# Code generated by asyncapi bundle from api.yml. DO NOT EDIT. asyncapi: 3.0.0 id: urn:udx:public-websocket info: title: WebSocket API version: '2026-08-11' description: >- The versioned public WebSocket contract for live UDX market data. Clients authenticate and negotiate `udx.json.2026-08-11` during the HTTP Upgrade, then exchange the JSON messages defined here. This version supports authenticated public L2 order books only; L1, L3, and private account channels are not part of this closed contract. Every concept and identifier on the wire belongs to the UDX public model. tags: - name: Market Data description: Live public order book subscriptions and recovery. defaultContentType: application/json servers: uat: host: api.uat.udx.underdogsports.com protocol: wss title: UDX UAT WebSocket summary: Secure WebSocket endpoint for client development and acceptance testing. security: - type: httpApiKey in: header name: UDX-Access-Key description: >- API key signature over `timestamp + "GET" + "/ws"`. The channel binding lists the required upgrade headers. production: host: api.udx.underdogsports.com protocol: wss title: UDX Production WebSocket summary: Secure WebSocket endpoint for production trading. security: - type: httpApiKey in: header name: UDX-Access-Key description: >- API key signature over `timestamp + "GET" + "/ws"`. The channel binding lists the required upgrade headers. channels: publicWebSocket: address: /ws title: Public WebSocket Session summary: One authenticated, bidirectional UDX WebSocket session. description: >- Commands and server messages share one ordered WebSocket connection. Subscription IDs and sequence numbers exist only for the lifetime of that connection. A disconnected session cannot be resumed: reconnect, authenticate again, create new subscriptions, and rebuild each book from its new initial snapshot. x-udx-session-resumption: supported: false reconnectBehavior: >- Re-authenticate, resubscribe, and replace local state from fresh snapshots. x-udx-close-codes: '1000': Normal closure; reconnect only when another session is needed. '1001': Session lifetime or idle bound expired; reconnect and resubscribe. '1002': WebSocket protocol error; fix the client before reconnecting. '1003': Unsupported application data; send JSON text messages. '1007': Invalid UTF-8; fix the client before reconnecting. '1008': Repeated invalid or abusive input; back off and fix the client. '1009': Frame too large; send a smaller command. '1011': Unexpected server failure; reconnect with backoff and fresh snapshots. '1012': Service restart or drain; reconnect with backoff and resubscribe. '1013': >- Temporary service or admission failure; reconnect with backoff and fresh snapshots. '4001': Authorization revoked; re-authenticate before reconnecting. '4003': >- Slow consumer or outbound memory bound; repair consumption and reconnect from fresh snapshots. This close frame is best effort, so an abnormal close is equivalent. servers: - $ref: '#/servers/uat' - $ref: '#/servers/production' bindings: ws: method: GET headers: type: object additionalProperties: true description: Headers required for authentication and version negotiation. required: - UDX-Access-Key - UDX-Access-Timestamp - UDX-Access-Signature - Sec-WebSocket-Protocol properties: UDX-Access-Key: type: string minLength: 1 maxLength: 255 description: Opaque API key ID. UDX-Access-Timestamp: type: string pattern: ^[0-9]{13}$ maxLength: 13 description: Unix time in milliseconds. UDX-Access-Signature: type: string minLength: 1 maxLength: 1024 description: Base64 RSA-PSS/SHA-256 signature. Sec-WebSocket-Protocol: type: string const: udx.json.2026-08-11 description: Negotiated dated WebSocket API version. messages: SubscribeCommand: name: SubscribeCommand title: Subscribe Command summary: Subscribe to L2 order book market data. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: >- Command that atomically creates one independent L2 order book subscription per requested ticker. required: - id - cmd - params properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. cmd: type: string const: subscribe description: Selects the subscribe command. params: type: object additionalProperties: false description: >- Markets and common L2 view requested for independent subscriptions. Any ticker in the caller-visible public market catalog is subscribable regardless of market status. Lifecycle transitions do not end the subscription; removal from that catalog does. required: - channels - tickers properties: channels: type: array minItems: 1 maxItems: 1 uniqueItems: true description: The initial protocol supports only the order book channel. items: type: string const: orderbook description: Aggregated L2 order book market data. tickers: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- A canonical non-empty list of distinct market tickers. The protocol ceiling is 250; an operational profile may impose a lower limit. items: type: string minLength: 1 maxLength: 128 description: A market's public ticker. level: type: string const: L2 default: L2 description: >- Aggregated market-by-price depth. Later protocol versions may add L1 or entitled L3 without changing this version's closed schema. depth: type: integer minimum: 1 maximum: 25 default: 25 description: Maximum visible levels per side; omission requests 25. examples: - name: SubscribeToTwoMarkets summary: Subscribe to two order books payload: id: 1 cmd: subscribe params: channels: - orderbook tickers: - UDX-EXAMPLE-MARKET-A - UDX-EXAMPLE-MARKET-B level: L2 depth: 10 UnsubscribeCommand: name: UnsubscribeCommand title: Unsubscribe Command summary: End one or more subscriptions on this connection. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: Command that atomically ends subscriptions on this connection. required: - id - cmd - params properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. cmd: type: string const: unsubscribe description: Selects the unsubscribe command. params: type: object additionalProperties: false description: Identifies the subscriptions to end as a canonical array. required: - sids properties: sids: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of distinct subscription IDs. It remains an array when one subscription is targeted. items: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. examples: - name: UnsubscribeOrderbooks summary: End subscriptions 7 and 8 payload: id: 2 cmd: unsubscribe params: sids: - 7 - 8 SnapshotCommand: name: SnapshotCommand title: Snapshot Command summary: Request fresh snapshots for existing order book subscriptions. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: Command that requests fresh state without changing subscriptions. required: - id - cmd - params properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. cmd: type: string const: snapshot description: Selects the snapshot command. params: type: object additionalProperties: false description: Selects order book subscriptions as a canonical array. required: - sids properties: sids: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of distinct subscription IDs. It remains an array when one subscription is targeted. items: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. examples: - name: SnapshotSubscriptions summary: Snapshot subscriptions 7 and 8 payload: id: 3 cmd: snapshot params: sids: - 7 - 8 Subscribed: name: Subscribed title: Subscribed Acknowledgement summary: Confirm that an atomic subscription was committed. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: Successful subscribe response with normalized effective settings. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: subscribed description: Identifies a successful subscribe response. msg: type: object additionalProperties: false description: Normalized settings committed for the subscription batch. required: - channel - subscriptions - level - depth properties: channel: type: string const: orderbook description: The committed market data channel. subscriptions: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of independent subscriptions in request order. It remains an array when one subscription is returned. items: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. level: type: string const: L2 default: L2 description: >- Aggregated market-by-price depth. Later protocol versions may add L1 or entitled L3 without changing this version's closed schema. depth: type: integer minimum: 1 maximum: 25 default: 25 description: Maximum visible levels per side; omission requests 25. rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present for a newly admitted charged batch. An exact duplicate subscribe response omits it because no tokens were spent. examples: - name: TwoMarketsSubscribed summary: Independent subscriptions committed atomically payload: id: 1 type: subscribed msg: channel: orderbook subscriptions: - sid: 7 ticker: UDX-EXAMPLE-MARKET-A - sid: 8 ticker: UDX-EXAMPLE-MARKET-B level: L2 depth: 10 rate_limit: bucket: read capacity: 30 refill_tokens_per_minute: 900 remaining: 27 full_after_ms: 200 Unsubscribed: name: Unsubscribed title: Unsubscribed Acknowledgement summary: Confirm that one or more subscriptions ended atomically. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: Successful batched unsubscribe and terminal barrier. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: unsubscribed description: Identifies a successful unsubscribe response. msg: type: object additionalProperties: false description: Subscriptions ended atomically in request order. required: - subscriptions properties: subscriptions: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of independent subscriptions in request order. It remains an array when one subscription is returned. items: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. examples: - name: SubscriptionsEnded summary: Subscriptions 7 and 8 ended payload: id: 2 type: unsubscribed msg: subscriptions: - sid: 7 ticker: UDX-EXAMPLE-MARKET-A - sid: 8 ticker: UDX-EXAMPLE-MARKET-B InitialOrderbookSnapshot: name: InitialOrderbookSnapshot title: Order Book Snapshot summary: Establish current book state for one ticker without a command ID. payload: type: object additionalProperties: false description: >- Initial or server-recovery snapshot. Its lack of `id` distinguishes it from the finite response to a client snapshot command. required: - type - sid - seq - msg properties: type: type: string const: orderbook_snapshot description: Identifies a complete order book snapshot. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. seq: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. msg: type: object additionalProperties: false description: Complete visible L2 order book state for one market. required: - ticker - bids - asks properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. bids: type: array maxItems: 25 description: Bid levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false asks: type: array maxItems: 25 description: Ask levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false examples: - name: InitialOrderbookState summary: Initial book state payload: type: orderbook_snapshot sid: 7 seq: 1 msg: ticker: UDX-EXAMPLE-MARKET-A bids: - - '0.45' - '100' asks: - - '0.47' - '80' RequestedOrderbookSnapshot: name: RequestedOrderbookSnapshot title: Requested Order Book Snapshot summary: Return one snapshot correlated to a snapshot command. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: >- One correlated result in a snapshot command's finite response series. required: - id - type - sid - seq - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: orderbook_snapshot description: Identifies a complete order book snapshot. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. seq: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. msg: type: object additionalProperties: false description: Complete visible L2 order book state for one market. required: - ticker - bids - asks properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. bids: type: array maxItems: 25 description: Bid levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false asks: type: array maxItems: 25 description: Ask levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present only on the first snapshot in this command's finite result series; later snapshots from the same command omit it. examples: - name: RequestedOrderbookState summary: Snapshot command result payload: id: 3 type: orderbook_snapshot sid: 7 seq: 18 msg: ticker: UDX-EXAMPLE-MARKET-A bids: - - '0.45' - '100' asks: - - '0.47' - '80' rate_limit: bucket: read capacity: 30 refill_tokens_per_minute: 900 remaining: 9 full_after_ms: 1400 OrderbookUpdate: name: OrderbookUpdate title: Order Book Update summary: Replace one or more visible price-level quantities for one ticker. payload: type: object additionalProperties: false description: Sequenced absolute L2 changes for exactly one market. required: - type - sid - seq - msg properties: type: type: string const: orderbook_update description: Identifies an incremental order book update. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. seq: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. msg: type: object additionalProperties: false description: One market's complete visible transition between book states. required: - ticker - changes properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. changes: type: array minItems: 1 maxItems: 100 description: >- Absolute price-level replacements applied atomically. Array order has no meaning; a zero quantity removes the level. items: type: object additionalProperties: false description: >- Absolute replacement quantity for one YES-side price level. required: - side - price - quantity properties: side: type: string enum: - buy - sell description: >- `buy` is bid liquidity and `sell` is ask liquidity, both for YES. price: type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. quantity: type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. examples: - name: ReplaceAndRemoveLevels summary: Replace and remove levels payload: type: orderbook_update sid: 7 seq: 2 msg: ticker: UDX-EXAMPLE-MARKET-A changes: - side: buy price: '0.45' quantity: '125' - side: sell price: '0.47' quantity: '0' CommandError: name: CommandError title: Command Error summary: Reject one command while leaving the connection usable. payload: oneOf: - type: object additionalProperties: false description: Invalid-message error; ID is omitted if it was not trustworthy. required: - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. msg: type: object additionalProperties: false description: The JSON or common command envelope is invalid. required: - code - detail - instance properties: code: type: string const: invalid_message description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: >- JSON path to the invalid field when one can be identified. - type: object additionalProperties: false description: Rejected command correlated by its trustworthy client ID. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: oneOf: - type: object additionalProperties: false description: >- The command is unsupported by the negotiated protocol version. required: - code - detail - instance properties: code: type: string const: unknown_command description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Command params fail schema or semantic validation. required: - code - detail - instance properties: code: type: string const: invalid_params description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: >- JSON path to the invalid param when one can be identified. - type: object additionalProperties: false description: Another command with the supplied ID is still in flight. required: - code - detail - instance properties: code: type: string const: command_id_in_use description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: >- The ticker is absent from the caller-visible market catalog. required: - code - detail - instance - ticker properties: code: type: string const: market_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. - type: object additionalProperties: false description: The caller lacks required access. required: - code - detail - instance properties: code: type: string const: permission_denied description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The subscription ID is not active on this connection. required: - code - detail - instance - sid properties: code: type: string const: subscription_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. - type: object additionalProperties: false description: >- Current state is not yet established for the requested operation. required: - code - detail - instance properties: code: type: string const: subscription_not_ready description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: >- The subscription already has a snapshot command in flight. required: - code - detail - instance properties: code: type: string const: snapshot_in_progress description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: A command rate limit was exceeded. required: - code - detail - instance - retry_after_ms properties: code: type: string const: rate_limit_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. retry_after_ms: type: integer format: int64 minimum: 1 maximum: 86400000 description: >- Minimum delay in milliseconds before another attempt. - type: object additionalProperties: false description: A standing-resource limit prevents command admission. required: - code - detail - instance - scope - resource - limit properties: code: type: string const: capacity_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. scope: type: string enum: - connection - member - process description: >- Boundary at which the standing-resource limit applies. resource: type: string enum: - in_flight_commands - active_subscriptions - market_data_streams description: >- Retained or concurrent resource that reached its limit. limit: type: integer format: int64 minimum: 1 maximum: 10000000 description: >- Enforced maximum for the identified scope and resource. - type: object additionalProperties: false description: >- Shared admission policy or state is temporarily unavailable. required: - code - detail - instance properties: code: type: string const: admission_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: >- Current market data needed by the operation is unavailable. required: - code - detail - instance properties: code: type: string const: market_data_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: >- An unexpected failure left connection state safe to continue. required: - code - detail - instance properties: code: type: string const: internal_error description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. description: >- Closed set of command errors that may optionally identify a sid. rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present on `rate_limit_exceeded` and omitted for uncharged command failures, capacity failures, and unavailable admission. - type: object additionalProperties: false description: >- Rejected subscribe command identifying the conflicting subscription. required: - id - type - sid - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: type: object additionalProperties: false description: The ticker already belongs to the identified subscription. required: - code - detail - instance - ticker properties: code: type: string const: subscription_conflict description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. description: Complete closed union of command-error message envelopes. examples: - name: ConflictingSubscription summary: Ticker already subscribed payload: id: 4 type: error sid: 7 msg: code: subscription_conflict detail: UDX-EXAMPLE-MARKET-A is already subscribed on sid 7 instance: urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef ticker: UDX-EXAMPLE-MARKET-A SubscriptionError: name: SubscriptionError title: Subscription Error summary: End one subscription while leaving the connection usable. payload: type: object additionalProperties: false description: >- Terminal failure for one subscription; it carries no ID or sequence. Removal from the caller-visible catalog uses `permission_denied`; inability to re-prove visibility within its lease uses `market_data_unavailable`. required: - type - sid - msg properties: type: type: string const: subscription_error description: Identifies a terminal subscription failure. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: oneOf: - type: object additionalProperties: false description: The caller lacks required access. required: - code - detail - instance properties: code: type: string const: permission_denied description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Current market data needed by the operation is unavailable. required: - code - detail - instance properties: code: type: string const: market_data_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: >- An unexpected failure left connection state safe to continue. required: - code - detail - instance properties: code: type: string const: internal_error description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. description: Closed set of terminal failures for an order book subscription. examples: - name: MarketDataUnavailable summary: Upstream data unavailable payload: type: subscription_error sid: 7 msg: code: market_data_unavailable detail: Current market data is unavailable for this subscription instance: urn:request-id:4ecbe594-50fa-4b7a-950f-5ed74bb8372d operations: receiveSubscribeCommand: action: receive title: Subscribe to Order Book Updates summary: Atomically create one independent subscription per requested market. tags: - name: Market Data description: >- UDX validates and reserves the complete batch before assigning one subscription ID per ticker. The single subscribed response contains an always-array subscriptions field and is enqueued before any sequenced data for the returned subscriptions. Each subscription becomes ready only when its own initial snapshot arrives. Retrying an exact batch on the same connection returns its existing subscription IDs without a second delivery; a partial overlap is rejected atomically. channel: $ref: '#/channels/publicWebSocket' messages: - $ref: '#/channels/publicWebSocket/messages/SubscribeCommand' x-udx-rate-limit: bucket: read baseWeight: 1 countedItems: tickers itemChunkSize: 50 weightPerChunk: 1 reply: channel: $ref: '#/channels/publicWebSocket' messages: - $ref: '#/channels/publicWebSocket/messages/Subscribed' - $ref: '#/channels/publicWebSocket/messages/CommandError' receiveUnsubscribeCommand: action: receive title: Unsubscribe from Order Book Updates summary: Atomically end one or more subscriptions on the current connection. tags: - name: Market Data description: >- A successful unsubscribed response contains an always-array subscriptions field and is a barrier: UDX sends no later message for any returned subscription ID. channel: $ref: '#/channels/publicWebSocket' messages: - $ref: '#/channels/publicWebSocket/messages/UnsubscribeCommand' x-udx-rate-limit: charged: false reply: channel: $ref: '#/channels/publicWebSocket' messages: - $ref: '#/channels/publicWebSocket/messages/Unsubscribed' - $ref: '#/channels/publicWebSocket/messages/CommandError' receiveSnapshotCommand: action: receive title: Request Order Book Snapshots summary: Atomically request fresh snapshots for one or more subscriptions. tags: - name: Market Data description: >- The returned snapshots are the successful response; no intermediate acknowledgement is sent. UDX returns exactly one snapshot per requested sid in request order. Every returned snapshot echoes the command ID and consumes that subscription's next sequence number. After a sequence gap, stop applying that sid until this snapshot replaces its complete local state; later messages then continue from the snapshot sequence. channel: $ref: '#/channels/publicWebSocket' messages: - $ref: '#/channels/publicWebSocket/messages/SnapshotCommand' x-udx-rate-limit: bucket: read baseWeight: 1 countedItems: sids itemChunkSize: 50 weightPerChunk: 1 reply: channel: $ref: '#/channels/publicWebSocket' messages: - $ref: '#/channels/publicWebSocket/messages/RequestedOrderbookSnapshot' - $ref: '#/channels/publicWebSocket/messages/CommandError' sendOrderbookData: action: send title: Stream Order Book Data summary: Publish snapshots, absolute level updates, and terminal errors. tags: - name: Market Data description: >- Each one-ticker subscription has its own gap-detecting sequence. A terminal subscription error ends only that subscription; a connection-fatal condition is reported with a WebSocket close frame. Absolute updates are idempotent and consumers deduplicate by `(sid, seq)`; a forward gap requires the snapshot recovery procedure above. channel: $ref: '#/channels/publicWebSocket' messages: - $ref: '#/channels/publicWebSocket/messages/InitialOrderbookSnapshot' - $ref: '#/channels/publicWebSocket/messages/OrderbookUpdate' - $ref: '#/channels/publicWebSocket/messages/SubscriptionError' components: securitySchemes: signedApiKey: type: httpApiKey in: header name: UDX-Access-Key description: >- API key signature over `timestamp + "GET" + "/ws"`. The channel binding lists the required upgrade headers. correlationIds: commandId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id messages: SubscribeCommand: name: SubscribeCommand title: Subscribe Command summary: Subscribe to L2 order book market data. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: >- Command that atomically creates one independent L2 order book subscription per requested ticker. required: - id - cmd - params properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. cmd: type: string const: subscribe description: Selects the subscribe command. params: type: object additionalProperties: false description: >- Markets and common L2 view requested for independent subscriptions. Any ticker in the caller-visible public market catalog is subscribable regardless of market status. Lifecycle transitions do not end the subscription; removal from that catalog does. required: - channels - tickers properties: channels: type: array minItems: 1 maxItems: 1 uniqueItems: true description: The initial protocol supports only the order book channel. items: type: string const: orderbook description: Aggregated L2 order book market data. tickers: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- A canonical non-empty list of distinct market tickers. The protocol ceiling is 250; an operational profile may impose a lower limit. items: type: string minLength: 1 maxLength: 128 description: A market's public ticker. level: type: string const: L2 default: L2 description: >- Aggregated market-by-price depth. Later protocol versions may add L1 or entitled L3 without changing this version's closed schema. depth: type: integer minimum: 1 maximum: 25 default: 25 description: Maximum visible levels per side; omission requests 25. examples: - name: SubscribeToTwoMarkets summary: Subscribe to two order books payload: id: 1 cmd: subscribe params: channels: - orderbook tickers: - UDX-EXAMPLE-MARKET-A - UDX-EXAMPLE-MARKET-B level: L2 depth: 10 UnsubscribeCommand: name: UnsubscribeCommand title: Unsubscribe Command summary: End one or more subscriptions on this connection. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: Command that atomically ends subscriptions on this connection. required: - id - cmd - params properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. cmd: type: string const: unsubscribe description: Selects the unsubscribe command. params: type: object additionalProperties: false description: Identifies the subscriptions to end as a canonical array. required: - sids properties: sids: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of distinct subscription IDs. It remains an array when one subscription is targeted. items: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. examples: - name: UnsubscribeOrderbooks summary: End subscriptions 7 and 8 payload: id: 2 cmd: unsubscribe params: sids: - 7 - 8 SnapshotCommand: name: SnapshotCommand title: Snapshot Command summary: Request fresh snapshots for existing order book subscriptions. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: Command that requests fresh state without changing subscriptions. required: - id - cmd - params properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. cmd: type: string const: snapshot description: Selects the snapshot command. params: type: object additionalProperties: false description: Selects order book subscriptions as a canonical array. required: - sids properties: sids: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of distinct subscription IDs. It remains an array when one subscription is targeted. items: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. examples: - name: SnapshotSubscriptions summary: Snapshot subscriptions 7 and 8 payload: id: 3 cmd: snapshot params: sids: - 7 - 8 Subscribed: name: Subscribed title: Subscribed Acknowledgement summary: Confirm that an atomic subscription was committed. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: Successful subscribe response with normalized effective settings. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: subscribed description: Identifies a successful subscribe response. msg: type: object additionalProperties: false description: Normalized settings committed for the subscription batch. required: - channel - subscriptions - level - depth properties: channel: type: string const: orderbook description: The committed market data channel. subscriptions: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of independent subscriptions in request order. It remains an array when one subscription is returned. items: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. level: type: string const: L2 default: L2 description: >- Aggregated market-by-price depth. Later protocol versions may add L1 or entitled L3 without changing this version's closed schema. depth: type: integer minimum: 1 maximum: 25 default: 25 description: Maximum visible levels per side; omission requests 25. rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present for a newly admitted charged batch. An exact duplicate subscribe response omits it because no tokens were spent. examples: - name: TwoMarketsSubscribed summary: Independent subscriptions committed atomically payload: id: 1 type: subscribed msg: channel: orderbook subscriptions: - sid: 7 ticker: UDX-EXAMPLE-MARKET-A - sid: 8 ticker: UDX-EXAMPLE-MARKET-B level: L2 depth: 10 rate_limit: bucket: read capacity: 30 refill_tokens_per_minute: 900 remaining: 27 full_after_ms: 200 Unsubscribed: name: Unsubscribed title: Unsubscribed Acknowledgement summary: Confirm that one or more subscriptions ended atomically. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: Successful batched unsubscribe and terminal barrier. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: unsubscribed description: Identifies a successful unsubscribe response. msg: type: object additionalProperties: false description: Subscriptions ended atomically in request order. required: - subscriptions properties: subscriptions: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of independent subscriptions in request order. It remains an array when one subscription is returned. items: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. examples: - name: SubscriptionsEnded summary: Subscriptions 7 and 8 ended payload: id: 2 type: unsubscribed msg: subscriptions: - sid: 7 ticker: UDX-EXAMPLE-MARKET-A - sid: 8 ticker: UDX-EXAMPLE-MARKET-B InitialOrderbookSnapshot: name: InitialOrderbookSnapshot title: Order Book Snapshot summary: Establish current book state for one ticker without a command ID. payload: type: object additionalProperties: false description: >- Initial or server-recovery snapshot. Its lack of `id` distinguishes it from the finite response to a client snapshot command. required: - type - sid - seq - msg properties: type: type: string const: orderbook_snapshot description: Identifies a complete order book snapshot. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. seq: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. msg: type: object additionalProperties: false description: Complete visible L2 order book state for one market. required: - ticker - bids - asks properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. bids: type: array maxItems: 25 description: Bid levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false asks: type: array maxItems: 25 description: Ask levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false examples: - name: InitialOrderbookState summary: Initial book state payload: type: orderbook_snapshot sid: 7 seq: 1 msg: ticker: UDX-EXAMPLE-MARKET-A bids: - - '0.45' - '100' asks: - - '0.47' - '80' RequestedOrderbookSnapshot: name: RequestedOrderbookSnapshot title: Requested Order Book Snapshot summary: Return one snapshot correlated to a snapshot command. correlationId: description: >- The positive client-assigned command ID echoed by every correlated response. It is not a resource identifier or idempotency key. location: $message.payload#/id payload: type: object additionalProperties: false description: One correlated result in a snapshot command's finite response series. required: - id - type - sid - seq - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: orderbook_snapshot description: Identifies a complete order book snapshot. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. seq: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. msg: type: object additionalProperties: false description: Complete visible L2 order book state for one market. required: - ticker - bids - asks properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. bids: type: array maxItems: 25 description: Bid levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false asks: type: array maxItems: 25 description: Ask levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present only on the first snapshot in this command's finite result series; later snapshots from the same command omit it. examples: - name: RequestedOrderbookState summary: Snapshot command result payload: id: 3 type: orderbook_snapshot sid: 7 seq: 18 msg: ticker: UDX-EXAMPLE-MARKET-A bids: - - '0.45' - '100' asks: - - '0.47' - '80' rate_limit: bucket: read capacity: 30 refill_tokens_per_minute: 900 remaining: 9 full_after_ms: 1400 OrderbookUpdate: name: OrderbookUpdate title: Order Book Update summary: Replace one or more visible price-level quantities for one ticker. payload: type: object additionalProperties: false description: Sequenced absolute L2 changes for exactly one market. required: - type - sid - seq - msg properties: type: type: string const: orderbook_update description: Identifies an incremental order book update. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. seq: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. msg: type: object additionalProperties: false description: One market's complete visible transition between book states. required: - ticker - changes properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. changes: type: array minItems: 1 maxItems: 100 description: >- Absolute price-level replacements applied atomically. Array order has no meaning; a zero quantity removes the level. items: type: object additionalProperties: false description: Absolute replacement quantity for one YES-side price level. required: - side - price - quantity properties: side: type: string enum: - buy - sell description: >- `buy` is bid liquidity and `sell` is ask liquidity, both for YES. price: type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. quantity: type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. examples: - name: ReplaceAndRemoveLevels summary: Replace and remove levels payload: type: orderbook_update sid: 7 seq: 2 msg: ticker: UDX-EXAMPLE-MARKET-A changes: - side: buy price: '0.45' quantity: '125' - side: sell price: '0.47' quantity: '0' CommandError: name: CommandError title: Command Error summary: Reject one command while leaving the connection usable. payload: oneOf: - type: object additionalProperties: false description: Invalid-message error; ID is omitted if it was not trustworthy. required: - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. msg: type: object additionalProperties: false description: The JSON or common command envelope is invalid. required: - code - detail - instance properties: code: type: string const: invalid_message description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: JSON path to the invalid field when one can be identified. - type: object additionalProperties: false description: Rejected command correlated by its trustworthy client ID. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: oneOf: - type: object additionalProperties: false description: >- The command is unsupported by the negotiated protocol version. required: - code - detail - instance properties: code: type: string const: unknown_command description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Command params fail schema or semantic validation. required: - code - detail - instance properties: code: type: string const: invalid_params description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: >- JSON path to the invalid param when one can be identified. - type: object additionalProperties: false description: Another command with the supplied ID is still in flight. required: - code - detail - instance properties: code: type: string const: command_id_in_use description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: >- The ticker is absent from the caller-visible market catalog. required: - code - detail - instance - ticker properties: code: type: string const: market_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. - type: object additionalProperties: false description: The caller lacks required access. required: - code - detail - instance properties: code: type: string const: permission_denied description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The subscription ID is not active on this connection. required: - code - detail - instance - sid properties: code: type: string const: subscription_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. - type: object additionalProperties: false description: >- Current state is not yet established for the requested operation. required: - code - detail - instance properties: code: type: string const: subscription_not_ready description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The subscription already has a snapshot command in flight. required: - code - detail - instance properties: code: type: string const: snapshot_in_progress description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: A command rate limit was exceeded. required: - code - detail - instance - retry_after_ms properties: code: type: string const: rate_limit_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. retry_after_ms: type: integer format: int64 minimum: 1 maximum: 86400000 description: Minimum delay in milliseconds before another attempt. - type: object additionalProperties: false description: A standing-resource limit prevents command admission. required: - code - detail - instance - scope - resource - limit properties: code: type: string const: capacity_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. scope: type: string enum: - connection - member - process description: Boundary at which the standing-resource limit applies. resource: type: string enum: - in_flight_commands - active_subscriptions - market_data_streams description: >- Retained or concurrent resource that reached its limit. limit: type: integer format: int64 minimum: 1 maximum: 10000000 description: >- Enforced maximum for the identified scope and resource. - type: object additionalProperties: false description: >- Shared admission policy or state is temporarily unavailable. required: - code - detail - instance properties: code: type: string const: admission_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: >- Current market data needed by the operation is unavailable. required: - code - detail - instance properties: code: type: string const: market_data_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: >- An unexpected failure left connection state safe to continue. required: - code - detail - instance properties: code: type: string const: internal_error description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. description: >- Closed set of command errors that may optionally identify a sid. rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present on `rate_limit_exceeded` and omitted for uncharged command failures, capacity failures, and unavailable admission. - type: object additionalProperties: false description: >- Rejected subscribe command identifying the conflicting subscription. required: - id - type - sid - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: type: object additionalProperties: false description: The ticker already belongs to the identified subscription. required: - code - detail - instance - ticker properties: code: type: string const: subscription_conflict description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. description: Complete closed union of command-error message envelopes. examples: - name: ConflictingSubscription summary: Ticker already subscribed payload: id: 4 type: error sid: 7 msg: code: subscription_conflict detail: UDX-EXAMPLE-MARKET-A is already subscribed on sid 7 instance: urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef ticker: UDX-EXAMPLE-MARKET-A SubscriptionError: name: SubscriptionError title: Subscription Error summary: End one subscription while leaving the connection usable. payload: type: object additionalProperties: false description: >- Terminal failure for one subscription; it carries no ID or sequence. Removal from the caller-visible catalog uses `permission_denied`; inability to re-prove visibility within its lease uses `market_data_unavailable`. required: - type - sid - msg properties: type: type: string const: subscription_error description: Identifies a terminal subscription failure. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: oneOf: - type: object additionalProperties: false description: The caller lacks required access. required: - code - detail - instance properties: code: type: string const: permission_denied description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Current market data needed by the operation is unavailable. required: - code - detail - instance properties: code: type: string const: market_data_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: An unexpected failure left connection state safe to continue. required: - code - detail - instance properties: code: type: string const: internal_error description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. description: Closed set of terminal failures for an order book subscription. examples: - name: MarketDataUnavailable summary: Upstream data unavailable payload: type: subscription_error sid: 7 msg: code: market_data_unavailable detail: Current market data is unavailable for this subscription instance: urn:request-id:4ecbe594-50fa-4b7a-950f-5ed74bb8372d schemas: WebSocketUpgradeHeaders: type: object additionalProperties: true description: Headers required for authentication and version negotiation. required: - UDX-Access-Key - UDX-Access-Timestamp - UDX-Access-Signature - Sec-WebSocket-Protocol properties: UDX-Access-Key: type: string minLength: 1 maxLength: 255 description: Opaque API key ID. UDX-Access-Timestamp: type: string pattern: ^[0-9]{13}$ maxLength: 13 description: Unix time in milliseconds. UDX-Access-Signature: type: string minLength: 1 maxLength: 1024 description: Base64 RSA-PSS/SHA-256 signature. Sec-WebSocket-Protocol: type: string const: udx.json.2026-08-11 description: Negotiated dated WebSocket API version. CommandId: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. SubscriptionId: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. SubscriptionIdList: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of distinct subscription IDs. It remains an array when one subscription is targeted. items: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. SequenceNumber: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. Ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. TickerList: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- A canonical non-empty list of distinct market tickers. The protocol ceiling is 250; an operational profile may impose a lower limit. items: type: string minLength: 1 maxLength: 128 description: A market's public ticker. OrderbookSubscription: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. OrderbookSubscriptionList: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of independent subscriptions in request order. It remains an array when one subscription is returned. items: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. RateLimitQuotaState: type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: Milliseconds until the bucket is full if no more work is admitted. OrderbookLevel: type: string const: L2 default: L2 description: >- Aggregated market-by-price depth. Later protocol versions may add L1 or entitled L3 without changing this version's closed schema. OrderbookDepth: type: integer minimum: 1 maximum: 25 default: 25 description: Maximum visible levels per side; omission requests 25. FixedPointPrice: type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. FixedPointQuantity: type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. OrderSide: type: string enum: - buy - sell description: '`buy` is bid liquidity and `sell` is ask liquidity, both for YES.' PriceLevel: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false SubscribeCommandEnvelope: type: object additionalProperties: false description: >- Command that atomically creates one independent L2 order book subscription per requested ticker. required: - id - cmd - params properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. cmd: type: string const: subscribe description: Selects the subscribe command. params: type: object additionalProperties: false description: >- Markets and common L2 view requested for independent subscriptions. Any ticker in the caller-visible public market catalog is subscribable regardless of market status. Lifecycle transitions do not end the subscription; removal from that catalog does. required: - channels - tickers properties: channels: type: array minItems: 1 maxItems: 1 uniqueItems: true description: The initial protocol supports only the order book channel. items: type: string const: orderbook description: Aggregated L2 order book market data. tickers: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- A canonical non-empty list of distinct market tickers. The protocol ceiling is 250; an operational profile may impose a lower limit. items: type: string minLength: 1 maxLength: 128 description: A market's public ticker. level: type: string const: L2 default: L2 description: >- Aggregated market-by-price depth. Later protocol versions may add L1 or entitled L3 without changing this version's closed schema. depth: type: integer minimum: 1 maximum: 25 default: 25 description: Maximum visible levels per side; omission requests 25. SubscribeCommandParams: type: object additionalProperties: false description: >- Markets and common L2 view requested for independent subscriptions. Any ticker in the caller-visible public market catalog is subscribable regardless of market status. Lifecycle transitions do not end the subscription; removal from that catalog does. required: - channels - tickers properties: channels: type: array minItems: 1 maxItems: 1 uniqueItems: true description: The initial protocol supports only the order book channel. items: type: string const: orderbook description: Aggregated L2 order book market data. tickers: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- A canonical non-empty list of distinct market tickers. The protocol ceiling is 250; an operational profile may impose a lower limit. items: type: string minLength: 1 maxLength: 128 description: A market's public ticker. level: type: string const: L2 default: L2 description: >- Aggregated market-by-price depth. Later protocol versions may add L1 or entitled L3 without changing this version's closed schema. depth: type: integer minimum: 1 maximum: 25 default: 25 description: Maximum visible levels per side; omission requests 25. UnsubscribeCommandEnvelope: type: object additionalProperties: false description: Command that atomically ends subscriptions on this connection. required: - id - cmd - params properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. cmd: type: string const: unsubscribe description: Selects the unsubscribe command. params: type: object additionalProperties: false description: Identifies the subscriptions to end as a canonical array. required: - sids properties: sids: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of distinct subscription IDs. It remains an array when one subscription is targeted. items: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. UnsubscribeCommandParams: type: object additionalProperties: false description: Identifies the subscriptions to end as a canonical array. required: - sids properties: sids: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of distinct subscription IDs. It remains an array when one subscription is targeted. items: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. SnapshotCommandEnvelope: type: object additionalProperties: false description: Command that requests fresh state without changing subscriptions. required: - id - cmd - params properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. cmd: type: string const: snapshot description: Selects the snapshot command. params: type: object additionalProperties: false description: Selects order book subscriptions as a canonical array. required: - sids properties: sids: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of distinct subscription IDs. It remains an array when one subscription is targeted. items: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. SnapshotCommandParams: type: object additionalProperties: false description: Selects order book subscriptions as a canonical array. required: - sids properties: sids: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of distinct subscription IDs. It remains an array when one subscription is targeted. items: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. SubscribedEnvelope: type: object additionalProperties: false description: Successful subscribe response with normalized effective settings. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: subscribed description: Identifies a successful subscribe response. msg: type: object additionalProperties: false description: Normalized settings committed for the subscription batch. required: - channel - subscriptions - level - depth properties: channel: type: string const: orderbook description: The committed market data channel. subscriptions: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of independent subscriptions in request order. It remains an array when one subscription is returned. items: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. level: type: string const: L2 default: L2 description: >- Aggregated market-by-price depth. Later protocol versions may add L1 or entitled L3 without changing this version's closed schema. depth: type: integer minimum: 1 maximum: 25 default: 25 description: Maximum visible levels per side; omission requests 25. rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present for a newly admitted charged batch. An exact duplicate subscribe response omits it because no tokens were spent. SubscribedPayload: type: object additionalProperties: false description: Normalized settings committed for the subscription batch. required: - channel - subscriptions - level - depth properties: channel: type: string const: orderbook description: The committed market data channel. subscriptions: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of independent subscriptions in request order. It remains an array when one subscription is returned. items: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. level: type: string const: L2 default: L2 description: >- Aggregated market-by-price depth. Later protocol versions may add L1 or entitled L3 without changing this version's closed schema. depth: type: integer minimum: 1 maximum: 25 default: 25 description: Maximum visible levels per side; omission requests 25. UnsubscribedEnvelope: type: object additionalProperties: false description: Successful batched unsubscribe and terminal barrier. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: unsubscribed description: Identifies a successful unsubscribe response. msg: type: object additionalProperties: false description: Subscriptions ended atomically in request order. required: - subscriptions properties: subscriptions: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of independent subscriptions in request order. It remains an array when one subscription is returned. items: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. UnsubscribedPayload: type: object additionalProperties: false description: Subscriptions ended atomically in request order. required: - subscriptions properties: subscriptions: type: array minItems: 1 maxItems: 250 uniqueItems: true description: >- Canonical non-empty list of independent subscriptions in request order. It remains an array when one subscription is returned. items: type: object additionalProperties: false description: One independent one-ticker order book subscription. required: - sid - ticker properties: sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. OrderbookSnapshotPayload: type: object additionalProperties: false description: Complete visible L2 order book state for one market. required: - ticker - bids - asks properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. bids: type: array maxItems: 25 description: Bid levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false asks: type: array maxItems: 25 description: Ask levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false InitialOrderbookSnapshotEnvelope: type: object additionalProperties: false description: >- Initial or server-recovery snapshot. Its lack of `id` distinguishes it from the finite response to a client snapshot command. required: - type - sid - seq - msg properties: type: type: string const: orderbook_snapshot description: Identifies a complete order book snapshot. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. seq: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. msg: type: object additionalProperties: false description: Complete visible L2 order book state for one market. required: - ticker - bids - asks properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. bids: type: array maxItems: 25 description: Bid levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false asks: type: array maxItems: 25 description: Ask levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false RequestedOrderbookSnapshotEnvelope: type: object additionalProperties: false description: One correlated result in a snapshot command's finite response series. required: - id - type - sid - seq - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: orderbook_snapshot description: Identifies a complete order book snapshot. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. seq: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. msg: type: object additionalProperties: false description: Complete visible L2 order book state for one market. required: - ticker - bids - asks properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. bids: type: array maxItems: 25 description: Bid levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false asks: type: array maxItems: 25 description: Ask levels in best-first order as `[price, quantity]` pairs. items: type: array minItems: 2 maxItems: 2 description: A `[price, quantity]` pair of exact decimal strings. prefixItems: - type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. - type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. items: false rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present only on the first snapshot in this command's finite result series; later snapshots from the same command omit it. OrderbookChange: type: object additionalProperties: false description: Absolute replacement quantity for one YES-side price level. required: - side - price - quantity properties: side: type: string enum: - buy - sell description: '`buy` is bid liquidity and `sell` is ask liquidity, both for YES.' price: type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. quantity: type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. OrderbookUpdatePayload: type: object additionalProperties: false description: One market's complete visible transition between book states. required: - ticker - changes properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. changes: type: array minItems: 1 maxItems: 100 description: >- Absolute price-level replacements applied atomically. Array order has no meaning; a zero quantity removes the level. items: type: object additionalProperties: false description: Absolute replacement quantity for one YES-side price level. required: - side - price - quantity properties: side: type: string enum: - buy - sell description: >- `buy` is bid liquidity and `sell` is ask liquidity, both for YES. price: type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. quantity: type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. OrderbookUpdateEnvelope: type: object additionalProperties: false description: Sequenced absolute L2 changes for exactly one market. required: - type - sid - seq - msg properties: type: type: string const: orderbook_update description: Identifies an incremental order book update. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. seq: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Gap-detection sequence local to one-ticker subscription. It starts at 1 and increments once for every snapshot or update. msg: type: object additionalProperties: false description: One market's complete visible transition between book states. required: - ticker - changes properties: ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. changes: type: array minItems: 1 maxItems: 100 description: >- Absolute price-level replacements applied atomically. Array order has no meaning; a zero quantity removes the level. items: type: object additionalProperties: false description: Absolute replacement quantity for one YES-side price level. required: - side - price - quantity properties: side: type: string enum: - buy - sell description: >- `buy` is bid liquidity and `sell` is ask liquidity, both for YES. price: type: string pattern: ^[0-9]+(\.[0-9]{1,6})?$ maxLength: 24 description: >- YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places. quantity: type: string pattern: ^[0-9]+(\.[0-9]{1,2})?$ maxLength: 24 description: >- Contract quantity as an exact fixed-point decimal string with at most two decimal places. Zero removes an updated price level. ErrorDetail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. ErrorInstance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. InvalidMessageErrorPayload: type: object additionalProperties: false description: The JSON or common command envelope is invalid. required: - code - detail - instance properties: code: type: string const: invalid_message description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: JSON path to the invalid field when one can be identified. UnknownCommandErrorPayload: type: object additionalProperties: false description: The command is unsupported by the negotiated protocol version. required: - code - detail - instance properties: code: type: string const: unknown_command description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. InvalidParamsErrorPayload: type: object additionalProperties: false description: Command params fail schema or semantic validation. required: - code - detail - instance properties: code: type: string const: invalid_params description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: JSON path to the invalid param when one can be identified. CommandIdInUseErrorPayload: type: object additionalProperties: false description: Another command with the supplied ID is still in flight. required: - code - detail - instance properties: code: type: string const: command_id_in_use description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. MarketNotFoundErrorPayload: type: object additionalProperties: false description: The ticker is absent from the caller-visible market catalog. required: - code - detail - instance - ticker properties: code: type: string const: market_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. PermissionDeniedErrorPayload: type: object additionalProperties: false description: The caller lacks required access. required: - code - detail - instance properties: code: type: string const: permission_denied description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. SubscriptionConflictErrorPayload: type: object additionalProperties: false description: The ticker already belongs to the identified subscription. required: - code - detail - instance - ticker properties: code: type: string const: subscription_conflict description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. SubscriptionNotFoundErrorPayload: type: object additionalProperties: false description: The subscription ID is not active on this connection. required: - code - detail - instance - sid properties: code: type: string const: subscription_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. SubscriptionNotReadyErrorPayload: type: object additionalProperties: false description: Current state is not yet established for the requested operation. required: - code - detail - instance properties: code: type: string const: subscription_not_ready description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. SnapshotInProgressErrorPayload: type: object additionalProperties: false description: The subscription already has a snapshot command in flight. required: - code - detail - instance properties: code: type: string const: snapshot_in_progress description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. RateLimitExceededErrorPayload: type: object additionalProperties: false description: A command rate limit was exceeded. required: - code - detail - instance - retry_after_ms properties: code: type: string const: rate_limit_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. retry_after_ms: type: integer format: int64 minimum: 1 maximum: 86400000 description: Minimum delay in milliseconds before another attempt. CapacityExceededErrorPayload: type: object additionalProperties: false description: A standing-resource limit prevents command admission. required: - code - detail - instance - scope - resource - limit properties: code: type: string const: capacity_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. scope: type: string enum: - connection - member - process description: Boundary at which the standing-resource limit applies. resource: type: string enum: - in_flight_commands - active_subscriptions - market_data_streams description: Retained or concurrent resource that reached its limit. limit: type: integer format: int64 minimum: 1 maximum: 10000000 description: Enforced maximum for the identified scope and resource. AdmissionUnavailableErrorPayload: type: object additionalProperties: false description: Shared admission policy or state is temporarily unavailable. required: - code - detail - instance properties: code: type: string const: admission_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. MarketDataUnavailableErrorPayload: type: object additionalProperties: false description: Current market data needed by the operation is unavailable. required: - code - detail - instance properties: code: type: string const: market_data_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. InternalErrorPayload: type: object additionalProperties: false description: An unexpected failure left connection state safe to continue. required: - code - detail - instance properties: code: type: string const: internal_error description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. CorrelatedCommandErrorPayload: oneOf: - type: object additionalProperties: false description: The command is unsupported by the negotiated protocol version. required: - code - detail - instance properties: code: type: string const: unknown_command description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Command params fail schema or semantic validation. required: - code - detail - instance properties: code: type: string const: invalid_params description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: JSON path to the invalid param when one can be identified. - type: object additionalProperties: false description: Another command with the supplied ID is still in flight. required: - code - detail - instance properties: code: type: string const: command_id_in_use description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The ticker is absent from the caller-visible market catalog. required: - code - detail - instance - ticker properties: code: type: string const: market_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. - type: object additionalProperties: false description: The caller lacks required access. required: - code - detail - instance properties: code: type: string const: permission_denied description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The subscription ID is not active on this connection. required: - code - detail - instance - sid properties: code: type: string const: subscription_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. - type: object additionalProperties: false description: Current state is not yet established for the requested operation. required: - code - detail - instance properties: code: type: string const: subscription_not_ready description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The subscription already has a snapshot command in flight. required: - code - detail - instance properties: code: type: string const: snapshot_in_progress description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: A command rate limit was exceeded. required: - code - detail - instance - retry_after_ms properties: code: type: string const: rate_limit_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. retry_after_ms: type: integer format: int64 minimum: 1 maximum: 86400000 description: Minimum delay in milliseconds before another attempt. - type: object additionalProperties: false description: A standing-resource limit prevents command admission. required: - code - detail - instance - scope - resource - limit properties: code: type: string const: capacity_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. scope: type: string enum: - connection - member - process description: Boundary at which the standing-resource limit applies. resource: type: string enum: - in_flight_commands - active_subscriptions - market_data_streams description: Retained or concurrent resource that reached its limit. limit: type: integer format: int64 minimum: 1 maximum: 10000000 description: Enforced maximum for the identified scope and resource. - type: object additionalProperties: false description: Shared admission policy or state is temporarily unavailable. required: - code - detail - instance properties: code: type: string const: admission_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Current market data needed by the operation is unavailable. required: - code - detail - instance properties: code: type: string const: market_data_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: An unexpected failure left connection state safe to continue. required: - code - detail - instance properties: code: type: string const: internal_error description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. description: Closed set of command errors that may optionally identify a sid. InvalidMessageCommandErrorEnvelope: type: object additionalProperties: false description: Invalid-message error; ID is omitted if it was not trustworthy. required: - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. msg: type: object additionalProperties: false description: The JSON or common command envelope is invalid. required: - code - detail - instance properties: code: type: string const: invalid_message description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: JSON path to the invalid field when one can be identified. CorrelatedCommandErrorEnvelope: type: object additionalProperties: false description: Rejected command correlated by its trustworthy client ID. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: oneOf: - type: object additionalProperties: false description: The command is unsupported by the negotiated protocol version. required: - code - detail - instance properties: code: type: string const: unknown_command description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Command params fail schema or semantic validation. required: - code - detail - instance properties: code: type: string const: invalid_params description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: JSON path to the invalid param when one can be identified. - type: object additionalProperties: false description: Another command with the supplied ID is still in flight. required: - code - detail - instance properties: code: type: string const: command_id_in_use description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The ticker is absent from the caller-visible market catalog. required: - code - detail - instance - ticker properties: code: type: string const: market_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. - type: object additionalProperties: false description: The caller lacks required access. required: - code - detail - instance properties: code: type: string const: permission_denied description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The subscription ID is not active on this connection. required: - code - detail - instance - sid properties: code: type: string const: subscription_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. - type: object additionalProperties: false description: >- Current state is not yet established for the requested operation. required: - code - detail - instance properties: code: type: string const: subscription_not_ready description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The subscription already has a snapshot command in flight. required: - code - detail - instance properties: code: type: string const: snapshot_in_progress description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: A command rate limit was exceeded. required: - code - detail - instance - retry_after_ms properties: code: type: string const: rate_limit_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. retry_after_ms: type: integer format: int64 minimum: 1 maximum: 86400000 description: Minimum delay in milliseconds before another attempt. - type: object additionalProperties: false description: A standing-resource limit prevents command admission. required: - code - detail - instance - scope - resource - limit properties: code: type: string const: capacity_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. scope: type: string enum: - connection - member - process description: Boundary at which the standing-resource limit applies. resource: type: string enum: - in_flight_commands - active_subscriptions - market_data_streams description: Retained or concurrent resource that reached its limit. limit: type: integer format: int64 minimum: 1 maximum: 10000000 description: Enforced maximum for the identified scope and resource. - type: object additionalProperties: false description: Shared admission policy or state is temporarily unavailable. required: - code - detail - instance properties: code: type: string const: admission_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Current market data needed by the operation is unavailable. required: - code - detail - instance properties: code: type: string const: market_data_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: An unexpected failure left connection state safe to continue. required: - code - detail - instance properties: code: type: string const: internal_error description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. description: Closed set of command errors that may optionally identify a sid. rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present on `rate_limit_exceeded` and omitted for uncharged command failures, capacity failures, and unavailable admission. SubscriptionConflictCommandErrorEnvelope: type: object additionalProperties: false description: Rejected subscribe command identifying the conflicting subscription. required: - id - type - sid - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: type: object additionalProperties: false description: The ticker already belongs to the identified subscription. required: - code - detail - instance - ticker properties: code: type: string const: subscription_conflict description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. CommandErrorEnvelope: oneOf: - type: object additionalProperties: false description: Invalid-message error; ID is omitted if it was not trustworthy. required: - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. msg: type: object additionalProperties: false description: The JSON or common command envelope is invalid. required: - code - detail - instance properties: code: type: string const: invalid_message description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: JSON path to the invalid field when one can be identified. - type: object additionalProperties: false description: Rejected command correlated by its trustworthy client ID. required: - id - type - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: oneOf: - type: object additionalProperties: false description: >- The command is unsupported by the negotiated protocol version. required: - code - detail - instance properties: code: type: string const: unknown_command description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Command params fail schema or semantic validation. required: - code - detail - instance properties: code: type: string const: invalid_params description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. field: type: string minLength: 1 maxLength: 255 description: >- JSON path to the invalid param when one can be identified. - type: object additionalProperties: false description: Another command with the supplied ID is still in flight. required: - code - detail - instance properties: code: type: string const: command_id_in_use description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The ticker is absent from the caller-visible market catalog. required: - code - detail - instance - ticker properties: code: type: string const: market_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. - type: object additionalProperties: false description: The caller lacks required access. required: - code - detail - instance properties: code: type: string const: permission_denied description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The subscription ID is not active on this connection. required: - code - detail - instance - sid properties: code: type: string const: subscription_not_found description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. - type: object additionalProperties: false description: >- Current state is not yet established for the requested operation. required: - code - detail - instance properties: code: type: string const: subscription_not_ready description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: The subscription already has a snapshot command in flight. required: - code - detail - instance properties: code: type: string const: snapshot_in_progress description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: A command rate limit was exceeded. required: - code - detail - instance - retry_after_ms properties: code: type: string const: rate_limit_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. retry_after_ms: type: integer format: int64 minimum: 1 maximum: 86400000 description: Minimum delay in milliseconds before another attempt. - type: object additionalProperties: false description: A standing-resource limit prevents command admission. required: - code - detail - instance - scope - resource - limit properties: code: type: string const: capacity_exceeded description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. scope: type: string enum: - connection - member - process description: Boundary at which the standing-resource limit applies. resource: type: string enum: - in_flight_commands - active_subscriptions - market_data_streams description: Retained or concurrent resource that reached its limit. limit: type: integer format: int64 minimum: 1 maximum: 10000000 description: Enforced maximum for the identified scope and resource. - type: object additionalProperties: false description: Shared admission policy or state is temporarily unavailable. required: - code - detail - instance properties: code: type: string const: admission_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Current market data needed by the operation is unavailable. required: - code - detail - instance properties: code: type: string const: market_data_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: >- An unexpected failure left connection state safe to continue. required: - code - detail - instance properties: code: type: string const: internal_error description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. description: Closed set of command errors that may optionally identify a sid. rate_limit: allOf: - type: object additionalProperties: false description: >- Member bucket state returned by the same atomic decision that admitted or rejected the command. Streaming market data never carries it. required: - bucket - capacity - refill_tokens_per_minute - remaining - full_after_ms properties: bucket: type: string enum: - read - write - cancel description: Shared member bucket consulted for this command. capacity: type: integer format: int64 minimum: 1 maximum: 10000000 description: Maximum tokens held by the bucket. refill_tokens_per_minute: type: integer format: int64 minimum: 1 maximum: 10000000 description: Tokens restored per minute. remaining: type: integer format: int64 minimum: 0 maximum: 10000000 description: Tokens remaining after the atomic decision. full_after_ms: type: integer format: int64 minimum: 0 maximum: 86400000 description: >- Milliseconds until the bucket is full if no more work is admitted. description: >- Present on `rate_limit_exceeded` and omitted for uncharged command failures, capacity failures, and unavailable admission. - type: object additionalProperties: false description: Rejected subscribe command identifying the conflicting subscription. required: - id - type - sid - msg properties: id: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Client-assigned command correlation ID, unique among commands in flight on this connection. type: type: string const: error description: Identifies a rejected command. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: type: object additionalProperties: false description: The ticker already belongs to the identified subscription. required: - code - detail - instance - ticker properties: code: type: string const: subscription_conflict description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. ticker: type: string minLength: 1 maxLength: 128 description: A market's public ticker. description: Complete closed union of command-error message envelopes. SubscriptionErrorEnvelope: type: object additionalProperties: false description: >- Terminal failure for one subscription; it carries no ID or sequence. Removal from the caller-visible catalog uses `permission_denied`; inability to re-prove visibility within its lease uses `market_data_unavailable`. required: - type - sid - msg properties: type: type: string const: subscription_error description: Identifies a terminal subscription failure. sid: type: integer format: int64 minimum: 1 maximum: 9007199254740991 description: >- Opaque server-assigned subscription ID whose lifetime is this WebSocket connection. msg: oneOf: - type: object additionalProperties: false description: The caller lacks required access. required: - code - detail - instance properties: code: type: string const: permission_denied description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: Current market data needed by the operation is unavailable. required: - code - detail - instance properties: code: type: string const: market_data_unavailable description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. - type: object additionalProperties: false description: An unexpected failure left connection state safe to continue. required: - code - detail - instance properties: code: type: string const: internal_error description: Stable machine-readable error code. detail: type: string minLength: 1 maxLength: 500 description: >- Human-readable occurrence detail that clients must not parse. instance: type: string format: uri-reference pattern: >- ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$ maxLength: 100 description: Request ID for troubleshooting with UDX support. description: Closed set of terminal failures for an order book subscription.