WebSocket

There are two WebSocket interfaces:

Market-maker feeds

Subscribe to a channel, receive a snapshot, then updates:

{"method": "subscribe", "channel": "book",   "pair": 1}
{"method": "subscribe", "channel": "trades", "pair": 1}
{"method": "subscribe", "channel": "orders", "account": "0x…"}
{"method": "subscribe", "channel": "fills",  "account": "0x…"}
{"method": "ping"}

Every message carries seq, which only rises, and prev_seq, the seq of the message before it (null on the snapshot). If prev_seq is not the last seq you hold, you missed a message: subscribe again and start from the new snapshot. A slow client is disconnected, never silently skipped.

A book snapshot lists bids high to low and asks low to high, each level as [price_8dec, size_18dec]. Updates list only the levels that changed; a size of "0" removes the level. Trades, orders and fills carry a cursor: to fill a gap in your own history, read the account's records from the REST API.

Limits: 10 connections per address, 1,000 subscriptions per connection, 2,000 messages a minute.

# pip install vordium==1.4.6
from vordium.feeds import Feeds

feeds = Feeds("wss://testnet.vordex.xyz/chain/feeds")   # the SDK resubscribes by itself after a gap
feeds.subscribe("book", pair=1)
for kind, msg in feeds.events():
    if kind == "snapshot":
        book = feeds.books[1]
        print("book snapshot at height", msg.get("height"), "· best bid", book.best_bid(), "· best ask", book.best_ask())
        break
feeds.close()

Market stream

After connecting, subscribe to what you need (and again after every reconnect):

{"type": "subscribe", "pair_ids": [1, 2], "channels": ["oracle"]}
{"type": "subscribe", "channel": "position"}
{"type": "subscribe", "channel": "commit"}
{"type": "unsubscribe", "all": true}

The answer is {"type": "subscribed", "subscriptions": [...]} or {"type": "error", "error": "..."}. A subscribed connection receives {"type": "heartbeat", "ts": ...} every 10 seconds; drop anything you did not ask for until the subscribed answer arrives.

Limits: 256 subscriptions, 600 client messages a minute, 10 connections per address.