Market Data

Bind Event

Subscribes to quote streams from Makers for a given instrument. This event doesn't subscribe to firm book updates. Only one subscription per instrument is allowed in a single connection.

Event Schema

{
  "event": "bind",
  "reqId": <string>,
  "instrument": <string>,
  "makers": [<Efx::ClientId>]
}

Field	Type	Description
event	string	Event type, required
reqId	string	Subscription request ID, required
instrument	string	Instrument name to subscribe to, required
makers	array[uint32]	List of makers to receive quotes from, optional. Default is all makers

Event Example

{
  "event": "bind",
  "reqId": "1",
  "instrument": "BTC-USD",
  "makers": [1, 2, 3]
}

Response - Error

{
  "event": "bind",
  "reqId": "1",
  "error": 300
}

An error event will be sent in case of failure.

Unbind Event

The Unbind Event is sent by a Taker to unsubscribe from the quote streams.

Event Schema

{
  "event": "unbind",
  "reqId": "<string>"
}

Field	Type	Description
event	string	Event type, required
reqId	string	Subscription request ID, required

Event Example

{
  "event": "unbind",
  "reqId": "1"
}

Response - Error

{
  "event": "unbind",
  "reqId": "1",
  "error": 101
}

Market Data Update (FM to Taker)

This event is sent by FM to a Taker to provide market data updates as a snapshot of the order book.

Event Schema

{
  "event": "marketDataUpdate",
  "reqId": "<string>",
  "instrument": "<string>",
  "makerId": "<ClientID>",
  "levels": {
    "asks": [[<uint64>, <int64>]],
    "bids": [[<uint64>, <int64>]]
  }
}

Field	Type	Description
event	string	Event type, required
reqId	string	ID of the corresponding bind event, required
instrument	string	Instrument name, required
makerId	ClientID	ID of the maker providing the quotes, required
levels.asks	array[[uint64, int64]]	Price and size for asks
levels.bids	array[[uint64, int64]]	Price and size for bids

Event Example

{
  "event": "marketDataUpdate",
  "reqId": "1",
  "makerId": 1,
  "instrument": "BTC-USD",
  "levels": {
    "asks": [],
    "bids": []
  }
}