Socket.io (deprecated)

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.

Socket.io has now been replaced with native web sockets and will be removed in a future release. Ensure you transition to using native websockets to prevent any disruptions in the future.

Migration Native WebSockets will be available on testnet first for integrators to test and provide feedback. After mainnet release, both Socket.io and native WebSockets will remain available for a transition period to allow a smooth migration without disruption.

URL	Status
wss://ws.ethereal.trade/v1/stream	Live - Soon to be deprecated

WebSockets

Ethereal also offers WebSocket support, which communicates with plain JSON payloads, resulting in lower latency, reduced overhead, and smaller message sizes. This makes it well-suited for latency-sensitive integrations and lightweight clients that don't need the built-in reconnections provided by Socket.io.

Websockets support a subset of the Socket.io feeds. If you require additional data streams, use the Socket.io gateway above which supports the full set of subscription types.

Socket.io Subscription Streams

Subscribe

The WebSocket gateway offers the following subscription streams:

BOOK_DEPTH - Provides order book depth updates for a specific product.

// Subscription message payload
{
  "type": "BookDepth",
  "productId": "<uuid>"
}

// Response message
{
  "timestamp": "<epoch>",
  "previousTimestamp": "<epoch>",
  "productId": "<uuid>",
  "asks": [[price: string, quantity: string]],
  "bids": [[price: string, quantity: string]],
  "t": "<epoch>"
}

• BookDepth events are emitted on a configurable fixed interval (as of writing, this is configured to be once every 200ms)

• previousTimestamp is in milliseconds and represents the last time the BookDepth emitted

• timestamp also in milliseconds and the system timestamp of when this BookDepthwas emitted

• Using both the previousTimestamp and timestamp you can infer whether or not any events were missed during connection or during consumption

• asks an array of price/quantity tuples representing asks

• bids an array of price/quantity tuples representing bids

• t represents server time when response was published (epoch in miliseconds)

A BookDepth message of the current book (up to 100 price levels per side) is emitted back on initial connection. Every subsequent message is a price level diff with absolute quantities. A zero quantity price diff indicates that this level has been removed.

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

// Subscription message payload
{
  "type": "MarketPrice",
  "productId": "<uuid>"
}

// Response message (same as `/v1/product/market-price`)
// @see: https://api.ethereal.trade/docs#/Product/ProductController_getMarketPrice
{
  "productId": "<uuid>",
  "bestBidPrice": numberString,
  "bestAskPrice": numberString,
  "oraclePrice": numberString,
  "price24hAgo": numberString,
  "t": "<epoch>"
}

• MarketPrice events are emitted on a configurable fixed interval (currently configured to be once every second)

• t represents server time when response was published (epoch in miliseconds)

ORDER_FILL - Notifies when orders are filled for a specific subaccount.

// Subscription message payload
{
  "type": "OrderFill",
  "subaccountId": "<uuid>"
}

// Response message (same as `/v1/order/fill`)
// @see: https://api.ethereal.trade/docs#/Order/OrderController_listFillsBySubaccountId
{
  "data": [
      {
        "id": "<uuid>",
        "orderId": "<uuid>",
        "clientOrderId": "string",
        "price": numberString,
        "filled": numberString,
        "type": "LIMIT|MARKET",
        "side": 0|1,
        "reduceOnly": boolean,
        "feeUsd": numberString,
        "isMaker": boolean,
        "productId": "<uuid>",
        "subaccountId": "<uuid>",
        "createdAt": "<epoch>"
      }
    ],
  "t": "<epoch>"
}

• OrderFill events are emitted in real-time as they occur

• t represents server time when response was published (epoch in miliseconds)

TRADE_FILL - Provides a stream of trades that have occurred filtered by product.

// Subscription message payload
{
  "type": "TradeFill",
  "productId": "<uuid>"
}

// Response message
{
  "data": [
    {
      "id": "<uuid>",
      "price": numberString,
      "filled": numberString,
      "takerSide": 0|1,
      "createdAt": "<epoch>"
    }
  ],
  "productId": "<uuid>",
  "t": "<epoch>"
}

• TradeFill events are emitted in real-time as they occur

• t represents server time when response was published (epoch in miliseconds)

• Similar to OrderFill, an array of trade fills will be emitted in a single message, grouped by the product they were traded on

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

// Subscription message payload
{
  "type": "OrderUpdate",
  "subaccountId": "<uuid>"
}

// Response message (same as `/v1/order`)
// @see https://api.ethereal.trade/docs#/Order/OrderController_listBySubaccountId
{
  "data": [
    {
      "id": "<uuid>",
      "clientOrderId": "string",
      "type": "LIMIT"|"MARKET",
      "availableQuantity": numberString,
      "quantity": numberString,
      "side": 0|1,
      "productId": "<uuid>",
      "subaccountId": "<uuid>",
      "status": "<status>",
      "reduceOnly": boolean,
      "close": booleanue,
      "updatedAt": "<epoch>",
      "createdAt": "<epoch>",
      "sender": "<address>",
      "price": numberString,
      "filled": numberString,
      "stopPrice": numberString,
      "stopType": "<stopType>",
      "stopPriceType": "<stopPriceType>",
      "timeInForce": "<tif>",
      "expiresAt": "<epochInSeconds>",
      "postOnly": boolean,
      "groupContingencyType": "<groupContingencyType>",
      "groupId": "<uuid>"
    }
  ],
  "t": "<epoch>"
}

• OrderUpdate events are emitted in real-time

• t represents server time when response was published (epoch in miliseconds)

Only the latest update processed is emitted and intermediary states are omitted.

SUBACCOUNT_LIQUIDATION - Provides an update when a subaccount is liquidated.

// Subscription message payload
{
  "type": "SubaccountLiquidation",
  "subaccountId": "<uuid>"
}

// Response message
{
  "subaccountId": "<uuid>",
  "liquidatedAt": "<epoch>",
  "t": "<epoch>"
}

• SubaccountLiquidation events are emitted in real-time

• subaccountId the subaccount that has been liquidated, liquidatedAt the time (in ms, since the Unix epoch) when the liquidation occurred

• t represents server time when response was published (epoch in miliseconds)

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

// Subscription message payload
{
  "type": "TokenTransfer",
  "subaccountId": "<uuid>"
}

// Response message (same as `/v1/token/transfer` with pagination)
// @see https://api.ethereal.trade/docs#/Token/TokenController_listTransfers
{
  "id": "<uuid>",
  "initiatedBlockNumber": numberString,
  "finalizedBlockNumber": numberString,
  "status": "<status>",
  "subaccountId": "<uuid>",
  "tokenName": "string",
  "tokenAddress": "<address>",
  "type": "WITHDRAW"|"DEPOSIT",
  "amount": numberString,
  "lzDestinationAddress": "<address>",
  "lzDestinationEid": number,
  "fee": numberString,
  "createdAt": "<epoch>",
  "initiatedTransactionHash": "<hex>",
  "finalizedTransactionHash": "<hex>",
  "t": "<epoch>"
}

• t represents server time when response was published (epoch in miliseconds)

Each subscription requires specific parameters as shown in the formats 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 (i.e. transports: ['websocket']).

Unsubscribe

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.

Handling Socket.io Exceptions

Exceptions are exposed in its own event aptly named "exception". Exceptions follow the following shape:

{
  pattern: 'order:dryRun',
  status: 'BadRequest',
  error: {
    message: [
      'subaccount is not a valid subaccount',
    ]
  }
}

• pattern indicates the source event pattern if available e.g. "subscribe"

• status the error status

• error general body of the error its shape changes depending on the status