Messages
{
"type": "rfq_created",
"sid": 15,
"seq": 11,
"msg": {
"id": "rfq_123",
"creator_id": "",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"contracts_fp": "100.00",
"created_ts": "2024-12-01T10:00:00Z"
}
}{
"type": "rfq_deleted",
"sid": 15,
"seq": 12,
"msg": {
"id": "rfq_123",
"creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"contracts_fp": "100.00",
"target_cost_dollars": "0.35",
"deleted_ts": "2024-12-01T10:05:00Z"
}
}{
"type": "quote_created",
"sid": 15,
"seq": 13,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "comm_def456",
"rfq_creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"yes_bid_dollars": "0.35",
"no_bid_dollars": "0.65",
"yes_contracts_offered_fp": "100.00",
"no_contracts_offered_fp": "200.00",
"rfq_target_cost_dollars": "0.35",
"created_ts": "2024-12-01T10:02:00Z",
"subaccount": 3
}
}{
"type": "quote_accepted",
"sid": 15,
"seq": 14,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "comm_def456",
"rfq_creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"yes_bid_dollars": "0.35",
"no_bid_dollars": "0.65",
"accepted_side": "yes",
"contracts_accepted_fp": "50.00",
"yes_contracts_offered_fp": "100.00",
"no_contracts_offered_fp": "200.00",
"rfq_target_cost_dollars": "0.35",
"subaccount": 3
}
}{
"type": "quote_executed",
"sid": 15,
"seq": 15,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "a1b2c3d4e5f6...",
"rfq_creator_id": "f6e5d4c3b2a1...",
"order_id": "order_789",
"client_order_id": "my_client_order_123",
"market_ticker": "FED-23DEC-T3.00",
"executed_ts": "2024-12-01T10:05:00Z",
"subaccount": 3
}
}WebSockets
Communications
Real-time Request for Quote (RFQ) and quote notifications. Requires authentication.
Requirements:
- Authentication required
- Market specification ignored
- Optional sharding for fanout control:
shard_factor(1-100) andshard_key(0 <= key < shard_factor)
- RFQ events (RFQCreated, RFQDeleted) always sent
- Quote events (QuoteCreated, QuoteAccepted, QuoteExecuted) are only sent if you created the quote OR you created the RFQ
Use case: Tracking RFQs you create and quotes on your RFQs, or quotes you create on others’ RFQs. Use QuoteExecuted to correlate fill messages with quotes via client_order_id.
WSS
communications
Messages
{
"type": "rfq_created",
"sid": 15,
"seq": 11,
"msg": {
"id": "rfq_123",
"creator_id": "",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"contracts_fp": "100.00",
"created_ts": "2024-12-01T10:00:00Z"
}
}{
"type": "rfq_deleted",
"sid": 15,
"seq": 12,
"msg": {
"id": "rfq_123",
"creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"contracts_fp": "100.00",
"target_cost_dollars": "0.35",
"deleted_ts": "2024-12-01T10:05:00Z"
}
}{
"type": "quote_created",
"sid": 15,
"seq": 13,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "comm_def456",
"rfq_creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"yes_bid_dollars": "0.35",
"no_bid_dollars": "0.65",
"yes_contracts_offered_fp": "100.00",
"no_contracts_offered_fp": "200.00",
"rfq_target_cost_dollars": "0.35",
"created_ts": "2024-12-01T10:02:00Z",
"subaccount": 3
}
}{
"type": "quote_accepted",
"sid": 15,
"seq": 14,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "comm_def456",
"rfq_creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"yes_bid_dollars": "0.35",
"no_bid_dollars": "0.65",
"accepted_side": "yes",
"contracts_accepted_fp": "50.00",
"yes_contracts_offered_fp": "100.00",
"no_contracts_offered_fp": "200.00",
"rfq_target_cost_dollars": "0.35",
"subaccount": 3
}
}{
"type": "quote_executed",
"sid": 15,
"seq": 15,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "a1b2c3d4e5f6...",
"rfq_creator_id": "f6e5d4c3b2a1...",
"order_id": "order_789",
"client_order_id": "my_client_order_123",
"market_ticker": "FED-23DEC-T3.00",
"executed_ts": "2024-12-01T10:05:00Z",
"subaccount": 3
}
}apiKey
type:apiKey
API key authentication required for WebSocket connections. The API key should be provided during the WebSocket handshake.
RFQ Created
type:object
Notification when an RFQ is created
RFQ Deleted
type:object
Notification when an RFQ is deleted
Quote Created
type:object
Notification when a quote is created on an RFQ
Quote Accepted
type:object
Notification when a quote is accepted
Quote Executed
type:object
Notification when a quote is executed and orders are placed