Websocket Gateway

Overview

The gateway ws subscription allow users to listen to data streams in real-time data, delivering instant trading updates directly from the Ethereal exchange platform. To interact with the subscription gateway API, send websocket messages after connecting to wss://ws.ethereal.trade/v1/stream.

Socket.IO

Ethereal uses Socket.IO, a library that extends the standard WebSocket protocol. Socket.IO provides ready-made client libraries in multiple languages with automatic reconnection handling and built-in ping/pong frames to maintain stable connections, saving developers from implementing these basic features themselves.

Refer to Socket.IO for language specific client implementations.

The team is transitioning from SocketIO to native WebSockets for enhanced performance and interfaces will change.

If you are using the Python SDK, the transition should be seamless aside from a future upgrade requirement.

Subscription Streams

Subscribe

The WebSocket gateway offers the following subscription streams:

BOOK_DEPTH - Provides order book depth updates for a specific product

Subscribe payload

{
  type: "BookDepth",
  productId: string
}

Event message structure

MARKET_PRICE - Delivers real-time market price updates for a specified product

Subscribe payload

{
  type: "MarketPrice",
  productId: string
}

Event message structure

ORDER_FILL - Notifies when orders are filled for a specific subaccount

Subscribe payload

{
  type: "OrderFill",
  subaccountId: string
}

Event message structure

ORDER_UPDATE - Provides updates about order status changes for a specific subaccount

Subscribe payload

{
  type: "OrderUpdate",
  subaccountId: string
}

Event message structure

SUBACCOUNT_LIQUIDATION - Provides an update when a subaccount is liquidated

Subscribe payload

{
  type: "SubaccountLiquidation",
  subaccountId: string
}

Event message structure

TOKEN_TRANSFER - Updates on token transfers (deposits/withdrawals) for a specific subaccount

Subscribe payload

{
  type: "TokenTransfer",
  subaccountId: string
}

Event message structure

Each subscription requires specific parameters as shown in the format above. To subscribe to these streams, emit a 'subscribe' event to the socket with the appropriate subscription message.

During connection establishment ensure websocket is the only configured transport (transports: ['websocket']).

Unsubscribing

To stop receiving data from a previously established subscription, you can unsubscribe using the same payload format as your original subscription. Simply emit an unsubscribe event to the socket with the identical payload structure you used when subscribing.

Example Code Snippets

Below is an example implemented using TypeScript and socket.io-client.

import { io } from 'socket.io-client';
import axios from 'axios';
import { getEtherealTestnetAPI } from './generated/api.sdk';

axios.defaults.baseURL = 'https://api.etherealtest.net';
const api = getEtherealTestnetAPI(); // Generated SDK using Orval

const getProducts = async () => {
  const res = await api.productControllerList();
  return res.data.data;
};

const main = async () => {
  const url = 'wss://ws.etherealtest.net/v1/stream';
  const ws = io(url, { transports: ['websocket'], autoConnect: false });
  console.log(`Connecting to ws gateway ${url}`);

  ws.on('connect', async () => {
    console.log(`Connected to ${url}`);

    const products = await getProducts();

    products.forEach((product) => {
      const bookDepthSubscriptionMessage = {
        type: 'BookDepth',
        productId: product.id,
      };
      ws.emit('subscribe', bookDepthSubscriptionMessage);
      console.log(`Subscribed BookDepth:${product.id}`);

      const marketPriceSubscriptionMessage = {
        type: 'MarketPrice',
        productId: product.id,
      };
      ws.emit('subscribe', marketPriceSubscriptionMessage);
      console.log(`Subscribed MarketPrice:${product.id}`);
    });
  });

  ws.on('connecting', () => console.log('Attempting connection...'));
  ws.on('disconnect', () => console.log('Disconnected'));
  ws.on('error', (err) => console.log('Error encountered', err));
  ws.on('exception', (err) => console.log('Caught exception', err));
  ws.on('reconnect_attempt', () => console.log('Attempting to reconnect...'));

  // --- Subscription stream handlers --- //

  ws.on('BookDepth', async (message) => console.log(`[BookDepth] Received ${message}`));
  ws.on('MarketPrice', async (message) => console.log(`[MarketPrice] Received ${message}`));

  // Explicitly connect to ws stream _after_ binding message callbacks.
  ws.connect();
};

void main();

Another example using Java to listen on BookDepth:

package com.example.ethereal;

import io.socket.client.IO;
import io.socket.client.Socket;
import io.socket.emitter.Emitter;

import java.net.URI;
import java.util.Arrays;
import java.util.HashMap;
import java.util.Map;
import java.util.concurrent.CountDownLatch;
import java.util.concurrent.TimeUnit;

public class Example {
    private Socket client;
    private CountDownLatch connectionLatch = new CountDownLatch(1);

    public static void main(String[] args) {
        EtherealClient client = new EtherealClient();

        try {
            client.connect();
            client.subscribeToBookDepth("6dae67f4-c502-4cc1-8d1a-38ab021b2c76");

            // Keep running for 30 seconds
            Thread.sleep(30000);
        } catch (Exception e) {
            System.err.println("Error: " + e.getMessage());
            e.printStackTrace();
        } finally {
            client.disconnect();
        }
    }

    public void connect() throws InterruptedException {
        System.out.println("Connecting to Ethereal Testnet WebSocket...");

        URI serverUri = URI.create("wss://ws.etherealtest.net/v1/stream");

        IO.Options options = new IO.Options();
        options.transports = new String[]{"websocket"};
        options.upgrade = false;
        options.timeout = 10000;

        client = IO.socket(serverUri, options);

        client.on(Socket.EVENT_CONNECT, new Emitter.Listener() {
            @Override
            public void call(Object... args) {
                System.out.println("Connected! Socket ID: " + client.id());
                connectionLatch.countDown();
            }
        });

        client.on(Socket.EVENT_CONNECT_ERROR, new Emitter.Listener() {
            @Override
            public void call(Object... args) {
                System.err.println("Connection failed: " + Arrays.toString(args));
                connectionLatch.countDown();
            }
        });

        client.on("BookDepth", new Emitter.Listener() {
            @Override
            public void call(Object... args) {
                System.out.println("BookDepth: " + Arrays.toString(args));
            }
        });

        client.on("exception", new Emitter.Listener() {
            @Override
            public void call(Object... args) {
                System.err.println("Server exception: " + Arrays.toString(args));
            }
        });

        client.connect();

        if (!connectionLatch.await(15, TimeUnit.SECONDS)) {
            throw new RuntimeException("Connection timeout");
        }
    }

    public void subscribeToBookDepth(String productId) {
        if (!client.connected()) {
            System.err.println("Not connected!");
            return;
        }

        Map<String, Object> request = new HashMap<>();
        request.put("type", "BookDepth");
        request.put("productId", productId);

        System.out.println("Subscribing: " + request);
        client.emit("subscribe", request);
    }

    public void disconnect() {
        if (client != null) {
            System.out.println("Disconnecting...");
            client.disconnect();
            client.close();
        }
    }
}

For Python developers, our Python SDK offers a streamlined approach to WebSocket subscriptions Refer to the Python SDK documentation for more information.