Ws trade feed data v1
NameLite |
Type | RequiredDefault |
Description |
|---|---|---|---|
streams |
string | True | Stream name |
selectors1 |
string | True | Primary selector |
sequence_numbersn |
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. |
feedf |
Trade | True | A public trade matching the request filter |
prev_sequence_numberps |
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
NameLite |
Type | RequiredDefault |
Description |
|---|---|---|---|
event_timeet |
string | True | Time at which the event was emitted in unix nanoseconds |
instrumenti |
string | True | The readable instrument name:
|
is_taker_buyerit |
boolean | True | If taker was the buyer on the trade |
sizes |
string | True | The number of assets being traded, expressed in base asset decimal units |
pricep |
string | True | The traded price, expressed in 9 decimals |
mark_pricemp |
string | FalseNone |
The mark price of the instrument at point of trade, expressed in 9 decimals |
index_priceip |
string | True | The index price of the instrument at point of trade, expressed in 9 decimals |
interest_rateir |
string | True | The interest rate of the underlying at point of trade, expressed in centibeeps (1/100th of a basis point) |
forward_pricefp |
string | FalseNone |
[Options] The forward price of the option at point of trade, expressed in 9 decimals |
trade_idti |
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. |
venuev |
Venue | True | The venue where the trade occurred |
is_rpiir1 |
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 |