{ "asyncapi": "3.0.0", "info": { "title": "Hypercall WebSocket API", "version": "0.0.1", "description": "Real-time data streaming for options trading.\n\n## Connection\n\nConnect to `wss://HOST/ws` with optional query parameters:\n- `wallet`: Your wallet address (required for authenticated channels)\n\n## Available Channels\n\n| Channel | Auth Required | Description |\n|---------|---------------|-------------|\n| `orderbook` | No | L2 orderbook updates for all symbols |\n| `options_chain` | No | Incremental options chain updates |\n| `trades` | No | Public trade feed |\n| `market_updates` | No | Market listing changes (created/deleted/expired) |\n| `candles::` | No | Realtime underlying candle updates |\n| `index_prices` | No | Batch index/spot price updates for all underlyings |\n| `order_updates` | Yes | Your order status changes |\n| `fills` | Yes | Your trade fills |\n| `portfolio` | Yes | Your position and balance updates |\n| `liquidation` | Yes | Your liquidation state changes |\n| `competition` | Yes | Your competition rank and final stats |\n| `competition_engagement` | Yes | Your rank jumps, gap-to-next, and final standing updates |\n\nOrderbook channel sizes (`bids`/`asks`) are human-readable contract quantities.\n\n## Authentication\n\nAuthenticated channels require the `wallet` query parameter and filter messages to only show data for that wallet. No signature is required for WebSocket connections.\n\n## Message Format\n\nAll messages are JSON with a `type` field indicating the message type." }, "servers": { "production": { "host": "testnet-api.hypercall.xyz", "protocol": "wss", "pathname": "/ws", "description": "Testnet" } }, "channels": { "websocket": { "address": "/ws", "parameters": { "wallet": { "description": "Wallet address for authenticated channels (optional)", "schema": { "type": "string" } } } } }, "components": { "messages": { "CandleUpdate": { "name": "CandleUpdate", "title": "CandleUpdate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "Subscribe": { "name": "Subscribe", "title": "Subscribe", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "PositionExpired": { "name": "PositionExpired", "title": "PositionExpired", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "CompetitionGapUpdate": { "name": "CompetitionGapUpdate", "title": "CompetitionGapUpdate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "Fill": { "name": "Fill", "title": "Fill", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "IndexPriceUpdate": { "name": "IndexPriceUpdate", "title": "IndexPriceUpdate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "Unsubscribed": { "name": "Unsubscribed", "title": "Unsubscribed", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "Error": { "name": "Error", "title": "Error", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "CompetitionUpdate": { "name": "CompetitionUpdate", "title": "CompetitionUpdate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "Trade": { "name": "Trade", "title": "Trade", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "CompetitionFinalStats": { "name": "CompetitionFinalStats", "title": "CompetitionFinalStats", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "Unsubscribe": { "name": "Unsubscribe", "title": "Unsubscribe", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "MarketUpdate": { "name": "MarketUpdate", "title": "MarketUpdate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "CompetitionRankChange": { "name": "CompetitionRankChange", "title": "CompetitionRankChange", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "CompetitionPnlSummary": { "name": "CompetitionPnlSummary", "title": "CompetitionPnlSummary", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "OrderbookUpdate": { "name": "OrderbookUpdate", "title": "OrderbookUpdate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "Authenticate": { "name": "Authenticate", "title": "Authenticate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "OptionsChainUpdate": { "name": "OptionsChainUpdate", "title": "OptionsChainUpdate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "CompetitionFinalStanding": { "name": "CompetitionFinalStanding", "title": "CompetitionFinalStanding", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "PortfolioUpdate": { "name": "PortfolioUpdate", "title": "PortfolioUpdate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "OrderUpdate": { "name": "OrderUpdate", "title": "OrderUpdate", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "LiquidationStateChange": { "name": "LiquidationStateChange", "title": "LiquidationStateChange", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "Authenticated": { "name": "Authenticated", "title": "Authenticated", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } }, "Subscribed": { "name": "Subscribed", "title": "Subscribed", "contentType": "application/json", "payload": { "description": "WebSocket message types for client-server communication.\n\nAll messages are tagged with a `type` field for JSON serialization.", "title": "WsMessage", "oneOf": [ { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "channel": { "type": "string" }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Subscribe" }, "option_type": { "type": [ "string", "null" ] } }, "required": [ "type", "channel" ], "description": "Subscribe to a data channel" }, { "type": "object", "properties": { "expiry": { "type": [ "string", "null" ] }, "symbols": { "type": [ "array", "null" ], "items": { "type": "string" } }, "type": { "type": "string", "const": "Unsubscribe" }, "option_type": { "type": [ "string", "null" ] }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscribe from a data channel" }, { "type": "object", "properties": { "type": { "type": "string", "const": "OrderUpdate" } }, "required": [ "type" ], "description": "Order status update (authenticated)" }, { "$ref": "#/$defs/WsOrderbookUpdate" }, { "$ref": "#/$defs/WsFillUpdate" }, { "$ref": "#/$defs/WsTradeUpdate" }, { "$ref": "#/$defs/WsCandleUpdate" }, { "$ref": "#/$defs/WsMarketUpdate" }, { "$ref": "#/$defs/WsOptionsChainUpdate" }, { "$ref": "#/$defs/WsIndexPriceUpdate" }, { "type": "object", "properties": { "type": { "type": "string", "const": "PortfolioUpdate" } }, "required": [ "type" ], "description": "Portfolio update (authenticated)" }, { "$ref": "#/$defs/WsPositionExpired" }, { "$ref": "#/$defs/WsLiquidationStateChange" }, { "$ref": "#/$defs/WsCompetitionUpdate" }, { "$ref": "#/$defs/WsCompetitionPnlSummary" }, { "$ref": "#/$defs/WsCompetitionFinalStats" }, { "$ref": "#/$defs/WsCompetitionRankChange" }, { "$ref": "#/$defs/WsCompetitionGapUpdate" }, { "$ref": "#/$defs/WsCompetitionFinalStanding" }, { "type": "object", "properties": { "wallet": { "type": "string" }, "type": { "type": "string", "const": "Authenticate" } }, "required": [ "type", "wallet" ], "description": "Identify the connection with a wallet address (replaces query-param ?wallet=)." }, { "type": "object", "properties": { "type": { "type": "string", "const": "Authenticated" }, "wallet": { "type": "string" } }, "required": [ "type", "wallet" ], "description": "Server confirms wallet identification" }, { "type": "object", "properties": { "message": { "type": "string" }, "type": { "type": "string", "const": "Error" } }, "required": [ "type", "message" ], "description": "Error message from server" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Subscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Subscription confirmed" }, { "type": "object", "properties": { "type": { "type": "string", "const": "Unsubscribed" }, "channel": { "type": "string" } }, "required": [ "type", "channel" ], "description": "Unsubscription confirmed" } ], "$defs": { "CandleResolution": { "enum": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "type": "string" }, "IndexPriceEntry": { "description": "Single underlying index price entry.", "properties": { "price": { "description": "Current spot/index price from oracle", "type": "string" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" } }, "required": [ "underlying", "price" ], "type": "object" }, "OptionsChainGreeksAbs": { "properties": { "delta": { "format": "double", "type": "number" }, "gamma": { "format": "double", "type": "number" }, "theta": { "format": "double", "type": "number" }, "vega": { "format": "double", "type": "number" } }, "required": [ "delta", "gamma", "theta", "vega" ], "type": "object" }, "OptionsChainGreeksCash": { "properties": { "delta_1pct_usd": { "format": "double", "type": "number" }, "gamma_1pct_usd": { "format": "double", "type": "number" }, "theta_1d_usd": { "format": "double", "type": "number" }, "vega_1vol_usd": { "format": "double", "type": "number" } }, "required": [ "delta_1pct_usd", "gamma_1pct_usd", "theta_1d_usd", "vega_1vol_usd" ], "type": "object" }, "OptionsChainLeg": { "properties": { "ask_iv": { "format": "double", "type": [ "number", "null" ] }, "ask_price_usd": { "format": "double", "type": [ "number", "null" ] }, "ask_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "ask_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "bid_iv": { "format": "double", "type": [ "number", "null" ] }, "bid_price_usd": { "format": "double", "type": [ "number", "null" ] }, "bid_size_contracts": { "format": "double", "type": [ "number", "null" ] }, "bid_size_usd_notional": { "format": "double", "type": [ "number", "null" ] }, "greeks_abs": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksAbs" }, { "type": "null" } ] }, "greeks_cash": { "anyOf": [ { "$ref": "#/$defs/OptionsChainGreeksCash" }, { "type": "null" } ] }, "option_token_address": { "type": [ "string", "null" ] }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "type": "object" }, "OptionsChainStrikeRow": { "properties": { "call": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "put": { "anyOf": [ { "$ref": "#/$defs/OptionsChainLeg" }, { "type": "null" } ] }, "strike": { "format": "double", "type": "number" } }, "required": [ "strike" ], "type": "object" }, "WsCandleUpdate": { "description": "Underlying candle update message", "properties": { "close": { "description": "Close price", "format": "double", "type": "number" }, "end_time_ms": { "description": "Candle end timestamp in milliseconds", "format": "int64", "type": "integer" }, "high": { "description": "High price", "format": "double", "type": "number" }, "low": { "description": "Low price", "format": "double", "type": "number" }, "open": { "description": "Open price", "format": "double", "type": "number" }, "resolution": { "$ref": "#/$defs/CandleResolution", "description": "Candle interval (`1m`, `5m`, `15m`, `1h`, `4h`, `1d`)" }, "start_time_ms": { "description": "Candle start timestamp in milliseconds", "format": "int64", "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\", \"ETH\")", "type": "string" }, "volume": { "description": "Traded volume", "format": "double", "type": "number" } }, "required": [ "underlying", "resolution", "start_time_ms", "end_time_ms", "open", "high", "low", "close", "volume" ], "type": "object" }, "WsCompetitionFinalStanding": { "description": "Competition final standing notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "efficiency": { "type": "string" }, "medal": { "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "type": "string" }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "volume": { "type": "string" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionFinalStats": { "description": "Final competition stats for a wallet (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Final efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "int64", "type": [ "integer", "null" ] }, "pnl": { "description": "Final PnL", "type": "string" }, "rank": { "description": "Final rank", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Final traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsCompetitionGapUpdate": { "description": "Competition gap update notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "gap_metric_value": { "type": [ "string", "null" ] }, "next_rank": { "format": "int64", "type": [ "integer", "null" ] }, "rank": { "format": "int64", "type": "integer" }, "timestamp": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "timestamp" ], "type": "object" }, "WsCompetitionPnlStanding": { "description": "Competition standing included in wallet summary updates.", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "competition_name": { "description": "Competition name", "type": "string" }, "competition_state": { "description": "Competition state (`pre`, `active`, `post`)", "type": "string" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "medal": { "description": "Medal code (1,2,3) for top-3 wallets", "format": "uint8", "maximum": 255, "minimum": 0, "type": [ "integer", "null" ] }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet, when ranked", "format": "uint", "minimum": 0, "type": [ "integer", "null" ] }, "volume": { "description": "Current traded volume", "type": "string" } }, "required": [ "competition_id", "competition_name", "competition_state", "pnl", "volume", "efficiency" ], "type": "object" }, "WsCompetitionPnlSummary": { "description": "Competition PnL summary for a wallet on the authenticated competition channel.", "properties": { "active_competition": { "anyOf": [ { "$ref": "#/$defs/WsCompetitionPnlStanding" }, { "type": "null" } ], "description": "Active competition summary, when one exists" }, "lifetime_realized_pnl": { "description": "Lifetime realized PnL", "type": "string" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "lifetime_realized_pnl", "timestamp" ], "type": "object" }, "WsCompetitionRankChange": { "description": "Competition rank change notification for a wallet.", "properties": { "competition_id": { "format": "int64", "type": "integer" }, "delta_places": { "format": "int64", "type": "integer" }, "from_rank": { "format": "int64", "type": "integer" }, "pnl": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" }, "to_rank": { "format": "int64", "type": "integer" }, "wallet_address": { "type": "string" } }, "required": [ "wallet_address", "competition_id", "from_rank", "to_rank", "delta_places", "pnl", "timestamp" ], "type": "object" }, "WsCompetitionUpdate": { "description": "Competition leaderboard update (authenticated channel).", "properties": { "competition_id": { "description": "Competition identifier", "format": "int64", "type": "integer" }, "efficiency": { "description": "Current efficiency (pnl / volume)", "type": "string" }, "pnl": { "description": "Current PnL", "type": "string" }, "rank": { "description": "Current rank for this wallet", "format": "int64", "type": "integer" }, "timestamp": { "description": "Event timestamp (ms)", "format": "int64", "type": "integer" }, "volume": { "description": "Current traded volume", "type": "string" }, "wallet_address": { "description": "Wallet address for this update", "type": "string" } }, "required": [ "wallet_address", "competition_id", "rank", "pnl", "volume", "efficiency", "timestamp" ], "type": "object" }, "WsFillUpdate": { "description": "Fill notification message (authenticated channel)", "properties": { "builder_code_address": { "description": "Builder code wallet address for fee sharing (if any)", "type": [ "string", "null" ] }, "builder_code_fee": { "description": "Fee paid to builder code (if any)", "type": [ "string", "null" ] }, "fee": { "description": "Trading fee charged", "type": "string" }, "fill_id": { "description": "Fill ID", "format": "int64", "type": "integer" }, "is_taker": { "description": "Whether this fill was as taker", "type": "boolean" }, "order_id": { "description": "Order ID", "format": "int64", "type": "integer" }, "price": { "description": "Fill price in USD", "type": "string" }, "side": { "description": "Trade side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Size in contracts (human-readable units)", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "trade_id": { "description": "Unique trade ID", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that received the fill (hex string)", "type": "string" } }, "required": [ "order_id", "fill_id", "symbol", "side", "price", "size", "timestamp", "wallet_address", "fee", "trade_id", "is_taker" ], "type": "object" }, "WsIndexPriceUpdate": { "description": "Batch index price update for all underlyings.", "properties": { "prices": { "description": "Per-underlying index prices", "items": { "$ref": "#/$defs/IndexPriceEntry" }, "type": "array" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "prices", "timestamp" ], "type": "object" }, "WsLiquidationStateChange": { "description": "Liquidation state change notification (authenticated channel)", "properties": { "auction_id": { "description": "Auction ID (if liquidation auction is active)", "type": [ "string", "null" ] }, "equity": { "description": "Current equity", "type": "string" }, "mm_required": { "description": "Maintenance margin required", "type": "string" }, "new_state": { "description": "New liquidation state (e.g., \"Normal\", \"Warning\", \"Liquidating\")", "type": "string" }, "previous_state": { "description": "Previous liquidation state", "type": "string" }, "shortfall": { "description": "MM shortfall (if any, 0 if no shortfall)", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address affected by the state change", "type": "string" } }, "required": [ "wallet_address", "previous_state", "new_state", "equity", "mm_required", "shortfall", "timestamp" ], "type": "object" }, "WsMarketUpdate": { "description": "Market listing change notification", "oneOf": [ { "description": "New option market created", "properties": { "action": { "const": "Created", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Creation timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset (e.g., \"BTC\")", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" }, { "description": "Market deleted", "properties": { "action": { "const": "Deleted", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Deletion timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" } }, "required": [ "action", "symbol", "timestamp" ], "type": "object" }, { "description": "Market expired and settled", "properties": { "action": { "const": "Expired", "type": "string" }, "expiry": { "description": "Expiry timestamp (Unix seconds)", "format": "uint32", "minimum": 0, "type": "integer" }, "is_call": { "description": "True for call, false for put", "type": "boolean" }, "strike": { "description": "Strike price", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Settlement timestamp (Unix milliseconds)", "format": "uint64", "minimum": 0, "type": "integer" }, "underlying": { "description": "Underlying asset", "type": "string" } }, "required": [ "action", "symbol", "strike", "is_call", "underlying", "expiry", "timestamp" ], "type": "object" } ] }, "WsOptionsChainUpdate": { "description": "Incremental options chain update.", "oneOf": [ { "properties": { "action": { "const": "Upsert", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "row": { "$ref": "#/$defs/OptionsChainStrikeRow" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "row", "timestamp" ], "type": "object" }, { "properties": { "action": { "const": "Remove", "type": "string" }, "currency": { "type": "string" }, "expiry": { "format": "uint64", "minimum": 0, "type": "integer" }, "option_type": { "type": "string" }, "strike": { "format": "double", "type": "number" }, "symbol": { "type": "string" }, "timestamp": { "format": "int64", "type": "integer" } }, "required": [ "action", "currency", "expiry", "strike", "option_type", "symbol", "timestamp" ], "type": "object" } ] }, "WsOrderbookUpdate": { "description": "L2 orderbook update message", "properties": { "asks": { "description": "Ask levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "bids": { "description": "Bid levels as (price, size) tuples, where size is in human-readable contracts.", "items": { "maxItems": 2, "minItems": 2, "prefixItems": [ { "type": "string" }, { "type": "string" } ], "type": "array" }, "type": "array" }, "option_token_address": { "description": "Option token address for this symbol, when known", "type": [ "string", "null" ] }, "symbol": { "description": "Option symbol (e.g., \"BTC-20260131-100000-C\")", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "bids", "asks", "timestamp" ], "type": "object" }, "WsPositionExpired": { "description": "Position expiry notification (authenticated channel)", "properties": { "cost_basis": { "description": "Position cost basis at settlement.", "type": [ "string", "null" ] }, "net_pnl": { "description": "Net settlement PnL (excluding fees).", "type": [ "string", "null" ] }, "position_size": { "description": "Position size that was settled", "type": "string" }, "settlement_entry_price": { "description": "User per-contract entry price at settlement time.", "type": [ "string", "null" ] }, "settlement_price": { "description": "Settlement price used", "type": "string" }, "settlement_value": { "description": "Settlement value credited/debited", "type": "string" }, "symbol": { "description": "Option symbol that expired", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" }, "wallet_address": { "description": "Wallet address that held the position (hex string)", "type": "string" } }, "required": [ "wallet_address", "symbol", "position_size", "settlement_price", "settlement_value", "timestamp" ], "type": "object" }, "WsTradeUpdate": { "description": "Public trade event message", "properties": { "price": { "description": "Trade price in USD", "type": "string" }, "side": { "description": "Aggressor side (\"buy\" or \"sell\")", "type": "string" }, "size": { "description": "Trade size in contracts", "type": "string" }, "symbol": { "description": "Option symbol", "type": "string" }, "timestamp": { "description": "Unix timestamp in milliseconds", "format": "int64", "type": "integer" } }, "required": [ "symbol", "price", "size", "side", "timestamp" ], "type": "object" } }, "$schema": "https://json-schema.org/draft/2020-12/schema" } } } } }