> ## Documentation Index > Fetch the complete documentation index at: https://docs.agg.market/llms.txt > Use this file to discover all available pages before exploring further. > ## Agent Instructions > To integrate AGG, start with Quickstart: REST (https://docs.agg.market/quickstart/rest), then Order lifecycle & statuses (https://docs.agg.market/concepts/order-lifecycle). > Track every trade until it reaches a terminal status. Before retrying a failed or timed-out call, read Errors, retries & idempotency (https://docs.agg.market/concepts/errors). > The API reference is generated from https://docs.agg.market/openapi/openapi.json. # Firehose > Every non-empty book for the venues you name, then the live changes. Server-only, on the orderbook socket. Off until Snag enables it for your app (email support@agg.market with your app id), and the handshake requires a valid `x-app-api-key`; otherwise subscribe is refused with `firehose_not_enabled`. **Flow per venue:** `subscribed`, one or more `orderbook_snapshot_batch` slices, `firehose_ready`, then `orderbook_delta_batch` (or single `orderbook_delta` frames for realtime `batchMs: 0`). A book that first gets levels arrives as a single `orderbook_snapshot`. Batch entries are the same snapshot and delta objects as the `orderbook` channel. **Falling behind:** over 64 MB of backlog or 30 seconds behind sends `firehose_resync`, followed by a fresh snapshot. Three in five minutes closes with `4008`. A full server refuses subscribe with `too_many_connections`; reconnect with backoff. See [Orderbook firehose](/recipes/orderbook-firehose). ## AsyncAPI ````yaml openapi/asyncapi.json firehose id: firehose title: Firehose description: >- Every non-empty book for the venues you name, then the live changes. Server-only, on the orderbook socket. Off until Snag enables it for your app (email support@agg.market with your app id), and the handshake requires a valid `x-app-api-key`; otherwise subscribe is refused with `firehose_not_enabled`. **Flow per venue:** `subscribed`, one or more `orderbook_snapshot_batch` slices, `firehose_ready`, then `orderbook_delta_batch` (or single `orderbook_delta` frames for realtime `batchMs: 0`). A book that first gets levels arrives as a single `orderbook_snapshot`. Batch entries are the same snapshot and delta objects as the `orderbook` channel. **Falling behind:** over 64 MB of backlog or 30 seconds behind sends `firehose_resync`, followed by a fresh snapshot. Three in five minutes closes with `4008`. A full server refuses subscribe with `too_many_connections`; reconnect with backoff. See [Orderbook firehose](/recipes/orderbook-firehose). servers: - id: orderbook protocol: wss host: ob.agg.market bindings: [] variables: [] address: / parameters: [] bindings: [] operations: - &ref_7 id: subscribeFirehose title: Subscribe firehose description: Subscribe to every non-empty book for selected venues type: send messages: - &ref_15 id: subscribe payload: - name: Subscribe to the orderbook firehose description: >- Stream every non-empty book for the named venues. Requires an app API key. type: object properties: - name: action type: string description: subscribe required: true - name: channel type: string description: firehose required: true - name: venues type: array description: >- Venue slugs to stream. Only venues included when the firehose was enabled for your app are served; an empty enablement list means every venue your app is allowed to see. required: true properties: - name: item type: string required: false - name: latency type: string description: >- Orderbook socket only. Omit or send `conflated` for the default tier: at most one delta per book per 100 ms, the net change since the previous one. `realtime` delivers each accepted change as it happens. Applies only to the outcomes in this subscribe. `seq` is counted separately on each tier. The shared socket at ws.agg.market does not offer this choice. required: false - name: batchMs type: integer description: >- Realtime only. `0` (default) sends each change as an `orderbook_delta`. Any other value groups changes into `orderbook_delta_batch` over that many milliseconds. The conflated tier ignores it and sends one `orderbook_delta_batch` per 100 ms flush. required: false - name: id type: anyOf description: >- Optional request id, echoed on the ack and on errors caused by this frame required: false headers: [] jsonPayloadSchema: title: FirehoseSubscribe type: object required: - action - channel - venues properties: action: const: subscribe type: string x-parser-schema-id: channel: const: firehose type: string x-parser-schema-id: venues: description: >- Venue slugs to stream. Only venues included when the firehose was enabled for your app are served; an empty enablement list means every venue your app is allowed to see. type: array items: type: string x-parser-schema-id: x-parser-schema-id: latency: description: >- Orderbook socket only. Omit or send `conflated` for the default tier: at most one delta per book per 100 ms, the net change since the previous one. `realtime` delivers each accepted change as it happens. Applies only to the outcomes in this subscribe. `seq` is counted separately on each tier. The shared socket at ws.agg.market does not offer this choice. anyOf: - const: conflated type: string x-parser-schema-id: - const: realtime type: string x-parser-schema-id: x-parser-schema-id: batchMs: minimum: 0 maximum: 60000 description: >- Realtime only. `0` (default) sends each change as an `orderbook_delta`. Any other value groups changes into `orderbook_delta_batch` over that many milliseconds. The conflated tier ignores it and sends one `orderbook_delta_batch` per 100 ms flush. type: integer x-parser-schema-id: id: description: >- Optional request id, echoed on the ack and on errors caused by this frame anyOf: - type: string x-parser-schema-id: - type: number x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Subscribe to the orderbook firehose description: >- Stream every non-empty book for the named venues. Requires an app API key. example: |- { "action": "subscribe", "channel": "firehose", "venues": [ "polymarket" ], "latency": "realtime", "batchMs": 10 } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribe bindings: [] extensions: &ref_0 - id: x-parser-unique-object-id value: firehose - &ref_1 id: receiveFirehoseSubscribed title: Receive firehose subscribed description: Firehose subscription confirmed type: receive messages: - &ref_8 id: subscribed payload: - name: Firehose subscription confirmed description: Ignore fields you do not use. type: object properties: - name: type type: string description: subscribed required: true - name: channel type: string description: firehose required: true - name: venues type: array required: false properties: - name: item type: string required: false - name: id type: anyOf required: false headers: [] jsonPayloadSchema: title: FirehoseSubscribed type: object required: - type - channel properties: type: const: subscribed type: string x-parser-schema-id: channel: const: firehose type: string x-parser-schema-id: venues: type: array items: type: string x-parser-schema-id: x-parser-schema-id: id: anyOf: - type: string x-parser-schema-id: - type: number x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Firehose subscription confirmed description: Ignore fields you do not use. example: |- { "type": "subscribed", "channel": "firehose" } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribed bindings: [] extensions: *ref_0 - &ref_2 id: receiveOrderbookSnapshotBatch title: Receive orderbook snapshot batch description: One slice of a venue snapshot type: receive messages: - &ref_9 id: orderbookSnapshotBatch payload: - name: Orderbook snapshot batch description: >- One slice of a venue snapshot: complete orderbook_snapshot objects. type: object properties: - name: type type: string description: orderbook_snapshot_batch required: true - name: venue type: string description: Venue slug this slice of the venue snapshot belongs to required: true - name: part type: integer description: Slice number of this venue snapshot required: true - name: parts type: integer description: Total slices in this venue snapshot required: true - name: snapshots type: array description: >- Complete `orderbook_snapshot` objects. Replace each book whatever its `seq` is. Empty books are omitted. required: true properties: - name: type type: string description: orderbook_snapshot required: true - name: outcomeId type: string description: Outcome ID required: true - name: channel type: string required: false - name: seq type: number description: Sequence number for this outcome required: true - name: checksum type: number description: Checksum of the full book after this update required: true - name: bids type: array description: All bid levels, sorted desc by price required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: asks type: array description: All ask levels, sorted asc by price required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: venueOrderbooks type: object description: Per-venue orderbooks required: true - name: venues type: object description: Per-venue best bid/ask required: true - name: midpoint type: number required: true - name: spread type: number required: true - name: timestamp type: number required: true - name: tick type: number required: false - name: markSource type: string required: false headers: [] jsonPayloadSchema: title: OrderbookSnapshotBatch type: object required: - type - venue - part - parts - snapshots properties: type: const: orderbook_snapshot_batch type: string x-parser-schema-id: venue: description: Venue slug this slice of the venue snapshot belongs to type: string x-parser-schema-id: part: description: Slice number of this venue snapshot type: integer x-parser-schema-id: parts: description: Total slices in this venue snapshot type: integer x-parser-schema-id: snapshots: description: >- Complete `orderbook_snapshot` objects. Replace each book whatever its `seq` is. Empty books are omitted. type: array items: type: object required: - type - outcomeId - seq - checksum - bids - asks - venueOrderbooks - venues - midpoint - spread - timestamp properties: type: const: orderbook_snapshot type: string x-parser-schema-id: outcomeId: description: Outcome ID type: string x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: x-parser-schema-id: seq: description: Sequence number for this outcome type: number x-parser-schema-id: checksum: description: Checksum of the full book after this update type: number x-parser-schema-id: bids: description: All bid levels, sorted desc by price type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: asks: description: All ask levels, sorted asc by price type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: venueOrderbooks: description: Per-venue orderbooks type: object patternProperties: ^(.*)$: type: object required: - bids - asks properties: bids: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: asks: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: venues: description: Per-venue best bid/ask type: object patternProperties: ^(.*)$: type: object required: - bestBid - bestAsk properties: bestBid: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: bestAsk: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: midpoint: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: spread: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: timestamp: type: number x-parser-schema-id: tick: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: markSource: anyOf: - const: local type: string x-parser-schema-id: - const: local_merged type: string x-parser-schema-id: - const: local_one_sided type: string x-parser-schema-id: - const: sibling type: string x-parser-schema-id: - const: local_boundary type: string x-parser-schema-id: - const: none type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Orderbook snapshot batch description: 'One slice of a venue snapshot: complete orderbook_snapshot objects.' example: |- { "type": "orderbook_snapshot_batch", "venue": "polymarket", "part": 12, "parts": 480, "snapshots": [ { "type": "orderbook_snapshot", "outcomeId": "vmo_1", "seq": 1710000001, "checksum": 2918476531, "bids": [ [ 0.55, 800, { "polymarket": 800 } ] ], "asks": [ [ 0.56, 600, { "polymarket": 600 } ] ], "venueOrderbooks": { "polymarket": { "bids": [ [ 0.55, 800 ] ], "asks": [ [ 0.56, 600 ] ] } }, "venues": { "polymarket": { "bestBid": 0.55, "bestAsk": 0.56 } }, "midpoint": 0.555, "spread": 0.01, "timestamp": 1710000000000 } ] } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbookSnapshotBatch bindings: [] extensions: *ref_0 - &ref_3 id: receiveFirehoseReady title: Receive firehose ready description: A venue's snapshot has been sent; live deltas follow type: receive messages: - &ref_10 id: firehoseReady payload: - name: Firehose venue ready description: >- That venue's snapshot has been sent. Live deltas for the venue follow. type: object properties: - name: type type: string description: firehose_ready required: true - name: venue type: string description: >- The venue whose snapshot has been sent. Live deltas for it follow. required: true headers: [] jsonPayloadSchema: title: FirehoseReady type: object required: - type - venue properties: type: const: firehose_ready type: string x-parser-schema-id: venue: description: >- The venue whose snapshot has been sent. Live deltas for it follow. type: string x-parser-schema-id: x-parser-schema-id: title: Firehose venue ready description: That venue's snapshot has been sent. Live deltas for the venue follow. example: |- { "type": "firehose_ready", "venue": "polymarket" } bindings: [] extensions: - id: x-parser-unique-object-id value: firehoseReady bindings: [] extensions: *ref_0 - &ref_4 id: receiveOrderbookDeltaBatch title: Receive orderbook delta batch description: Live changes across the venues you stream type: receive messages: - &ref_11 id: orderbookDeltaBatch payload: - name: Orderbook delta batch description: Complete orderbook_delta objects. Each names its outcomeId. type: object properties: - name: type type: string description: orderbook_delta_batch required: true - name: deltas type: array description: >- Complete `orderbook_delta` objects, not split by venue. Drop a delta whose `seq` is less than or equal to the book's current `seq`. required: true properties: - name: type type: string description: orderbook_delta required: true - name: outcomeId type: string description: Outcome ID required: true - name: channel type: string required: false - name: seq type: number description: Sequence number for this outcome required: true - name: checksum type: number description: Checksum of the full book after applying this delta required: true - name: bidChanges type: array description: Changed bid levels (size=0 means removed) required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: askChanges type: array description: Changed ask levels (size=0 means removed) required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: venueDeltaBooks type: object description: Per-venue level changes required: true - name: venues type: object description: Per-venue best bid/ask required: true - name: midpoint type: number required: true - name: spread type: number required: true - name: tick type: number required: false - name: markSource type: string required: false - name: timestamp type: number required: true headers: [] jsonPayloadSchema: title: OrderbookDeltaBatch type: object required: - type - deltas properties: type: const: orderbook_delta_batch type: string x-parser-schema-id: deltas: description: >- Complete `orderbook_delta` objects, not split by venue. Drop a delta whose `seq` is less than or equal to the book's current `seq`. type: array items: type: object required: - type - outcomeId - seq - checksum - bidChanges - askChanges - venueDeltaBooks - venues - midpoint - spread - timestamp properties: type: const: orderbook_delta type: string x-parser-schema-id: outcomeId: description: Outcome ID type: string x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: x-parser-schema-id: seq: description: Sequence number for this outcome type: number x-parser-schema-id: checksum: description: Checksum of the full book after applying this delta type: number x-parser-schema-id: bidChanges: description: Changed bid levels (size=0 means removed) type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: askChanges: description: Changed ask levels (size=0 means removed) type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: venueDeltaBooks: description: Per-venue level changes type: object patternProperties: ^(.*)$: type: object required: - bidChanges - askChanges properties: bidChanges: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: askChanges: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: venues: description: Per-venue best bid/ask type: object patternProperties: ^(.*)$: type: object required: - bestBid - bestAsk properties: bestBid: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: bestAsk: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: midpoint: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: spread: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: tick: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: markSource: anyOf: - const: local type: string x-parser-schema-id: - const: local_merged type: string x-parser-schema-id: - const: local_one_sided type: string x-parser-schema-id: - const: sibling type: string x-parser-schema-id: - const: local_boundary type: string x-parser-schema-id: - const: none type: string x-parser-schema-id: x-parser-schema-id: timestamp: type: number x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Orderbook delta batch description: Complete orderbook_delta objects. Each names its outcomeId. example: |- { "type": "orderbook_delta_batch", "deltas": [ { "type": "orderbook_delta", "outcomeId": "vmo_1", "seq": 1710000002, "checksum": 3847261950, "bidChanges": [ [ 0.55, 900, { "polymarket": 900 } ] ], "askChanges": [], "venueDeltaBooks": { "polymarket": { "bidChanges": [ [ 0.55, 900 ] ], "askChanges": [] } }, "venues": { "polymarket": { "bestBid": 0.55, "bestAsk": 0.56 } }, "midpoint": 0.555, "spread": 0.01, "timestamp": 1710000001000 } ] } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbookDeltaBatch - &ref_12 id: orderbookDelta payload: - name: Orderbook delta description: >- Incremental update — only changed levels. size=0 means level removed. type: object properties: - name: type type: string description: orderbook_delta required: true - name: outcomeId type: string description: Outcome ID required: true - name: channel type: string required: false - name: seq type: number description: Sequence number for this outcome required: true - name: checksum type: number description: Checksum of the full book after applying this delta required: true - name: bidChanges type: array description: Changed bid levels (size=0 means removed) required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: askChanges type: array description: Changed ask levels (size=0 means removed) required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: venueDeltaBooks type: object description: Per-venue level changes required: true - name: venues type: object description: Per-venue best bid/ask required: true - name: midpoint type: number required: true - name: spread type: number required: true - name: tick type: number required: false - name: markSource type: string required: false - name: timestamp type: number required: true headers: [] jsonPayloadSchema: title: OrderbookDelta type: object required: - type - outcomeId - seq - checksum - bidChanges - askChanges - venueDeltaBooks - venues - midpoint - spread - timestamp properties: type: const: orderbook_delta type: string x-parser-schema-id: outcomeId: description: Outcome ID type: string x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: x-parser-schema-id: seq: description: Sequence number for this outcome type: number x-parser-schema-id: checksum: description: Checksum of the full book after applying this delta type: number x-parser-schema-id: bidChanges: description: Changed bid levels (size=0 means removed) type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: askChanges: description: Changed ask levels (size=0 means removed) type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: venueDeltaBooks: description: Per-venue level changes type: object patternProperties: ^(.*)$: type: object required: - bidChanges - askChanges properties: bidChanges: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: askChanges: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: venues: description: Per-venue best bid/ask type: object patternProperties: ^(.*)$: type: object required: - bestBid - bestAsk properties: bestBid: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: bestAsk: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: midpoint: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: spread: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: tick: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: markSource: anyOf: - const: local type: string x-parser-schema-id: - const: local_merged type: string x-parser-schema-id: - const: local_one_sided type: string x-parser-schema-id: - const: sibling type: string x-parser-schema-id: - const: local_boundary type: string x-parser-schema-id: - const: none type: string x-parser-schema-id: x-parser-schema-id: timestamp: type: number x-parser-schema-id: x-parser-schema-id: title: Orderbook delta description: Incremental update — only changed levels. size=0 means level removed. example: |- { "type": "orderbook_delta", "outcomeId": "clv2abc123def456", "channel": "orderbook", "seq": 1710000001, "checksum": 2918476531, "bidChanges": [ { "price": 0.55, "totalSize": 1500, "venues": {} } ], "askChanges": [ { "price": 0.55, "totalSize": 1500, "venues": {} } ], "venueDeltaBooks": {}, "venues": {}, "midpoint": 0.55, "spread": 0.01, "tick": 0, "markSource": "local", "timestamp": 1710000000000 } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbookDelta bindings: [] extensions: *ref_0 - &ref_5 id: receiveFirehoseSnapshot title: Receive firehose snapshot description: A single snapshot for a book that first gets levels type: receive messages: - &ref_13 id: orderbookSnapshot payload: - name: Orderbook snapshot description: Full aggregated orderbook state with venue attribution type: object properties: - name: type type: string description: orderbook_snapshot required: true - name: outcomeId type: string description: Outcome ID required: true - name: channel type: string required: false - name: seq type: number description: Sequence number for this outcome required: true - name: checksum type: number description: Checksum of the full book after this update required: true - name: bids type: array description: All bid levels, sorted desc by price required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: asks type: array description: All ask levels, sorted asc by price required: true properties: - name: price type: number description: Price level (0–1) required: true - name: totalSize type: number description: Total size across all venues required: true - name: venues type: object required: true - name: venueOrderbooks type: object description: Per-venue orderbooks required: true - name: venues type: object description: Per-venue best bid/ask required: true - name: midpoint type: number required: true - name: spread type: number required: true - name: timestamp type: number required: true - name: tick type: number required: false - name: markSource type: string required: false headers: [] jsonPayloadSchema: title: OrderbookSnapshot type: object required: - type - outcomeId - seq - checksum - bids - asks - venueOrderbooks - venues - midpoint - spread - timestamp properties: type: const: orderbook_snapshot type: string x-parser-schema-id: outcomeId: description: Outcome ID type: string x-parser-schema-id: channel: anyOf: - const: orderbook type: string x-parser-schema-id: - const: trades type: string x-parser-schema-id: x-parser-schema-id: seq: description: Sequence number for this outcome type: number x-parser-schema-id: checksum: description: Checksum of the full book after this update type: number x-parser-schema-id: bids: description: All bid levels, sorted desc by price type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: asks: description: All ask levels, sorted asc by price type: array items: description: |- [price, totalSize, {venue: sizeAtPrice}] Wire format: `[price, totalSize, {venue: sizeAtPrice}]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: totalSize: type: number description: Total size across all venues x-parser-schema-id: venues: type: object patternProperties: ^(.*)$: type: number x-parser-schema-id: x-parser-schema-id: required: - price - totalSize - venues x-parser-schema-id: x-parser-schema-id: venueOrderbooks: description: Per-venue orderbooks type: object patternProperties: ^(.*)$: type: object required: - bids - asks properties: bids: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: asks: type: array items: description: |- [price, size] Wire format: `[price, size]` type: object additionalItems: false properties: price: type: number description: Price level (0–1) x-parser-schema-id: size: type: number description: Size at this price x-parser-schema-id: required: - price - size x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: venues: description: Per-venue best bid/ask type: object patternProperties: ^(.*)$: type: object required: - bestBid - bestAsk properties: bestBid: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: bestAsk: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: midpoint: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: spread: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: timestamp: type: number x-parser-schema-id: tick: anyOf: - type: number x-parser-schema-id: - type: 'null' x-parser-schema-id: x-parser-schema-id: markSource: anyOf: - const: local type: string x-parser-schema-id: - const: local_merged type: string x-parser-schema-id: - const: local_one_sided type: string x-parser-schema-id: - const: sibling type: string x-parser-schema-id: - const: local_boundary type: string x-parser-schema-id: - const: none type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Orderbook snapshot description: Full aggregated orderbook state with venue attribution example: |- { "type": "orderbook_snapshot", "outcomeId": "clv2abc123def456", "channel": "orderbook", "seq": 1710000001, "checksum": 2918476531, "bids": [ { "price": 0.55, "totalSize": 1500, "venues": {} } ], "asks": [ { "price": 0.55, "totalSize": 1500, "venues": {} } ], "venueOrderbooks": {}, "venues": {}, "midpoint": 0.55, "spread": 0.01, "timestamp": 1710000000000, "tick": 0, "markSource": "local" } bindings: [] extensions: - id: x-parser-unique-object-id value: orderbookSnapshot bindings: [] extensions: *ref_0 - &ref_6 id: receiveFirehoseError title: Receive firehose error description: Firehose refusals and resyncs type: receive messages: - &ref_14 id: error payload: - name: Firehose error description: Branch on code, not on message. type: object properties: - name: type type: string description: error required: true - name: code type: string description: Machine-readable error code. Branch on this, not on `message`. required: true - name: message type: string required: false - name: id type: anyOf required: false headers: [] jsonPayloadSchema: title: FirehoseError type: object required: - type - code properties: type: const: error type: string x-parser-schema-id: code: description: Machine-readable error code. Branch on this, not on `message`. anyOf: - const: firehose_not_enabled type: string x-parser-schema-id: - const: too_many_connections type: string x-parser-schema-id: - const: firehose_resync type: string x-parser-schema-id: x-parser-schema-id: message: type: string x-parser-schema-id: id: anyOf: - type: string x-parser-schema-id: - type: number x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Firehose error description: Branch on code, not on message. example: |- { "type": "error", "code": "firehose_not_enabled" } bindings: [] extensions: - id: x-parser-unique-object-id value: error bindings: [] extensions: *ref_0 sendOperations: - *ref_1 - *ref_2 - *ref_3 - *ref_4 - *ref_5 - *ref_6 receiveOperations: - *ref_7 sendMessages: - *ref_8 - *ref_9 - *ref_10 - *ref_11 - *ref_12 - *ref_13 - *ref_14 receiveMessages: - *ref_15 extensions: - id: x-parser-unique-object-id value: firehose securitySchemes: - id: appId name: appId type: userPassword description: >- App-level auth: pass appId as a query parameter on connect. Required for all connections. Browsers are admitted by an Origin on the app's allowed origins; servers by the apiKey scheme instead. extensions: [] - id: apiKey name: x-app-api-key type: httpApiKey description: >- Optional server-to-server auth on the handshake; any supplied key must be valid and replaces the Origin check. Without a key, an allowed Origin is required even when the app has requireApiKey for REST. WebSocket key enforcement is currently deferred. Needed for the app-events channel and for the firehose channel on the orderbook socket. Never send from a browser. in: header extensions: [] - id: jwt name: jwt type: http description: >- User-level auth: send { action: 'authenticate', token } after connected (a token query param still works but is deprecated). Required for user-specific events (orders, balances). Same JWT as the REST API. scheme: bearer bearerFormat: JWT extensions: [] ```` This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.