forked from asyncapi/spec
-
Notifications
You must be signed in to change notification settings - Fork 1
/
websocket-gemini.yml
209 lines (200 loc) · 8.76 KB
/
websocket-gemini.yml
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
#
#
#
# This example showcases usage of AsyncAPI for the purpose of describing a WebSocket API. It is based on a real public service maintained by company called Gemini that provides cryptocurency trading products. It uses AsyncAPI bindings.
#
# This AsyncAPI document describes their v1 of the API. The v2 is also available and changes in the way that it provides a multimessage channel, where you subscribe for messages by sending a subscription message instead of using query parameters. For example with multimessage channel check out this article https://www.asyncapi.com/blog/websocket-part2 about another real public API called Kraken
#
# All available learning materials about AsyncAPI and WebSocket are:
# - WebSocket, Shrek, and AsyncAPI - An Opinionated Intro article: https://www.asyncapi.com/blog/websocket-part1
# - Creating AsyncAPI for WebSocket API - Step by Step article: https://www.asyncapi.com/blog/websocket-part2
# - From API-First to Code Generation - A WebSocket Use Case article: https://www.asyncapi.com/blog/websocket-part3
# - Live stream about topics mentioned in part 1 and 2 articles: https://www.youtube.com/watch?v=8tFBcf31e_c
#
asyncapi: '2.6.0'
#
# Overal information for users of the application
#
info:
title: Gemini Market Data Websocket API
version: '1.0.0'
contact:
name: Gemini
url: https://www.gemini.com/
description: |
Market data is a public API that streams all the market data on a given symbol.
You can quickly play with the API using [websocat](https://github.com/vi/websocat#installation) like this:
```bash
websocat wss://api.gemini.com/v1/marketdata/btcusd?heartbeat=true -S
```
#
# Link to external docs
#
externalDocs:
url: https://docs.sandbox.gemini.com/websocket-api/#market-data
#
# Details on how to connect to the application
#
servers:
public:
url: wss://api.gemini.com
protocol: wss
#
# Details about all the channels that you can listen to or send to messages
#
channels:
/v1/marketdata/{symbol}:
parameters:
symbol:
description: |
Symbols are formatted as CCY1CCY2 where prices are in CCY2 and quantities are in CCY1. To read more click [here](https://docs.sandbox.gemini.com/websocket-api/#symbols-and-minimums).
schema:
type: string
enum: ['btcusd', 'ethbtc', 'ethusd', 'zecusd', 'zecbtc', 'zeceth', 'zecbch', 'zecltc', 'bchusd', 'bchbtc', 'bcheth', 'ltcusd', 'ltcbtc', 'ltceth', 'ltcbch', 'batusd', 'daiusd', 'linkusd', 'oxtusd', 'batbtc', 'linkbtc', 'oxtbtc', 'bateth', 'linketh', 'oxteth', 'ampusd', 'compusd', 'paxgusd', 'mkrusd', 'zrxusd', 'kncusd', 'manausd', 'storjusd', 'snxusd', 'crvusd', 'balusd', 'uniusd', 'renusd', 'umausd', 'yfiusd', 'btcdai', 'ethdai', 'aaveusd', 'filusd', 'btceur', 'btcgbp', 'etheur', 'ethgbp', 'btcsgd', 'ethsgd', 'sklusd', 'grtusd', 'bntusd', '1inchusd', 'enjusd', 'lrcusd', 'sandusd', 'cubeusd', 'lptusd', 'bondusd', 'maticusd', 'injusd', 'sushiusd']
bindings:
ws:
bindingVersion: 0.1.0
query:
type: object
description: |
The semantics of entry type filtering is:
If any entry type is specified as true or false, all of them must be explicitly flagged true to show up in the response
If no entry types filtering parameters are included in the url, then all entry types will appear in the response
NOTE: top_of_book has no meaning and initial book events are empty when only trades is specified
properties:
heartbeat:
type: boolean
default: false
description: Optionally add this parameter and set to true to receive a heartbeat every 5 seconds
top_of_book:
type: boolean
default: false
description: If absent or false, receive full order book depth; if present and true, receive top of book only. Only applies to bids and offers.
bids:
type: boolean
default: true
description: Include bids in change events
offers:
type: boolean
default: true
description: Include asks in change events
trades:
type: boolean
default: true
description: Include trade events
auctions:
type: boolean
default: true
description: Include auction events
subscribe:
summary: Receive market updates on a given symbol
message:
$ref: '#/components/messages/marketData'
#
# All reusable parts for readability and staying DRY
#
components:
messages:
marketData:
summary: Message with marked data information.
description: |
The initial response message will show the existing state of the order book. Subsequent messages will show all executed trades, as well as all other changes to the order book from orders placed or canceled.
payload:
$ref: '#/components/schemas/market'
examples:
- name: updateMessage
summary: Example of an update message that contains a change in price information.
payload:
type: update
eventId: 36902233362
timestamp: 1619769673
timestampms: 1619769673527
socket_sequence: 661
events:
- type: change
side: bid
price: 54350.40
remaining: 0.002
delta: 0.002
reason: place
- name: heartbeatMessage
summary: Example of additional heartbeat message when you enable them.
payload:
type: heartbeat
socket_sequence: 1656
schemas:
market:
type: object
oneOf:
- $ref: '#/components/schemas/heartbeat'
- $ref: '#/components/schemas/update'
heartbeat:
allOf:
- properties:
type:
type: string
const: heartbeat
required:
- type
- $ref: '#/components/schemas/default'
update:
allOf:
- properties:
type:
type: string
const: update
eventId:
type: integer
description: A monotonically increasing sequence number indicating when this change occurred. These numbers are persistent and consistent between market data connections.
events:
$ref: '#/components/schemas/events'
timestamp:
type: number
description: The timestamp in seconds for this group of events (included for compatibility reasons). We recommend using the timestampms field instead.
timestampms:
type: number
description: The timestamp in milliseconds for this group of events.
required:
- type
- eventId
- events
- timestamp
- timestampms
- $ref: '#/components/schemas/default'
default:
type: object
description: This object is always part of the payload. In case of type=heartbeat, these are the only fields.
required:
- type
- socket_sequence
properties:
socket_sequence:
type: integer
description: zero-indexed monotonic increasing sequence number attached to each message sent - if there is a gap in this sequence, you have missed a message. If you choose to enable heartbeats, then heartbeat and update messages will share a single increasing sequence. See [Sequence Numbers](https://docs.sandbox.gemini.com/websocket-api/#sequence-numbers) for more information.
events:
type: array
description: Either a change to the order book, or the indication that a trade has occurred.
items:
type: object
additionalProperties: false
properties:
type:
type: string
enum: ['trade', 'change', 'auction, block_trade']
price:
type: number
multipleOf: 0.01
description: The price of this order book entry.
side:
type: string
enum: ['bid', 'side']
reason:
type: string
enum: ['place', 'trade', 'cancel', 'initial']
description: Indicates why the change has occurred. initial is for the initial response message, which will show the entire existing state of the order book.
remaining:
type: number
description: The quantity remaining at that price level after this change occurred. May be zero if all orders at this price level have been filled or canceled.
delta:
type: number
description: The quantity changed. May be negative, if an order is filled or canceled. For initial messages, delta will equal remaining.