Feed 'I'- Instruments

Currencies and Instruments feed

Requests

Subscribe

{"event": "bind", "feed": "I"}

Unsubscribe

{"event": "unbind", "feed": "I"}

Feed handling

Definitions

currency = [
  0: name (string)
  1: id (unsigned int32)
  2: balanceStep (Efx::Size)
  3: usdPrice (Efx::Price)
  4: currencyType (string)
]

instrument = [
  0: name (string)
  1: id (uinsigned int64)
  2: assetCurrency (string)
  3: balanceCurrency (string)
]

For detailed instruments description

pageinstruments

Possible updates

// snapshot
['I', 0, 'S', [
  array of currency,
  array of instrument
]]

// currency added
['C', 0, '+', currency]

// currency modified
['C', 0, 'M', currency]

// currency removed
['C', 0, '-', currency]

// instrument added
['I', 0, '+', instrument]

// instrument removed
['I', 0, '-', instrument]

// failed to subscribe
['I', 0, 'Z', 2]

// unsubscribed
['I', 0, 'U', 0]

Feed update example

applyToSnapshot(prevSnapshot, feed, action, data) {
    switch (feed) {
        case 'I': {
            switch (action) {
                case 'S' : {
                    return [[...data[0]], [...data[1]]]
                }
                case '+' : {
                    prevSnapshot[1].push(data)
                    break
                }
                case 'M' : {
                    for (var i in prevSnapshot[1]) {
                        if (prevSnapshot[1][i][1] == data[1]) {
                            prevSnapshot[1][i] = data
                            break
                        }
                    }
                    break
                }
                case '-' : {
                    for (var i in prevSnapshot[1]) {
                        if (prevSnapshot[1][i][1] == data[1]) {
                            prevSnapshot[1].splice(i, 1)
                            break
                        }
                    }
                    break
                }
            }
            break
        }
        case 'C': {
            switch (action) {
                case '+' : {
                    prevSnapshot[0].push(data)
                    break
                }
                case 'M' : {
                    for (var i in prevSnapshot[0]) {
                        if (prevSnapshot[0][i][1] == data[1]) {
                            prevSnapshot[0][i] = data
                            break
                        }
                    }
                    break
                }
                case '-' : {
                    for (var i in prevSnapshot[0]) {
                        if (prevSnapshot[0][i][1] == data[1]) {
                            prevSnapshot[0].splice(i, 1)
                            break
                        }
                    }
                    break
                }
            }
            break
        }
    }
    return prevSnapshot
}