Messages

Asset IN

A asset message is sent periodically to update last volume and other information. Feed is useful to keep track of the current assets metadata. Subscription to this message type triggers delivery of the snapshot.

{
   "type":"asset",
   "asset_id":"FAKT",
   "name":"FAKT",
   "type_is_crypto":1,
   "data_quote_start":"2022-06-06T13:40:56.7147296Z",
   "data_quote_end":"2022-11-09T00:00:00.0000000Z",
   "data_orderbook_start":"2022-06-23T00:00:00.0000000Z",
   "data_orderbook_end":"2022-11-09T00:00:00.0000000Z",
   "data_trade_start":"2022-06-06T13:33:33.0000000Z",
   "data_trade_end":"2022-11-09T00:00:00.0000000Z",
   "data_symbols_count":6,
   "volume_1hrs_usd":577.30,
   "volume_1day_usd":23801.27,
   "volume_1mth_usd":559053.26,
   "price_usd":0.0189885151556305438646080756,
}

Message variables

Variable	Description
type	Message type, always asset
asset_id	Identifier of asset (full list available here)
...	For other fields please reffer to the asset model documented here

Exchange Rate IN

Exchange rate is defined as (VWAP-24H) last 24 hour (rolling window over time) Volume Weighted Average Price across multiple data sources listed on our platform. We are selecting and managing the data sources that are used in the calculation based on multiple factors to provide data of highest quality.

{
  "type": "exrate",
  "asset_id_base": "BTC",
  "asset_id_quote": "USD",
  "rate_type":"BASE_ALL_CROSSES_TO_REF",
  "time": "2019-06-11T15:26:00.0000000Z",
  "rate": 10065.0319541
}

Rate types

Rate can be several types, we explain what this mean in the table below.

Rate type	Description
BASE_QUOTE_ISOLATED	To produce rate value only assets in the asset_id_base or asset_id_quote quotes were used across multiple data sources.
BASE_ALL_CROSSES_TO_REF	To produce the value of the rate all crosses that included asset_id_base across data sources were used and the value was quoted in the reference asset asset_id_quote. This means for example that BTC/USD component of the rate could be composed of the BTC/ETH * ETH/USDT * USDT/USD crosses. In this rate type, we want to express the true value of the asset by seeking markets that have volume/activity and not blinding ourselves only to the direct crosses that in the crypto industry will often not represent the majority of the price discovery activity. This is the same type of rate that is available through other of our APIs.
BASE_AND_QUOTE_TO_REF	This is the same as BASE_ALL_CROSSES_TO_REF, but published only if your client subscribed to asset pair like BTC/EUR and the quote asset is not reference asset, then the rate is composed like this BTC/USD * USD/EUR in this example from the stream of BASE_ALL_CROSSES_TO_REF internally every 1 second.

Message variables

Variable	Description
type	Message type, always exrate
asset_id_base	Base asset identifier. Full list available here
asset_id_quote	Quote asset identifier. Always USD.
rate_type	Rate calculation type it could be BASE_QUOTE_ISOLATED or BASE_ALL_CROSSES_TO_REF.
time	Time of the exchange rate
rate	Exchange rate between pair of assets.

info

There is too much assets to deliver all crosses between them (assets_count^2), because of that if you need rate quoted in asset different than USD then you need to calculate it yourself on the client side eg. "BTC/USD * 1 / (USDC/USD) = BTC/USD * USD/USDC = BTC/USDC"

Reconnect IN

Reconnect message is sent by the server to all connected clients when the server will be restarted or shut down at the defined exact time included in the message content. After the period specified in message passes, the client must expect that the underlying WebSocket connection will be closed from the server-side. A new connection will automatically be established to a different server.

The correct way of handling this event depends on the specific requirements of the integration, but we can define standard ways how to handle it:

• Wait for the connection to be closed and reconnect
• Reconnect immediately after receiving the message
• Upon receiving the message, establish a second connection, and subscribe to the same scope of data. When the first connection is disconnected, do not reconnect it and instead transparently switch the data streams between connections. This method requires more implementation as a transparent switch of the data stream must not break the sequence for streams published using the initial snapshot and update messages. To make sure the sequence is correct, the client must: (a) maintain a state by applying updates to snapshot or (b) buffer the data from the second connection and processing it at the transparent connection switch.

Example JSON reconnect message is structured like this:

{
  "type": "reconnect"
  "within_seconds": 10,
  "before_time": "2020-08-06T19:19:09.7035429Z",
}

Message variables

Variable	Description
type	Message type, always reconnect
within_seconds	Seconds within which reconnection should be performed.
before_time	Time before which reconnection should be performed.

Heartbeat IN

Heartbeat message JSON is structured like this:

{
  "type": "hearbeat"
}

Heartbeat message is sent to you every time there is one second of silence in communication between us, if you agreed on this feature in Hello message.

tip

WebSocket working on TCP protocol which doesn’t have the feature indicating that the connection is broken without trying exchange data over it. As you will not be actively sending messages to us, with Heartbeat you can distinguish a situation where there are no market data updates for you (Heartbeat is delivered but no market data updates) or connection between us is broken (Heartbeat and market data updates are not delivered).

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