Ws trade feed data v1

WSTradeFeedDataV1

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
Trade True A public trade matching the request filter
prev_sequence_number
ps
string True The previous sequence number that determines the message order
Trade

All private RFQs and Private AXEs will be filtered out from the responses

Name
Lite
Type Required
Default
Description
event_time
et
string True Time at which the event was emitted in unix nanoseconds
instrument
i
string True The readable instrument name:
  • Perpetual: ETH_USDT_Perp
  • Future: BTC_USDT_Fut_20Oct23
  • Call: ETH_USDT_Call_20Oct23_2800
  • Put: ETH_USDT_Put_20Oct23_2800
is_taker_buyer
it
boolean True If taker was the buyer on the trade
size
s
string True The number of assets being traded, expressed in base asset decimal units
price
p
string True The traded price, expressed in 9 decimals
mark_price
mp
string False
None
The mark price of the instrument at point of trade, expressed in 9 decimals
index_price
ip
string True The index price of the instrument at point of trade, expressed in 9 decimals
interest_rate
ir
string True The interest rate of the underlying at point of trade, expressed in centibeeps (1/100th of a basis point)
forward_price
fp
string False
None
[Options] The forward price of the option at point of trade, expressed in 9 decimals
trade_id
ti
string True A trade identifier, globally unique, and monotonically increasing (not by 1).
All trades sharing a single taker execution share the same first component (before -), and event_time.
trade_id is guaranteed to be consistent across MarketData Trade and Trading Fill.
venue
v
Venue True The venue where the trade occurred
is_rpi
ir1
boolean True If the trade is a RPI trade
Venue

The list of Trading Venues that are supported on the GRVT exchange

Value Description
ORDERBOOK = 1 the trade is cleared on the orderbook venue
RFQ = 2 the trade is cleared on the RFQ venue