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JSON-RPCoverWebSockets
- 1.Authenticate, establish a heartbeat and Subscribe to the
rfq,quote_book,quote,order,trade, andtrade_tapeJSON-RPCoverWebSockets Notification Channels.
WebSocket messages contain sequence numbers to help clients identify if they have missed any messages during temporary disconnections or network errors. The sequence number is included in the WebSocket messages under the
meta field.WebSocket messages now include an additional
meta field that contains the following properties:Member | Type | Description |
|---|---|---|
seq_group | number | Unique identifier for the group of messages |
seq_num | number | Sequence number of the message within the group |
Here's an example of a WebSocket message with sequence numbers:
{
"jsonrpc": "2.0",
"method": "subscription",
"params": {
"channel": "rfq",
"data": {
},
"meta": {
"seq_group": 1692463499,
"seq_num": 1027
}
}
}
Clients should monitor the sequence numbers of the incoming messages to ensure they have not missed any messages. If a client detects a gap in the sequence numbers, it may have missed one or more messages and should take appropriate action, such as refreshing data from REST.
Sequences increase monotonically within the context of a sequence group. Sequences are only relevant within a sequence group, which represents a subscribed channel. Sequences may be re-used between sequence groups.
While messages are sent ordered according to their sequences, sequences are not guaranteed not to repeat.
Last modified 6mo ago