events

Events are received as text WebSocket messages. Each arrives as JSON with the following fields:

Keepalive messages are sent every 15 seconds. Lack of such message may indicate broken connection.

The following events are available (be prepared that new events not listed here may arrive):

• account_state

  Emitted on changes to account state. All contained numeric values are in BTC.

  Event fields:

  Name	Type	Description
  type	String	always equal to "account_state"
  balance	Decimal	total cash balance of the account in BTC
  free_balance	Decimal	cash balance available for opening new positions in BTC
  locked_free_balance	Decimal	locked cash balance available for opening new positions in BTC for locked accounts
  total_initial_margin	Decimal	total initial margin of all positions and pending orders in BTC
  total_maintenance_margin	Decimal	total maintenance margin of all positions and pending orders in BTC
  total_locked_for_orders	Decimal	total amount locked for order fees in BTC
  total_unsettled_pnl	Decimal	total unsettled PnL of the account in BTC
  total_pending_withdrawal	Decimal	total pending withdrawal of the account in BTC
  total_referrer_rebate	Decimal	total amount earned from referred users in BTC
  account_status	AccountStatus	String status of the account, one of "active", "margin_call", "liquidation", "locked"

• all_orders_cancelled

  Emitted in response to cancel_all_orders command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "all_orders_cancelled"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to

• authentication_failed

  Emitted when authentication of a command failed.

  Event fields:

  Name	Type	Description
  type	String	always equal to "authentication_failed"

• cancel_all_orders_failed

  Emitted in response to failed cancel_all_orders command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "cancel_all_orders_failed"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  cause	Cause	string, currently only one possible: "session_not_active"

• deposit_confirmed_2

  Emitted when a BTC deposit is confirmed. Represents deposit which is confirmed on the BTC network, added to locked deposits and needs an administrative unlock to be available for trading.

  Event fields:

  Name	Type	Description
  type	String	always equal to "deposit_confirmed_2"
  source_addresses	Set	source BTC addresses of the deposit
  destination_address	BtcAddress	deposit BTC address of the account
  btc_amount	Decimal	amount of the deposit, in BTC
  btc_transaction_id	String	txid of the deposit transaction
  btc_output_number	int	vout of the deposit transaction
  confirmations	long	number of confirmations of the deposit transaction

• deposit_unlocked

  Emitted after a BTC deposit is unlocked administratively.

  Event fields:

  Name	Type	Description
  type	String	always equal to "deposit_unlocked"
  destination_address	BtcAddress	deposit BTC address of the account
  btc_transaction_id	String	txid of the deposit transaction
  btc_output_number	int	vout of the deposit transaction
  btc_amount	Decimal	amount of the deposit, in BTC

• internal_transfer_executed

  Emitted in response to internal_transfer command on successful transfer.

  Event fields:

  Name	Type	Description
  type	String	always equal to "internal_transfer_executed"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  destination_account_id	long	id of the account the funds were sent to
  amount	Decimal	amount of the internal transfer in BTC

• internal_transfer_received

  Emitted when different account sends internal_transfer successful command with this account specified asdestination.

  Event fields:

  Name	Type	Description
  type	String	always equal to "internal_transfer_received"
  source_account_id	long	id of the account sending the internal transfer
  amount	Decimal	amount of the internal transfer received in BTC

• internal_transfer_rejected

  Emitted in response to internal_transfer command on rejected transfer.

  Event fields:

  Name	Type	Description
  type	String	always equal to "internal_transfer_rejected"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  cause	Cause	String cause of rejection, one of "insufficient_funds", "forbidden"
  destination_account_id	long	id of the account the funds were sent to
  amount	Decimal	amount of the internal transfer in BTC

• invalid_nonce

  Emitted after a command with an invalid nonce is received.

  Event fields:

  Name	Type	Description
  type	String	always equal to "invalid_nonce"
  message_nonce	Long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  last_nonce	Long	last nonce of the account

• last_nonce

  Emitted in response to get_last_nonce command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "last_nonce"
  nonce_group	int	nonce group of the command this event responds to
  last_nonce	long	last nonce of the account

• liquidation_order_cancelled

  Emitted by Quedex exchange when a liquidation order is cancelled.

  Event fields:

  Name	Type	Description
  type	String	always equal to "liquidation_order_cancelled"
  system_order_id	long	system id of the cancelled order
  instrument_id	int	instrument id this order is for
  side	OrderSide	string, either "buy" or "sell"
  order_type	OrderType	string, aways equal to "market"
  initial_quantity	int	initial quantity of the order

• liquidation_order_filled

  Emitted when liquidation order is filled (a trade is made).

  Event fields:

  Name	Type	Description
  type	String	always equal to "liquidation_order_filled"
  system_order_id	long	system id of the order
  instrument_id	int	id of the instrument this order is for
  order_type	OrderType	string, always equal to "market"
  order_side	OrderSide	string, either "buy" or "sell"
  order_initial_quantity	int	initial quantity the order was created with
  leaves_order_quantity	int	current unfilled quantity of the order
  trade_price	Decimal	price of the trade
  trade_quantity	int	quantity filled in this trade
  effective_fee	Decimal	effective fee paid to the exchange
  taker_to_maker	Decimal	fee paid from the taker to maker of this trade

• liquidation_order_placed

  Emitted when a liquidation order is placed by the exchange.

  Event fields:

  Name	Type	Description
  type	String	always equal to "liquidation_order_placed"
  system_order_id	long	system id of the order
  instrument_id	int	id of the instrument this order is for
  order_type	OrderType	string, always equal to "market"
  side	OrderSide	string, either "buy" or "sell"
  quantity	int	current quantity of the order
  initial_quantity	int	initial quantity of the order

• open_position

  Emitted by Quedex exchange on each change to an open position.

  Event fields:

  Name	Type	Description
  type	String	always equal to "open_position"
  instrument_id	int	id of the instrument this position is for
  pnl	Decimal	total PnL of this position in BTC
  maintenance_margin	Decimal	maintenance margin of this position in BTC
  initial_margin	Decimal	initial margin of this position in BTC
  side	PositionSide	string, either "long" or "short"
  quantity	int	quantity >= 0 of this position
  average_opening_price	Decimal	average price this position has been opened at in BTC

• order_cancel_failed

  Emitted in response to failed cancel_order command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "order_cancel_failed"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  client_order_id	long	id of the order
  cause	Cause	string, one of "not_found", "session_not_active"

• order_cancelled

  Emitted in response to a successful cancel_order command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "order_cancelled"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  client_order_id	long	id of the order
  instrument_id	int	id of the instrument the order is for
  limit_price	Decimal	limit price of the order
  side	OrderSide	string, either "buy" or "sell"
  order_type	OrderType	string, always equal to "limit"
  initial_quantity	int	quantity the order was created with

• order_filled

  Emitted when order is filled (a trade is made).

  Event fields:

  Name	Type	Description
  type	String	always equal to "order_filled"
  client_order_id	long	id of the order
  instrument_id	int	id of the instrument the order is for
  order_limit_price	Decimal	limit price of the order
  order_type	OrderType	string, always equal to "limit"
  order_side	OrderSide	string, either "buy" or "sell"
  order_initial_quantity	int	initial quantity the order was created with
  leaves_order_quantity	int	current unfilled quantity of the order
  trade_price	Decimal	price of the trade
  trade_quantity	int	quantity filled in this trade
  effective_fee	Decimal	effective fee paid to the exchange
  taker_to_maker	Decimal	fee paid from the taker to maker of this trade

• order_forcefully_cancelled

  Emitted when an order has been forcefully cancelled by the exchange.

  Event fields:

  Name	Type	Description
  type	String	always equal to "order_forcefully_cancelled"
  client_order_id	long	id of the order
  instrument_id	int	id of the instrument the order was for
  limit_price	Decimal	limit price of the order in BTC
  side	OrderSide	string, either "buy" or "sell"
  order_type	OrderType	string, always equal to "limit"
  initial_quantity	int	initial quantity the order has been placed with
  cause	Cause	string, either "liquidation" or "settlement"

• order_modification_failed

  Emitted in response to a failed modify_order command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "order_modification_failed"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  client_order_id	long	id of the order
  new_limit_price	Decimal	price of the order after modification
  new_initial_quantity	int	updated initial quantity of the order
  cause	Cause	string, one of "invalid_order_id", "invalid_instrument_id", "session_not_active", "invalid_tick_size", "insufficient_funds", "margin_call", "not_found", "open_position_quantity_too_high", "not_post"

• order_modified

  Emitted in response to successful modify_order command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "order_modified"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  client_order_id	long	id of the order
  instrument_id	int	id of the instrument the order is for
  new_limit_price	Decimal	price of the order after modification
  new_initial_quantity	int	updated initial quantity of the order
  new_leaves_quantity	int	current quantity of the order after the modification
  side	OrderSide	string, either "buy" or "sell"
  order_type	OrderType	string, always equal to "limit"

• order_place_failed

  Emitted in a response to failed place_order command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "order_place_failed"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  client_order_id	long	id of the order
  instrument_id	int	id of the instrument the order was for
  order_type	OrderType	string, always equal to "limit"
  limit_price	Decimal	limit price of the order
  side	OrderSide	string, either "buy" or "sell"
  quantity	int	quantity of the order
  cause	Cause	string, one of "invalid_order_id", "invalid_instrument_id", "session_not_active", "invalid_tick_size", "insufficient_funds", "too_many_open_orders", "open_position_quantity_too_high", "not_post"

• order_placed

  Emitted in response to successful place_order command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "order_placed"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  client_order_id	long	id of the order
  instrument_id	int	id of the instrument the order is for
  order_type	OrderType	string, always equal to "limit"
  limit_price	Decimal	limit price of the order
  side	OrderSide	string, either "buy" or "sell"
  quantity	int	quantity of the order
  initial_quantity	int	quantity of the order

• subscribed

  Emitted in response to subscribe command. Immediately after this event is emitted, a "welcome pack" of events is sent, which will consist of order_placed event for each pending order, open_position event for each open position, timer_added for each registered timer and an initial account_state. All the events emitted afterwards are guaranteed to modify this initial state.

  Event fields:

  Name	Type	Description
  type	String	always equal to "subscribed"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to

• timer_added

  Emitted in response to a successful add_timer command. It is also emitted in a "welcome pack" for each registered timer.

  See: subscribed

  Event fields:

  Name	Type	Description
  type	String	always equal to "timer_added"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  timer_id	long	id of the added timer which uniquely identifies timer and its content

• timer_cancel_failed

  Emitted in response to a failed cancel_timer command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "timer_cancel_failed"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  timer_id	long	id of the non cancelled timer
  cause	Cause	String cause of failure; currently only "not_found"

• timer_cancelled

  Emitted in response to a successful cancel_timer command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "timer_cancelled"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  timer_id	long	id of the cancelled timer

• timer_expired

  Emitted in response to an expired add_timer command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "timer_expired"
  timer_id	long	id of the expired timer

• timer_rejected

  Emitted in response to a rejected add_timer command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "timer_rejected"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  timer_id	long	id of the accepted timer
  cause	Cause	String cause of rejection; one of "too_many_active_timers", "timer_already_expired", "timer_already_exists"

• timer_triggered

  Emitted in response to a triggered add_timer command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "timer_triggered"
  timer_id	long	id of the triggered timer

• timer_update_failed

  Emitted in response to a failed update_timer command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "timer_update_failed"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  timer_id	long	id of the non updated timer
  cause	Cause	String cause of failure; one of "not_found", "timer_execution_interval_broken"

• timer_updated

  Emitted in response to a successful update_timer command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "timer_updated"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  timer_id	long	id of the updated timer

• withdrawal_accepted

  Emitted in response to a successful withdraw command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "withdrawal_accepted"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  destination_address	BtcAddress	BTC address the withdrawal should go to
  btc_amount	Decimal	amount of the withdrawal in BTC

• withdrawal_broadcast

  Emitted when a BTC withdrawal is broadcast to the network.

  Event fields:

  Name	Type	Description
  type	String	always equal to "withdrawal_broadcast"
  destination_address	BtcAddress	BTC address the withdrawal goes to
  btc_amount	Decimal	amount of the withdrawal in BTC

• withdrawal_cancelled

  Emitted when a BTC withdrawal is forcefully cancelled during liquidation.

  Event fields:

  Name	Type	Description
  type	String	always equal to "withdrawal_cancelled"
  destination_address	BtcAddress	BTC address the withdrawal goes to
  btc_amount	Decimal	amount of the withdrawal in BTC

• withdrawal_rejected

  Emitted in response to a rejected withdraw command.

  Event fields:

  Name	Type	Description
  type	String	always equal to "withdrawal_rejected"
  message_nonce	long	nonce of the command this event responds to
  message_nonce_group	int	nonce group of the command this event responds to
  cause	Cause	String cause of rejection, one of "insufficient_funds", "amount_too_small", "too_many_pending_withdrawals"
  destination_address	BtcAddress	valid BTC address the withdrawal should go to
  btc_amount	Decimal	amount of the withdrawal in BTC

Market Stream

To connect to the stream open a WebSocket connection to wss://api.quedex.net/market_stream. The stream enables receiving asynchronous Events, which are described below. Once you connect to the stream a "welcome pack" will be sent, consisting of the following events: instrument_data, session_state and for each active instrument: last quotes, last order_book and last 10 trade events.

Events

Events are received as text WebSocket messages. Each arrives as JSON with the following fields:

Keepalive messages are sent every 15 seconds. Lack of such message may indicate broken connection.

The following events are available (be prepared that new events not listed here may arrive):

• instrument_data

  Information about currently tradable instruments. Emitted when instruments expire or are issued.

  The objects describing instruments are as follows:

  inverse_futures

  Inverse futures contract definition.

  Instrument parameters:

  Name	Type	Description
  type	String	always equal to "inverse_futures"
  symbol	String	symbol pattern is "F.BTCUSD.DDMMMYY", e.g. "F.BTCUSD.02FEB18"
  instrument_id	int	unique id of the instrument
  tick_size	Btc	tick size of the instrument; price of all orders must be divisable by this number
  issue_date	long	millis from epoch pointing to the midnight of the issue day
  underlying_symbol	String	currently always "USD"
  notional_amount	long	the amount of underlying the contact delivers
  expiration_date	long	millis from epoch pointing to the midnight of the expiration day
  settlement_method	SettlementMethod	string, currently always "financial"
  fee	Btc	base fee fraction paid to the exchange by maker and taker from trade value
  taker_to_maker	Btc	taker to maker fee fraction paid from taker to maker from trade value
  initial_margin	Btc	fraction of the contracts value locked as initial margin
  maintenance_margin	Btc	fraction of the contract value locked as maintenance margin

  inverse_option

  Inverse Option instrument definition.

  Instrument parameters:

  Name	Type	Description
  type	String	always equal to "inverse_option"
  symbol	String	symbol pattern is "O.BTCUSD.DDMMMYY:TXXXX", e.g. "F.BTCUSD.02FEB18:C7500" were T denotes option type and XXXX is the option strike
  instrument_id	int	unique id of the instrument
  tick_size	Btc	tick size of the instrument; price of all orders must be divisable by this number
  issue_date	long	millis from epoch pointing to the midnight of the issue day
  underlying_symbol	String	currently always "USD"
  notional_amount	long	the amount of underlying the contact delivers
  expiration_date	long	millis from epoch pointing to the midnight of the expiration day
  settlement_method	SettlementMethod	string, currently always "financial"
  option_type	OptionType	string, either "call_european" or "put_european"
  strike	Btc	strike of the option in USD
  fee	Btc	base fee fraction paid to the exchange by maker and taker
  taker_to_maker	Btc	taker to maker fee fraction paid from taker to maker
  initial_margin	Btc	fraction locked as initial margin
  maintenance_margin	Btc	fraction locked as maintenance margin

  Event fields:

  Name	Type	Description
  type	String	always equal to "instrument_data"
  data	Map	map from int instrument id to object describing an instrument

• order_book

  Snapshot of single instrument's order book.

  Event fields:

  Name	Type	Description
  type	String	always equal to "order_book"
  instrument_id	int	id of the instrument this order book is for
  bids	List	list of lists, where the internal lists are of size 2, the first element is Decimal price and the second element is integer quantity defining a level of an order book (max 100 levels)
  asks	List	list of lists, where the internal lists are of size 2, the first element is Decimal price and the second element is integer quantity defining a level of an order book (max 100 levels)

• quotes

  Snapshot of single instrument's quotes.

  Event fields:

  Name	Type	Description
  type	String	always equal to "quotes"
  instrument_id	int	id of the instrument these quotes are for
  last	Decimal	price of last trade
  last_quantity	int	quantity of last trade
  bid	Decimal	price of the best buy level in the order book
  bid_quantity	int	size of the best buy level in the order book
  ask	Decimal	price of the best sell level in the order book
  ask_quantity	int	size of the best sell level in the order book
  volume	int	cumulative volume on this instrument from the beginning of the current trading day (from opening auction)
  open_interest	int	current open interest in this instrument

• session_state

  Information about current state of trading session. Emitted when the state changes.

  Event fields:

  Name	Type	Description
  type	String	always equal to "session_state"
  state	GlobalSessionState	string, new state of the session, one of "no_trading", "opening_auction", "continuous", "auction", "closing_auction"
  start_timestamp	long	millis from epoch, start of the new session state
  scheduled_end_timestamp	long	millis from epoch, scheduled end of the new session state

• trade

  Emitted when a trade occurs.

  Event fields:

  Name	Type	Description
  type	String	always equal to "trade"
  instrument_id	int	id of the instrument this trade is for
  trade_id	long	unique id of the trade
  timestamp	long	millis from epoch timestamp this trade happened at
  price	Decimal	price of the trade
  quantity	int	quantity of the trade
  liquidity_provider	LiquidityProvider	string, specifies the maker side of a trade, one of "buyer", "seller", "auction", "reference", "settlement"