{ "asyncapi": "3.1.0", "info": { "title": "Edel Markets product WebSocket contract", "version": "realtime-contract/v1", "description": "Realtime market and account channel schemas for Edel Markets. Confirm channel availability in your integration environment.", "contact": { "name": "Edel", "url": "https://edel.finance" } }, "defaultContentType": "application/json", "channels": { "market.trades": { "address": "market.trades", "title": "Market Trades", "summary": "public market realtime updates.", "description": "Public executed-trade updates. No authentication is required. Subscribe and use supported stream replay; this channel has no REST snapshot.", "messages": { "RealtimeMarketTradePayload": { "$ref": "#/components/messages/RealtimeMarketTradePayload" } }, "x-edel-auth": "none", "x-edel-snapshot-source": "no REST snapshot -- subscribe and replay from the stream", "x-edel-source-status": "live" }, "market.book": { "address": "market.book", "title": "Market Book", "summary": "public market realtime updates.", "description": "Complete projected order-book snapshots containing the top price levels. No authentication is required. Replace the previous levels after validating sequence metadata; messages are not additive price-level deltas.", "messages": { "RealtimeMarketBookPayload": { "$ref": "#/components/messages/RealtimeMarketBookPayload" } }, "x-edel-auth": "none", "x-edel-snapshot-source": "GET /v1/markets/{marketId}/book", "x-edel-source-status": "projection" }, "market.ticker": { "address": "market.ticker", "title": "Market Ticker", "summary": "public market realtime updates.", "description": "The latest executed trade with 24-hour volume, change, high and low derived from one-minute candle data. No authentication is required. The newest ticker is replayed when a subscription is accepted.", "messages": { "RealtimeMarketTickerPayload": { "$ref": "#/components/messages/RealtimeMarketTickerPayload" } }, "x-edel-auth": "none", "x-edel-snapshot-source": "GET /v1/markets/{marketId}/stats", "x-edel-source-status": "derived" }, "market.price": { "address": "market.price", "title": "Market Price", "summary": "public market realtime updates.", "description": "Market price observations, including the price fields and provider information defined by the payload. No authentication is required. Subscribe and use supported stream replay; this channel has no REST snapshot.", "messages": { "RealtimeMarketPricePayload": { "$ref": "#/components/messages/RealtimeMarketPricePayload" } }, "x-edel-auth": "none", "x-edel-snapshot-source": "no REST snapshot -- subscribe and replay from the stream", "x-edel-source-status": "live" }, "market.funding": { "address": "market.funding", "title": "Market Funding", "summary": "public market realtime updates.", "description": "Updates from settled funding periods. No authentication is required. Use the payload fields to distinguish the reported funding state from an estimated future payment.", "messages": { "RealtimeMarketFundingPayload": { "$ref": "#/components/messages/RealtimeMarketFundingPayload" } }, "x-edel-auth": "none", "x-edel-snapshot-source": "GET /v1/markets/{marketId}/stats", "x-edel-source-status": "live" }, "market.status": { "address": "market.status", "title": "Market Status", "summary": "public market realtime updates.", "description": "Projected market-status updates. No authentication is required. Only statuses currently used by markets produce updates.", "messages": { "RealtimeMarketStatusPayload": { "$ref": "#/components/messages/RealtimeMarketStatusPayload" } }, "x-edel-auth": "none", "x-edel-snapshot-source": "GET /v1/markets/{marketId}", "x-edel-source-status": "projection" }, "market.candles": { "address": "market.candles", "title": "Market Candles", "summary": "public market realtime updates.", "description": "Index and trade candle updates derived from price observations and executed trades. No authentication is required. Select the required series when subscribing; mark candles are unavailable.", "messages": { "RealtimeMarketCandlePayload": { "$ref": "#/components/messages/RealtimeMarketCandlePayload" } }, "x-edel-auth": "none", "x-edel-snapshot-source": "GET /v1/markets/{marketId}/candles", "x-edel-source-status": "live" }, "account.orders": { "address": "account.orders", "title": "Account Orders", "summary": "private account realtime updates.", "description": "Order lifecycle updates for the authenticated account. Authenticate with an account-bound realtime ticket before subscribing.", "messages": { "RealtimeAccountOrderPayload": { "$ref": "#/components/messages/RealtimeAccountOrderPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "GET /v1/accounts/{accountId}/orders", "x-edel-source-status": "live" }, "account.fills": { "address": "account.fills", "title": "Account Fills", "summary": "private account realtime updates.", "description": "The authenticated account\u2019s side of executed fills. Authenticate with an account-bound realtime ticket before subscribing.", "messages": { "RealtimeAccountFillPayload": { "$ref": "#/components/messages/RealtimeAccountFillPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "GET /v1/accounts/{accountId}/fills", "x-edel-source-status": "live" }, "account.durability": { "address": "account.durability", "title": "Account Durability", "summary": "private account realtime updates.", "description": "Off-chain durability progress for account-related records, including cash changes, funding settlement and trade activity. Frames identify the sequence source and covering group and storage-chain digests where provided. Authenticate with an account-bound realtime ticket before subscribing. Durability progress is distinct from Canton settlement confirmation.", "messages": { "RealtimeAccountDurabilityPayload": { "$ref": "#/components/messages/RealtimeAccountDurabilityPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "no REST snapshot -- subscribe and replay from the stream", "x-edel-source-status": "live" }, "account.positions": { "address": "account.positions", "title": "Account Positions", "summary": "private account realtime updates.", "description": "Position updates and risk-state changes for the authenticated account. Some updates contain position data with partial risk evidence; others indicate a risk-state change requiring reconciliation. Apply only the fields established by the payload and preserve incomplete state explicitly. Authenticate with an account-bound realtime ticket before subscribing.", "messages": { "RealtimeAccountPositionPayload": { "$ref": "#/components/messages/RealtimeAccountPositionPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "GET /v1/accounts/{accountId}/positions", "x-edel-source-status": "live" }, "account.pnl": { "address": "account.pnl", "title": "Account Pnl", "summary": "private account realtime updates.", "description": "Position-related realized and unrealized PnL updates for the authenticated account. Authenticate with an account-bound realtime ticket before subscribing.", "messages": { "RealtimeAccountPnlPayload": { "$ref": "#/components/messages/RealtimeAccountPnlPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "no REST snapshot -- subscribe and replay from the stream", "x-edel-source-status": "live" }, "account.margin": { "address": "account.margin", "title": "Account Margin", "summary": "private account realtime updates.", "description": "Margin updates for the authenticated account. Payloads may contain exact margin values or indicate a changed risk-state digest. A digest alone is not a complete margin snapshot. Authenticate with an account-bound realtime ticket before subscribing.", "messages": { "RealtimeAccountMarginPayload": { "$ref": "#/components/messages/RealtimeAccountMarginPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "GET /v1/accounts/{accountId}", "x-edel-source-status": "digest" }, "account.balance": { "address": "account.balance", "title": "Account Balance", "summary": "private account realtime updates.", "description": "Signed balance changes from credited deposits and settled withdrawals. The resulting cashAtoms value is provided by the account snapshot; do not infer a complete current balance from a change alone. Authenticate with an account-bound realtime ticket before subscribing.", "messages": { "RealtimeAccountBalancePayload": { "$ref": "#/components/messages/RealtimeAccountBalancePayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "GET /v1/accounts/{accountId}", "x-edel-source-status": "live" }, "account.withdrawals": { "address": "account.withdrawals", "title": "Account Withdrawals", "summary": "private account realtime updates.", "description": "Withdrawal lifecycle updates for the authenticated account. Each update reports a status change and the terminal reason where provided. Authenticate with an account-bound realtime ticket before subscribing.", "messages": { "RealtimeAccountWithdrawalPayload": { "$ref": "#/components/messages/RealtimeAccountWithdrawalPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "no REST snapshot -- subscribe and replay from the stream", "x-edel-source-status": "live" }, "account.reconciliation": { "address": "account.reconciliation", "title": "Account Reconciliation", "summary": "private account realtime updates.", "description": "Account reconciliation information. This channel is currently unavailable. An account-bound realtime ticket is required for private subscriptions.", "messages": { "RealtimeAccountReconciliationPayload": { "$ref": "#/components/messages/RealtimeAccountReconciliationPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "no REST snapshot -- subscribe and replay from the stream", "x-edel-source-status": "unavailable" }, "account.alerts": { "address": "account.alerts", "title": "Account Alerts", "summary": "private account realtime updates.", "description": "Account alert information. This channel is currently unavailable. An account-bound realtime ticket is required for private subscriptions.", "messages": { "RealtimeAccountAlertPayload": { "$ref": "#/components/messages/RealtimeAccountAlertPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "no REST snapshot -- subscribe and replay from the stream", "x-edel-source-status": "unavailable" }, "account.earnings": { "address": "account.earnings", "title": "Account Earnings", "summary": "private account realtime updates.", "description": "Projected affiliate earnings for the authenticated account. Subscriptions require the affiliate capability to be enabled and current; otherwise they return source_unavailable. Authenticate with an account-bound realtime ticket before subscribing.", "messages": { "RealtimeAccountEarningsPayload": { "$ref": "#/components/messages/RealtimeAccountEarningsPayload" } }, "x-edel-auth": "realtime ticket, sent in an auth frame before subscribing", "x-edel-snapshot-source": "GET /v1/accounts/{accountId}/affiliate/earnings", "x-edel-source-status": "projection" } }, "operations": { "receiveMarketTrades": { "action": "receive", "summary": "Receive market.trades data.", "channel": { "$ref": "#/channels/market.trades" }, "messages": [ { "$ref": "#/channels/market.trades/messages/RealtimeMarketTradePayload" } ] }, "receiveMarketBook": { "action": "receive", "summary": "Receive market.book data.", "channel": { "$ref": "#/channels/market.book" }, "messages": [ { "$ref": "#/channels/market.book/messages/RealtimeMarketBookPayload" } ] }, "receiveMarketTicker": { "action": "receive", "summary": "Receive market.ticker data.", "channel": { "$ref": "#/channels/market.ticker" }, "messages": [ { "$ref": "#/channels/market.ticker/messages/RealtimeMarketTickerPayload" } ] }, "receiveMarketPrice": { "action": "receive", "summary": "Receive market.price data.", "channel": { "$ref": "#/channels/market.price" }, "messages": [ { "$ref": "#/channels/market.price/messages/RealtimeMarketPricePayload" } ] }, "receiveMarketFunding": { "action": "receive", "summary": "Receive market.funding data.", "channel": { "$ref": "#/channels/market.funding" }, "messages": [ { "$ref": "#/channels/market.funding/messages/RealtimeMarketFundingPayload" } ] }, "receiveMarketStatus": { "action": "receive", "summary": "Receive market.status data.", "channel": { "$ref": "#/channels/market.status" }, "messages": [ { "$ref": "#/channels/market.status/messages/RealtimeMarketStatusPayload" } ] }, "receiveMarketCandles": { "action": "receive", "summary": "Receive market.candles data.", "channel": { "$ref": "#/channels/market.candles" }, "messages": [ { "$ref": "#/channels/market.candles/messages/RealtimeMarketCandlePayload" } ] }, "receiveAccountOrders": { "action": "receive", "summary": "Receive account.orders data.", "channel": { "$ref": "#/channels/account.orders" }, "messages": [ { "$ref": "#/channels/account.orders/messages/RealtimeAccountOrderPayload" } ] }, "receiveAccountFills": { "action": "receive", "summary": "Receive account.fills data.", "channel": { "$ref": "#/channels/account.fills" }, "messages": [ { "$ref": "#/channels/account.fills/messages/RealtimeAccountFillPayload" } ] }, "receiveAccountDurability": { "action": "receive", "summary": "Receive account.durability data.", "channel": { "$ref": "#/channels/account.durability" }, "messages": [ { "$ref": "#/channels/account.durability/messages/RealtimeAccountDurabilityPayload" } ] }, "receiveAccountPositions": { "action": "receive", "summary": "Receive account.positions data.", "channel": { "$ref": "#/channels/account.positions" }, "messages": [ { "$ref": "#/channels/account.positions/messages/RealtimeAccountPositionPayload" } ] }, "receiveAccountPnl": { "action": "receive", "summary": "Receive account.pnl data.", "channel": { "$ref": "#/channels/account.pnl" }, "messages": [ { "$ref": "#/channels/account.pnl/messages/RealtimeAccountPnlPayload" } ] }, "receiveAccountMargin": { "action": "receive", "summary": "Receive account.margin data.", "channel": { "$ref": "#/channels/account.margin" }, "messages": [ { "$ref": "#/channels/account.margin/messages/RealtimeAccountMarginPayload" } ] }, "receiveAccountBalance": { "action": "receive", "summary": "Receive account.balance data.", "channel": { "$ref": "#/channels/account.balance" }, "messages": [ { "$ref": "#/channels/account.balance/messages/RealtimeAccountBalancePayload" } ] }, "receiveAccountWithdrawals": { "action": "receive", "summary": "Receive account.withdrawals data.", "channel": { "$ref": "#/channels/account.withdrawals" }, "messages": [ { "$ref": "#/channels/account.withdrawals/messages/RealtimeAccountWithdrawalPayload" } ] }, "receiveAccountReconciliation": { "action": "receive", "summary": "Receive account.reconciliation data.", "channel": { "$ref": "#/channels/account.reconciliation" }, "messages": [ { "$ref": "#/channels/account.reconciliation/messages/RealtimeAccountReconciliationPayload" } ] }, "receiveAccountAlerts": { "action": "receive", "summary": "Receive account.alerts data.", "channel": { "$ref": "#/channels/account.alerts" }, "messages": [ { "$ref": "#/channels/account.alerts/messages/RealtimeAccountAlertPayload" } ] }, "receiveAccountEarnings": { "action": "receive", "summary": "Receive account.earnings data.", "channel": { "$ref": "#/channels/account.earnings" }, "messages": [ { "$ref": "#/channels/account.earnings/messages/RealtimeAccountEarningsPayload" } ] } }, "x-edel-websocket-path": "/streams/v1/ws", "x-edel-contract-path": "/streams/v1/contract", "x-edel-catalog-path": "/streams/v1/catalog", "x-edel-heartbeat-interval-ms": 10000, "x-edel-reconnect": { "gapErrorCode": "sequence_gap", "resyncErrorCode": "resync_required", "snapshotRequired": true }, "components": { "messages": { "RealtimeAccountAlertPayload": { "name": "RealtimeAccountAlertPayload", "title": "Account Alerts data", "summary": "A data message for account.alerts.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountAlertPayloadMessage" } }, "RealtimeAccountBalancePayload": { "name": "RealtimeAccountBalancePayload", "title": "Account Balance data", "summary": "A data message for account.balance.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountBalancePayloadMessage" } }, "RealtimeAccountDurabilityPayload": { "name": "RealtimeAccountDurabilityPayload", "title": "Account Durability data", "summary": "A data message for account.durability.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountDurabilityPayloadMessage" } }, "RealtimeAccountEarningsPayload": { "name": "RealtimeAccountEarningsPayload", "title": "Account Earnings data", "summary": "A data message for account.earnings.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountEarningsPayloadMessage" } }, "RealtimeAccountFillPayload": { "name": "RealtimeAccountFillPayload", "title": "Account Fills data", "summary": "A data message for account.fills.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountFillPayloadMessage" } }, "RealtimeAccountMarginPayload": { "name": "RealtimeAccountMarginPayload", "title": "Account Margin data", "summary": "A data message for account.margin.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountMarginPayloadMessage" } }, "RealtimeAccountOrderPayload": { "name": "RealtimeAccountOrderPayload", "title": "Account Orders data", "summary": "A data message for account.orders.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountOrderPayloadMessage" } }, "RealtimeAccountPnlPayload": { "name": "RealtimeAccountPnlPayload", "title": "Account Pnl data", "summary": "A data message for account.pnl.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountPnlPayloadMessage" } }, "RealtimeAccountPositionPayload": { "name": "RealtimeAccountPositionPayload", "title": "Account Positions data", "summary": "A data message for account.positions.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountPositionPayloadMessage" } }, "RealtimeAccountReconciliationPayload": { "name": "RealtimeAccountReconciliationPayload", "title": "Account Reconciliation data", "summary": "A data message for account.reconciliation.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountReconciliationPayloadMessage" } }, "RealtimeAccountWithdrawalPayload": { "name": "RealtimeAccountWithdrawalPayload", "title": "Account Withdrawals data", "summary": "A data message for account.withdrawals.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeAccountWithdrawalPayloadMessage" } }, "RealtimeMarketBookPayload": { "name": "RealtimeMarketBookPayload", "title": "Market Book data", "summary": "A data message for market.book.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeMarketBookPayloadMessage" } }, "RealtimeMarketCandlePayload": { "name": "RealtimeMarketCandlePayload", "title": "Market Candles data", "summary": "A data message for market.candles.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeMarketCandlePayloadMessage" } }, "RealtimeMarketFundingPayload": { "name": "RealtimeMarketFundingPayload", "title": "Market Funding data", "summary": "A data message for market.funding.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeMarketFundingPayloadMessage" } }, "RealtimeMarketPricePayload": { "name": "RealtimeMarketPricePayload", "title": "Market Price data", "summary": "A data message for market.price.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeMarketPricePayloadMessage" } }, "RealtimeMarketStatusPayload": { "name": "RealtimeMarketStatusPayload", "title": "Market Status data", "summary": "A data message for market.status.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeMarketStatusPayloadMessage" } }, "RealtimeMarketTickerPayload": { "name": "RealtimeMarketTickerPayload", "title": "Market Ticker data", "summary": "A data message for market.ticker.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeMarketTickerPayloadMessage" } }, "RealtimeMarketTradePayload": { "name": "RealtimeMarketTradePayload", "title": "Market Trades data", "summary": "A data message for market.trades.", "contentType": "application/json", "payload": { "$ref": "#/components/schemas/RealtimeMarketTradePayloadMessage" } } }, "schemas": { "RealtimeAccountAlertPayload": { "type": "object", "properties": { "code": { "type": "string", "minLength": 1 }, "severity": { "type": "string", "enum": [ "info", "warning", "critical" ] }, "message": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "marketId": { "type": "string", "minLength": 1 } }, "required": [ "code", "severity", "message", "accountId" ], "additionalProperties": false }, "RealtimeAccountAlertPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.alerts" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountAlertPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountBalancePayload": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "asset": { "type": "string", "minLength": 1 }, "changeAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "source": { "type": "string", "enum": [ "deposit", "settlement", "withdrawal", "funding" ] }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "cashAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "journalSource": { "type": "string", "enum": [ "main", "trades", "risk", "market_data", "withdrawal_gateway" ] } }, "required": [ "accountId", "asset", "changeAtoms", "source", "sequence", "journalSource" ], "additionalProperties": false }, "RealtimeAccountBalancePayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.balance" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountBalancePayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountDurabilityPayload": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "stage": { "type": "string", "const": "saved", "description": "Always `saved`, meaning durably persisted off-chain. On-chain settlement requires per-record confirmation and is not established by this watermark." }, "source": { "type": "string", "enum": [ "main", "trades", "risk", "market_data", "withdrawal_gateway" ], "description": "Identifies the sequence source measured by `savedThroughSequence`. account.orders uses `main` and account.fills uses `trades`. Compare a record only with the watermark for its own source; sequence numbers from different sources are not interchangeable." }, "savedThroughSequence": { "type": "integer", "exclusiveMinimum": 0, "description": "Every record of the named source at or below this sequence is durably stored. A later frame includes earlier progress, allowing a client to recover a missed watermark update. Fill durability depends on both the fill record and the records of its matched orders; track all relevant source watermarks." }, "durableAtEpochMs": { "type": "integer", "minimum": 0, "description": "The time the durability advance was observed, not the time the underlying write completed. Do not calculate durability latency by subtracting an order timestamp from this observation time." }, "nativeCommitment": { "type": "object", "properties": { "committedThroughOrdinal": { "type": "integer", "exclusiveMinimum": 0, "minimum": -9007199254740991, "maximum": 9007199254740991, "description": "The committed record ordinal when nativeCommitment is present. It matches `savedThroughSequence` and identifies progress in one shared record sequence, rather than independent per-source counters." }, "coveringGroupDigest": { "type": "string", "pattern": "^sha256:[a-f0-9]{64}$", "description": "The group marker digest covering that ordinal." }, "storageChainDigest": { "type": "string", "pattern": "^sha256:[a-f0-9]{64}$", "description": "The storage chain digest at that ordinal." } }, "required": [ "committedThroughOrdinal", "coveringGroupDigest", "storageChainDigest" ], "additionalProperties": false } }, "required": [ "accountId", "stage", "source", "savedThroughSequence", "durableAtEpochMs" ], "additionalProperties": false }, "RealtimeAccountDurabilityPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.durability" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountDurabilityPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountEarningsPayload": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "affiliateId": { "type": "string", "minLength": 1 }, "settlementId": { "type": "string", "minLength": 1 }, "feeAsset": { "type": "string", "minLength": 1 }, "periodStartEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "periodEndEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "settledFeeAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "source": { "type": "string", "enum": [ "paid_fee_atoms" ] }, "throughJournalSequence": { "type": "integer", "minimum": 0 }, "fillCount": { "type": "integer", "minimum": 0 }, "settledAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "acknowledgedShortfall": { "type": "object", "properties": { "journalSequences": { "type": "array", "items": { "type": "integer", "exclusiveMinimum": 0 }, "minItems": 1 }, "reason": { "type": "string", "minLength": 1 } }, "required": [ "journalSequences", "reason" ], "additionalProperties": false } }, "required": [ "accountId", "affiliateId", "settlementId", "feeAsset", "periodStartEpochMs", "periodEndEpochMs", "settledFeeAtoms", "source", "throughJournalSequence", "fillCount", "settledAtEpochMs" ], "additionalProperties": false }, "RealtimeAccountEarningsPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.earnings" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountEarningsPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountFillPayload": { "type": "object", "properties": { "tradeId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "marketId": { "type": "string", "minLength": 1 }, "role": { "type": "string", "enum": [ "maker", "taker" ] }, "feePaidAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "feeRole": { "type": "string", "enum": [ "maker", "taker" ] }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "priceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "sizeAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "orderId": { "type": "string", "minLength": 1 }, "counterpartyOrderId": { "type": "string", "minLength": 1 } }, "required": [ "tradeId", "accountId", "marketId", "role", "feePaidAtoms", "feeRole", "side", "priceAtoms", "sizeAtoms", "orderId", "counterpartyOrderId" ], "additionalProperties": false }, "RealtimeAccountFillPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.fills" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountFillPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountMarginPayload": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "accountRootHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "journalSequence": { "type": "integer", "exclusiveMinimum": 0 }, "cashBalanceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "equityAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "availableForOrdersAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "marketDataSequence": { "type": "integer", "minimum": 0 } }, "required": [ "accountId", "accountRootHash", "journalSequence", "cashBalanceAtoms", "equityAtoms", "availableForOrdersAtoms" ], "additionalProperties": false }, "RealtimeAccountMarginPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.margin" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountMarginPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountOrderPayload": { "type": "object", "properties": { "orderId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "marketId": { "type": "string", "minLength": 1 }, "commandType": { "type": "string", "minLength": 1 }, "cancelReason": { "type": "string", "enum": [ "margin_unbacked", "risk_evidence_incomplete", "market_session_closed", "reduce_only_position_unavailable" ] }, "side": { "type": "string", "enum": [ "buy", "sell" ] }, "priceAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "quantityAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "remainingQuantityAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "status": { "type": "string", "enum": [ "open", "partially_filled" ] } }, "required": [ "orderId", "accountId", "marketId", "commandType" ], "additionalProperties": false }, "RealtimeAccountOrderPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.orders" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountOrderPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountPnlPayload": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "marketId": { "type": "string", "minLength": 1 }, "journalSequence": { "type": "integer", "exclusiveMinimum": 0 }, "signedBaseAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "entryNotionalAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "entryPriceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "markPriceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "unrealizedPnlAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "realizedPnlAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "realizedPnlDeltaAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "marketDataSequence": { "type": "integer", "minimum": 0 } }, "required": [ "accountId", "marketId", "journalSequence", "signedBaseAtoms", "entryNotionalAtoms", "entryPriceAtoms", "markPriceAtoms", "unrealizedPnlAtoms", "realizedPnlAtoms", "realizedPnlDeltaAtoms" ], "additionalProperties": false }, "RealtimeAccountPnlPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.pnl" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountPnlPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountPositionPayload": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "accountRootHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "journalSequence": { "type": "integer", "exclusiveMinimum": 0 }, "marketId": { "type": "string", "minLength": 1 }, "signedBaseAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "entryNotionalAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "entryPriceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "markPriceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "unrealizedPnlAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "realizedPnlDeltaAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "riskEvidence": { "oneOf": [ { "type": "object", "properties": { "status": { "type": "string", "const": "complete" } }, "required": [ "status" ], "additionalProperties": false }, { "type": "object", "properties": { "status": { "type": "string", "const": "incomplete" }, "reasonCode": { "type": "string", "enum": [ "legacy_unknown", "missing_accepted_mark" ] } }, "required": [ "status", "reasonCode" ], "additionalProperties": false } ] }, "closed": { "type": "boolean", "const": true }, "marketDataSequence": { "type": "integer", "minimum": 0 } }, "required": [ "accountId", "journalSequence" ], "additionalProperties": false }, "RealtimeAccountPositionPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.positions" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountPositionPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountReconciliationPayload": { "type": "object", "properties": { "accountId": { "type": "string", "minLength": 1 }, "classification": { "type": "string", "enum": [ "none", "warning", "withdrawal_blocking", "incident" ] }, "withdrawalsBlocked": { "type": "boolean" }, "reasonCodes": { "type": "array", "items": { "type": "string", "minLength": 1 } }, "severity": { "type": "string", "enum": [ "sev1", "sev2" ] } }, "required": [ "accountId", "classification", "withdrawalsBlocked", "reasonCodes" ], "additionalProperties": false }, "RealtimeAccountReconciliationPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.reconciliation" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountReconciliationPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeAccountWithdrawalPayload": { "type": "object", "properties": { "withdrawalId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "asset": { "type": "string", "minLength": 1 }, "amountAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "status": { "type": "string", "enum": [ "requested", "margin_reserved", "authorized", "submitted", "settled", "rejected", "expired", "failed" ] }, "reasonCode": { "type": "string", "minLength": 1 } }, "required": [ "withdrawalId", "accountId", "asset", "amountAtoms", "status" ], "additionalProperties": false }, "RealtimeAccountWithdrawalPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "account.withdrawals" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "private" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeAccountWithdrawalPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeMarketBookPayload": { "type": "object", "properties": { "marketId": { "type": "string", "minLength": 1 }, "snapshotSequence": { "type": "integer", "minimum": 0 }, "bids": { "type": "array", "items": { "type": "object", "properties": { "priceAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "price": { "type": "string", "pattern": "^-?[0-9]+\\.[0-9]+$" }, "sizeAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "size": { "type": "string", "pattern": "^-?[0-9]+\\.[0-9]+$" } }, "required": [ "priceAtoms", "price", "sizeAtoms", "size" ], "additionalProperties": false } }, "asks": { "type": "array", "items": { "type": "object", "properties": { "priceAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "price": { "type": "string", "pattern": "^-?[0-9]+\\.[0-9]+$" }, "sizeAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "size": { "type": "string", "pattern": "^-?[0-9]+\\.[0-9]+$" } }, "required": [ "priceAtoms", "price", "sizeAtoms", "size" ], "additionalProperties": false } } }, "required": [ "marketId", "snapshotSequence", "bids", "asks" ], "additionalProperties": false }, "RealtimeMarketBookPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "market.book" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "public" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeMarketBookPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeMarketCandlePayload": { "type": "object", "properties": { "marketId": { "type": "string", "minLength": 1 }, "series": { "type": "string", "enum": [ "trade", "index", "mark" ] }, "timeframe": { "type": "string", "enum": [ "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "8h", "12h", "1d", "3d", "1w", "1M" ] }, "bucketStartEpochMs": { "type": "integer", "minimum": 0 }, "open": { "type": "string", "minLength": 1 }, "high": { "type": "string", "minLength": 1 }, "low": { "type": "string", "minLength": 1 }, "close": { "type": "string", "minLength": 1 }, "volume": { "type": "string", "minLength": 1 }, "source": { "type": "string", "enum": [ "trade", "index", "external" ] } }, "required": [ "marketId", "series", "timeframe", "bucketStartEpochMs", "open", "high", "low", "close", "volume", "source" ], "additionalProperties": false }, "RealtimeMarketCandlePayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "market.candles" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "public" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeMarketCandlePayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeMarketFundingPayload": { "type": "object", "properties": { "marketId": { "type": "string", "minLength": 1 }, "checkpointSequence": { "type": "integer", "minimum": 0 }, "fundingTimeEpochMs": { "type": "integer", "minimum": 0 }, "nextFundingTimeEpochMs": { "type": "integer", "minimum": 0 }, "fundingIntervalMs": { "type": "integer", "minimum": 0 }, "status": { "type": "string", "minLength": 1 }, "fundingRateBps": { "type": "string", "minLength": 1 }, "premiumBps": { "type": "string", "minLength": 1 }, "twapPremiumBps": { "type": "string", "minLength": 1 } }, "required": [ "marketId", "checkpointSequence", "fundingTimeEpochMs", "nextFundingTimeEpochMs", "fundingIntervalMs", "status", "fundingRateBps", "premiumBps" ], "additionalProperties": false }, "RealtimeMarketFundingPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "market.funding" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "public" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeMarketFundingPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeMarketPricePayload": { "type": "object", "properties": { "version": { "type": "string", "const": "market-price/v1" }, "marketId": { "type": "string", "minLength": 1 }, "epoch": { "type": "integer", "minimum": 0 }, "receivedAtEpochMs": { "type": "integer", "minimum": 0 }, "indexPriceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "markPriceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "primaryPriceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "comparatorPriceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "primaryProvider": { "type": "string", "minLength": 1 }, "comparatorProvider": { "type": "string", "minLength": 1 }, "confidenceBps": { "type": "integer", "minimum": 0 } }, "required": [ "version", "marketId", "epoch", "receivedAtEpochMs", "indexPriceAtoms", "markPriceAtoms", "primaryPriceAtoms", "comparatorPriceAtoms", "primaryProvider", "comparatorProvider", "confidenceBps" ], "additionalProperties": false }, "RealtimeMarketPricePayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "market.price" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "public" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeMarketPricePayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeMarketStatusPayload": { "type": "object", "properties": { "marketId": { "type": "string", "minLength": 1 }, "status": { "type": "string", "enum": [ "open", "cancel_only", "paused", "halted", "reduce_only" ] }, "reason": { "type": "string", "minLength": 1 } }, "required": [ "marketId", "status" ], "additionalProperties": false }, "RealtimeMarketStatusPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "market.status" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "public" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeMarketStatusPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeMarketTickerPayload": { "type": "object", "properties": { "marketId": { "type": "string", "minLength": 1 }, "lastTradeId": { "type": "string", "minLength": 1 }, "lastPriceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "lastSizeAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "volume24hQuoteAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "openInterestBaseAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "openInterestQuoteAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "change24hBps": { "type": "string", "pattern": "^-?[0-9]+$" }, "high24hAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "low24hAtoms": { "type": "string", "pattern": "^[0-9]+$" }, "predictedFundingRateBps": { "type": "string", "pattern": "^-?[0-9]+$" } }, "required": [ "marketId", "lastTradeId", "lastPriceAtoms", "lastSizeAtoms" ], "additionalProperties": false }, "RealtimeMarketTickerPayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "market.ticker" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "public" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeMarketTickerPayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false }, "RealtimeMarketTradePayload": { "type": "object", "properties": { "tradeId": { "type": "string", "minLength": 1 }, "marketId": { "type": "string", "minLength": 1 }, "priceAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "sizeAtoms": { "type": "string", "pattern": "^-?[0-9]+$" }, "takerSide": { "type": "string", "enum": [ "buy", "sell" ] }, "makerOrderId": { "type": "string", "minLength": 1 }, "takerOrderId": { "type": "string", "minLength": 1 } }, "required": [ "tradeId", "marketId", "priceAtoms", "sizeAtoms", "takerSide", "makerOrderId", "takerOrderId" ], "additionalProperties": false }, "RealtimeMarketTradePayloadMessage": { "type": "object", "properties": { "version": { "type": "string", "const": "realtime-stream/v1" }, "messageId": { "type": "string", "minLength": 1 }, "type": { "type": "string", "const": "data" }, "channel": { "type": "string", "const": "market.trades" }, "sequence": { "type": "integer", "exclusiveMinimum": 0 }, "occurredAtEpochMs": { "type": "integer", "exclusiveMinimum": 0 }, "visibility": { "type": "string", "const": "public" }, "marketId": { "type": "string", "minLength": 1 }, "accountId": { "type": "string", "minLength": 1 }, "environment": { "type": "string", "enum": [ "local", "development", "staging", "production" ] }, "checkpoint": { "type": "object", "properties": { "kind": { "type": "string", "enum": [ "journal", "projection", "system" ] }, "journalSequence": { "type": "integer", "minimum": 0 }, "journalRecordHash": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$" }, "readModelSequence": { "type": "integer", "minimum": 0 }, "readModelDigest": { "type": "string", "pattern": "^sha256:[0-9a-f]{64}$", "description": "Identifies the projection state paired with `readModelSequence`; both are required when `kind` is `projection`. Digest coverage is channel-specific and may describe payload data, stored records or a projection checkpoint. Use it to detect changes within the same channel. Do not assume it can be recomputed from the message payload." }, "sourceEventId": { "type": "string", "minLength": 1 } }, "required": [ "kind" ], "additionalProperties": false }, "payload": { "$ref": "#/components/schemas/RealtimeMarketTradePayload" } }, "required": [ "version", "messageId", "type", "channel", "sequence", "occurredAtEpochMs", "visibility", "checkpoint", "payload" ], "additionalProperties": false } } } }