Auction Feed

The Auction Feed provides real-time auction data for markets with auctions enabled.

Two topics are available:

• noii - Net Order Imbalance Indicator (NOII) updates. Available during the Lockdown phase only, providing periodic snapshots of indicative clearing price, imbalance direction/quantity, and matched volume. A final CROSS event is sent when the auction cross completes.
• phase - Auction phase transition notifications. Sends events when the auction starts (AUCTION_STARTED), enters lockdown (AUCTION_LOCKDOWN), is postponed (AUCTION_CROSS_POSTPONED), or completes (AUCTION_CROSS_COMPLETED).

/trading-api/v1/market-data/auction

Operations

SEND/trading-api/v1/market-data/auction

Subscribe

Multiple subscriptions could be opened within the same websocket.

The auction data of different markets to be subscribed are controlled by the parameters in the subscription message listed below.

Two topics are available:

• noii — Net Order Imbalance Indicator updates (available during Lockdown phase only)
• phase — Auction phase transition notifications

Operation IDsubscribe

Accepts the following message:

Subscription

Let you subscribe to a given topic

• application/json

Message IDsubscribe

object

Examples

{
  "method": "subscribe",
  "jsonrpc": "2.0",
  "id": "1",
  "type": "command",
  "params": {
    "topic": "noii",
    "symbol": "BTCUSDC"
  }
}

This example has been generated automatically.

RECEIVE/trading-api/v1/market-data/auction

In case of invalid subscription message, an error rejection would be sent.

Operation IDsubscribe-nack

Sends the following message:

Rejection

Explain why the topic could not be subscribed

• application/json

Message IDsubscribe-nack

object

Examples

{
  "jsonrpc": "2.0",
  "id": "1",
  "error": {
    "code": "-32602",
    "errorCode": "29013",
    "errorCodeName": "'abcde' is not a valid topic"
  }
}

This example has been generated automatically.

SEND/trading-api/v1/market-data/auction

Keepalive

In case nothing is subscribed to, keep the websocket connection alive.

Operation IDkeepalive-ping

Accepts the following message:

Keepalive Ping

• application/json

Message IDkeepalive-ping

object

Examples

{
  "method": "keepalivePing",
  "params": {},
  "jsonrpc": "2.0",
  "id": "1",
  "type": "command"
}

This example has been generated automatically.

RECEIVE/trading-api/v1/market-data/auction

Acknowledgement returned by the server in response to a keepalive-ping.

Operation IDkeepalive-pong

Sends the following message:

Keepalive Pong

• application/json

Message IDkeepalive-pong

object

Examples

{
  "jsonrpc": "2.0",
  "id": "1",
  "result": {
    "responseCodeName": "OK",
    "responseCode": 200,
    "message": "Keep alive pong"
  }
}

This example has been generated automatically.

RECEIVE/trading-api/v1/market-data/auction

Receive NOII

Operation IDreceive-noii

Sends one of the following messages:

• #1NOII Snapshot

  Initial NOII state on subscribe

  • application/json

  Message IDsubscribe-msg-0-noii

  object

  Examples

  {
    "type": "snapshot",
    "dataType": "V1TANoii",
    "data": [
      {
        "auctionId": "string",
        "eventType": "UPDATE",
        "symbol": "BTCUSDC",
        "timestamp": "string",
        "clearingPrice": "string",
        "farPrice": "string",
        "referencePrice": "string",
        "imbalanceDirection": "BUY",
        "imbalanceQuantity": "string",
        "pairedQuantity": "string"
      }
    ]
  }

  This example has been generated automatically.

• #2NOII Update

  Net Order Imbalance Indicator update during lockdown or cross result

  • application/json

  Message IDsubscribe-msg-1-noii

  object

  Examples

  {
    "type": "update",
    "dataType": "V1TANoii",
    "data": {
      "auctionId": "string",
      "eventType": "UPDATE",
      "symbol": "BTCUSDC",
      "timestamp": "string",
      "clearingPrice": "string",
      "farPrice": "string",
      "referencePrice": "string",
      "imbalanceDirection": "BUY",
      "imbalanceQuantity": "string",
      "pairedQuantity": "string"
    }
  }

  This example has been generated automatically.

RECEIVE/trading-api/v1/market-data/auction

Receive Phase

Operation IDreceive-phase

Sends one of the following messages:

• #1Phase Snapshot

  Initial auction phase state on subscribe

  • application/json

  Message IDsubscribe-msg-0-phase

  object

  Examples

  {
    "type": "snapshot",
    "dataType": "V1TAAuctionPhase",
    "data": [
      {
        "auctionId": "string",
        "eventType": "AUCTION_STARTED",
        "phase": "ACCUMULATION",
        "symbol": "BTCUSDC",
        "timestamp": "string",
        "startTime": "string",
        "lockdownTime": "string",
        "scheduledCrossTime": "string",
        "createAuctionOrderEnabled": true,
        "amendAuctionOrderEnabled": true,
        "cancelAuctionOrderEnabled": true,
        "message": "string",
        "createdAt": "string",
        "updatedAt": "string"
      }
    ]
  }

  This example has been generated automatically.

• #2Phase Update

  Auction phase transition notification

  • application/json

  Message IDsubscribe-msg-1-phase

  object

  Examples

  {
    "type": "update",
    "dataType": "V1TAAuctionPhase",
    "data": {
      "auctionId": "string",
      "eventType": "AUCTION_STARTED",
      "phase": "ACCUMULATION",
      "symbol": "BTCUSDC",
      "timestamp": "string",
      "startTime": "string",
      "lockdownTime": "string",
      "scheduledCrossTime": "string",
      "createAuctionOrderEnabled": true,
      "amendAuctionOrderEnabled": true,
      "cancelAuctionOrderEnabled": true,
      "message": "string",
      "createdAt": "string",
      "updatedAt": "string"
    }
  }

  This example has been generated automatically.