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| Both sides previous revision Previous revision Next revision | Previous revision | ||
| developers:websocket:messages [2026/03/16 16:27] – [OrderLink] frank | developers:websocket:messages [2026/05/28 12:12] (current) – [MarketSettlement] chad | ||
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| | settlement_time | google.protobuf.Timestamp | Time of settlement | | | settlement_time | google.protobuf.Timestamp | Time of settlement | | ||
| | settlement_trade_date | google.protobuf.Timestamp | Trade date of settlement | | | settlement_trade_date | google.protobuf.Timestamp | Trade date of settlement | | ||
| - | | settlement_held_price | string | + | | settlement_held_price | Price | Held settlement price | |
| | settlement_held_time | google.protobuf.Timestamp | Time of held settlement | | | settlement_held_time | google.protobuf.Timestamp | Time of held settlement | | ||
| | settlement_held_trade_date | google.protobuf.Timestamp | Trade date of held settlement | | | settlement_held_trade_date | google.protobuf.Timestamp | Trade date of held settlement | | ||
| Line 1131: | Line 1131: | ||
| The '' | The '' | ||
| + | |||
| + | Controls the frequency and volume of depth updates received. Higher update rates increase bandwidth usage, so it is recommended to use the lowest buffering level that meets your requirements on a per-market basis. | ||
| ^ Value ^ Description ^ | ^ Value ^ Description ^ | ||
| - | | DEPTH_BUFFER_NO_SUBSCRIPTION | No subscription | | + | | DEPTH_BUFFER_NO_SUBSCRIPTION | No depth subscription. Unsubscribes if currently active. |
| - | | DEPTH_BUFFER_SLOW_TRADE | Slow trade buffer | + | | DEPTH_BUFFER_SLOW_TRADE |
| - | | DEPTH_BUFFER_SMART_TRADE | Smart trade buffer | + | | DEPTH_BUFFER_SMART_TRADE |
| - | | DEPTH_BUFFER_SLOW_SMART | Slow smart buffer | + | | DEPTH_BUFFER_SLOW_SMART |
| - | | DEPTH_BUFFER_SMART | Smart buffer | + | | DEPTH_BUFFER_SMART |
| - | | DEPTH_BUFFER_FAST_SMART | Fast smart buffer | + | | DEPTH_BUFFER_FAST_SMART |
| - | | DEPTH_BUFFER_ALL | All buffer types | | + | | DEPTH_BUFFER_ALL |
| - | | DEPTH_BUFFER_FAST_TRADE | Fast trade buffer | + | | DEPTH_BUFFER_FAST_TRADE |
| - | | DEPTH_BUFFER_TRADE_ONLY | Trade-only buffer | + | | DEPTH_BUFFER_TRADE_ONLY |
| ==== DepthLevels ==== | ==== DepthLevels ==== | ||
| - | The '' | + | The '' |
| - | ^ Value ^ Description ^ | + | This setting controls how much market |
| - | | DEPTH_LEVELS_UNDEFINED | Undefined | + | |
| - | | DEPTH_LEVELS_BEST_ONLY | Best price only | | + | |
| - | | DEPTH_LEVELS_NORMAL | Normal depth levels (10) | | + | |
| - | | DEPTH_LEVELS_ALL | All depth levels (255) | | + | |
| + | ^ Value ^ Description ^ | ||
| + | | DEPTH_LEVELS_UNDEFINED | Undefined. Not used by the API. | | ||
| + | | DEPTH_LEVELS_BEST_ONLY | Best bid/offer and trade information only. | | ||
| + | | DEPTH_LEVELS_NORMAL | Up to 10 levels of depth plus trade information. | | ||
| + | | DEPTH_LEVELS_ALL | All available depth levels plus trade information (typically capped at 10 levels). | | ||
| ==== LoginResult ==== | ==== LoginResult ==== | ||
| Line 1304: | Line 1307: | ||
| | ORDER_LINK_NONE | No linking | | | ORDER_LINK_NONE | No linking | | ||
| | ORDER_LINK_OCO | One-cancels-other linking | | | ORDER_LINK_OCO | One-cancels-other linking | | ||
| - | | ORDER_LINK_AUTO_OCO | Automatic one-cancels-other linking differential to fill price| | + | | ORDER_LINK_AUTO_OCO | Automatic one-cancels-other linking |
| | ORDER_LINK_SPARK | Spark linking | | | ORDER_LINK_SPARK | Spark linking | | ||
| | ORDER_LINK_CLIENT_SYNTHETIC | Client synthetic linking | | | ORDER_LINK_CLIENT_SYNTHETIC | Client synthetic linking | | ||
| Line 1310: | Line 1313: | ||
| | ORDER_LINK_CHAIN2 | Chain2 linking | | | ORDER_LINK_CHAIN2 | Chain2 linking | | ||
| | ORDER_LINK_AUTO_OCO_P | Automatic one-cancels-other price linking | | | ORDER_LINK_AUTO_OCO_P | Automatic one-cancels-other price linking | | ||
| - | | ORDER_LINK_AUTO_OCO_M | Automatic one-cancels-other multi exit linking | | + | | ORDER_LINK_AUTO_OCO_M | Automatic one-cancels-other multi exit linking |
| | ORDER_LINK_AUTO_OCO_MP | Automatic one-cancels-other multi exit price linking | | | ORDER_LINK_AUTO_OCO_MP | Automatic one-cancels-other multi exit price linking | | ||