Stream protocol

wss://api.zeustrade.io/mm/stream?key=<key>

Send the key as ?key= or in x-api-key where your client can set headers. A wrong key gets 401 on the upgrade and a sixth connection of one key gets 429.

Client frames

{ "op": "subscribe", "channel": "fills", "accounts": ["0x…"] }
{ "op": "subscribe", "channel": "prices", "symbols": ["BTC", "ETH"] }
{ "op": "subscribe", "channel": "exposure" }
{ "op": "unsubscribe", "channel": "keeper" }

A new subscribe to a channel replaces the previous one.

Server frames

Every frame is { "channel": "...", "data": ..., "ts": <ms> }.

Channel	Data
`subscribed`, `unsubscribed`	The subscription
`fills`	One fill: account, request key, status, market, side, size, fill price, fees, keeper transaction, time gap, block
`exposure`	`/mm/exposure` merged with `/mm/hedge-recommendation`, on subscribe and every 5 seconds
`keeper`	`{ medianMs, p95Ms, queueLength }`, on subscribe and every 5 seconds
`prices`	`[{ symbol, price, publishTime }]`, publish time in Unix seconds
`error`	`{ code, message }` with `BAD_REQUEST`, `TOO_MANY_ACCOUNTS`, `PRICES_DISABLED` or `SOURCE_UNAVAILABLE`

Limits

5 connections per key and 200 accounts per fills subscription.
The server pings every 15 seconds and closes a connection that misses two pings.
A connection with more than 1 MB unsent stops receiving everything except fills until it catches up.

REST

Streaming

Client frames

Server frames

Limits

​Client frames

​Server frames

​Limits

Client frames

Server frames

Limits