Ws rfq feed data v1

WSRfqFeedDataV1

Name
Lite
Type Required
Default
Description
stream
s
string True Stream name
selector
s1
string True Primary selector
sequence_number
sn
string True A sequence number used to determine message order within a stream.
- If useGlobalSequenceNumber is false, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts.
- If useGlobalSequenceNumber is true, this returns the global sequence number, which uniquely identifies messages across the cluster.
- A single cluster payload can be multiplexed into multiple stream payloads.
- To distinguish each stream payload, a dedupCounter is included.
- The returned sequence number is computed as: cluster_sequence_number * 10^5 + dedupCounter.
feed
f
RfqFeed True The RFQ lifecycle event (NEW / EXPIRED / CANCELLED)
prev_sequence_number
ps
string True The previous sequence number that determines the message order
RfqFeed
Name
Lite
Type Required
Default
Description
event
e
RfqEvent True The RFQ lifecycle event: NEW, EXPIRED, or CANCELLED. On EXPIRED/CANCELLED only rfqID is populated; the platform then auto-cancels the maker's private quotes bound to this RFQ
rfq_id
ri
string True The RFQ this event refers to
instrument
i
string False
None
The RFQ instrument. Must be kind = STABLE_PERP
size
s
string False
None
Requested size, expressed in base asset decimal units. Zero-size = platform solicitation for missing public presence
side
s1
RfqSide False
None
Present only if the taker disclosed direction; omitted = two-way request
expiry
e1
string False
None
RFQ TTL. The timestamp after which Gravity expires the RFQ, expressed in unix nanoseconds
RfqEvent
Value Description
NEW = 1 a new maker channel was created
EXPIRED = 2 both channels were expired
CANCELLED = 3 both channels were cancelled
RfqSide
Value Description
UNSPECIFIED = 0 omitted = two-way request
BUY = 1 the RFQ side is a buy
SELL = 2 the RFQ side is a sell