Expand description
Frames of the WebSocket channels: the commands you send and the data the broker sends.
Market data frames are told apart by their responseType (MarketDataMessage). The other
channels send a bare object or array, and the channel decides the type. All times from the broker
are UTC. Quantities are in pieces.
Structs§
- Agreement
Data - Data about the brokerage account in a margin indicators frame (
agreementData). - Cash
ByCurrency - Free money in one currency (
cashByCurrency). - Debt
ByCurrency - Debt in one currency.
- Depo
Limit Entry - A securities position in a limits frame (
depoLimit). - Forts
Stability - Stability of the derivatives market account (
fortsStability). - Future
Holding Entry - A futures position in a limits frame (
futureHolding). - Futures
Limit Entry - A limit of the derivatives market in a limits frame (
futuresLimits). - Futures
Parameters - Futures parameters (
futuresParameters). - Last
Candle Data - An update of the last candle for a time frame.
- Last
Trades Data - One trade of the anonymous trades tape: one trade per frame.
- Limits
Data - A limits frame: one object with the current limits of the account.
- Margin
BySecurity - One margin position.
- Margin
Parameters - Parameters of the margin portfolio (
marginParameters). - Margin
Securities Wrapper - Margin positions (
marginSecurities): the total and the list. - Marginal
Indicators Data - A margin indicators frame: the margin picture of the account in one object.
- Market
Data Error - The error part of a market data frame.
- Market
Data Error Detail - One error of a market data frame.
- Market
Data Subscribe - A subscribe or unsubscribe command for the market data channel (client to server).
- Money
Debt Wrapper - Debts of the account (
moneyDebt): the total and the debt per currency. - Money
Limit Entry - A money balance in a limits frame (
moneyLimits). - Order
Book Data - An order book update. It is a full snapshot of the levels within
depth, not a delta. - Order
Book Level - One price level of the order book: a price and the quantity at it.
- Order
Execution Data - The report inside an
OrderMessage: the state of the order and the last fill. - Order
Message - A message about an order from the order channels.
- Portfolio
Current Value - Current value of the portfolio and its changes (
portfolioCurrentValue). - Portfolio
Stability - Stability of the portfolio (
portfolioStability). - Quantity
- An amount with its settlement mode (
T0,T1,T365and so on), in limits frames. - Quotes
Data - A quote update of one instrument.
- Subscribe
Success - A subscription confirmation in the flat form (server to client).
- Subscribe
Success Payload - The body of a subscription confirmation.
- WsError
- An error frame of the broker (
"type": "error"), the server to client direction. - WsPortfolio
Position - One position or balance of a portfolio frame.
- WsRaw
Message - The two fields of a frame that the parser looks at first to decide what kind of frame it is.
Enums§
- Market
Data Message - A frame of the market data channel, told apart by its
responseType. - WsOutgoing
- A command a session sends to the broker. It serializes as the plain command, without a wrapper.
Type Aliases§
- WsPortfolio
Data - A portfolio frame: an array of positions, the same records as the REST portfolio.